The Annals of Statistics

Beta-Stacy processes and a generalization of the Pólya-urn scheme

Pietro Muliere and Stephen Walker

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A random cumulative distribution function (cdf) F on $[0, \infty)$ from a beta-Stacy process is defined. It is shown to be neutral to the right and a generalization of the Dirichlet process. The posterior distribution is also a beta-Stacy process given independent and identically distributed (iid) observations, possibly with right censoring, from F. A generalization of the Pólya-urn scheme is introduced which characterizes the discrete beta-Stacy process.

Article information

Ann. Statist., Volume 25, Number 4 (1997), 1762-1780.

First available in Project Euclid: 9 September 2002

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Zentralblatt MATH identifier

Primary: 62C10: Bayesian problems; characterization of Bayes procedures
Secondary: 60G09: Exchangeability

Bayesian nonparametrics beta-Stacy process Dirichlet process generalized Dirichlet distribution generalized Pólya-urn scheme Lévy process neutral to the right process


Walker, Stephen; Muliere, Pietro. Beta-Stacy processes and a generalization of the Pólya-urn scheme. Ann. Statist. 25 (1997), no. 4, 1762--1780. doi:10.1214/aos/1031594741.

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