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April, 1974 Tailfree and Neutral Random Probabilities and Their Posterior Distributions
Kjell Doksum
Ann. Probab. 2(2): 183-201 (April, 1974). DOI: 10.1214/aop/1176996703

Abstract

The random distribution function $F$ and its law is said to be neutral to the right if $F(t_1), \lbrack F(t_2) - F(t_1) \rbrack/\lbrack 1 - F(t_1)\rbrack, \cdots, \lbrack F(t_k) - F(t_{k-1}) \rbrack/\lbrack 1 - F(t_{k-1}) \rbrack$ are independent whenever $t_1 < \cdots < t_k$. The posterior distribution of a random distribution function neutral to the right is shown to be neutral to the right. Characterizations of these random distribution functions and connections between neutrality to the right and general concepts of neutrality and tailfreeness (tailfreedom) are given.

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Kjell Doksum. "Tailfree and Neutral Random Probabilities and Their Posterior Distributions." Ann. Probab. 2 (2) 183 - 201, April, 1974. https://doi.org/10.1214/aop/1176996703

Information

Published: April, 1974
First available in Project Euclid: 19 April 2007

zbMATH: 0279.60097
MathSciNet: MR373081
Digital Object Identifier: 10.1214/aop/1176996703

Subjects:
Primary: 60K99
Secondary: 62C10 , 62G99

Keywords: Bayes estimates , Dirichlet process , neutral , posterior distributions , posterior mean of a process , processes , Random probabilities , tailfree

Rights: Copyright © 1974 Institute of Mathematical Statistics

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Vol.2 • No. 2 • April, 1974
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