Open Access
Translator Disclaimer
August 1997 Beta-Stacy processes and a generalization of the Pólya-urn scheme
Stephen Walker, Pietro Muliere
Ann. Statist. 25(4): 1762-1780 (August 1997). DOI: 10.1214/aos/1031594741

Abstract

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.

Citation

Download Citation

Stephen Walker. Pietro Muliere. "Beta-Stacy processes and a generalization of the Pólya-urn scheme." Ann. Statist. 25 (4) 1762 - 1780, August 1997. https://doi.org/10.1214/aos/1031594741

Information

Published: August 1997
First available in Project Euclid: 9 September 2002

zbMATH: 0928.62067
MathSciNet: MR1463574
Digital Object Identifier: 10.1214/aos/1031594741

Subjects:
Primary: 62C10
Secondary: 60G09

Rights: Copyright © 1997 Institute of Mathematical Statistics

JOURNAL ARTICLE
19 PAGES


SHARE
Vol.25 • No. 4 • August 1997
Back to Top