Open Access
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.

Copyright © 1997 Institute of Mathematical Statistics
Stephen Walker and Pietro Muliere "Beta-Stacy processes and a generalization of the Pólya-urn scheme," The Annals of Statistics 25(4), 1762-1780, (August 1997). https://doi.org/10.1214/aos/1031594741
Published: August 1997
Vol.25 • No. 4 • August 1997
Back to Top