Let p be a random probability measure chosen by a Dirichlet
process whose parameter a is a finite measure with support contained in $[0,
+\infty)$ and suppose that $V = \int x^2p(dx)-[\int xp(dx)]^2$ is a
(finite)random variable. This paper deals with the distribution of $V$, which
is given in a rather general case. A simple application to Bayesian bootstrap
is also illustrated.
Publié le : 2000-10-14
Classification:
Dirichlet process,
distribution of the variance,
hypergeometric functions,
62G99,
62E15
@article{1015957399,
author = {Cifarelli, Donato Michele and Melilli, Eugenio},
title = {Some new results for Dirichlet priors},
journal = {Ann. Statist.},
volume = {28},
number = {3},
year = {2000},
pages = { 1390-1413},
language = {en},
url = {http://dml.mathdoc.fr/item/1015957399}
}
Cifarelli, Donato Michele; Melilli, Eugenio. Some new results for Dirichlet priors. Ann. Statist., Tome 28 (2000) no. 3, pp. 1390-1413. http://gdmltest.u-ga.fr/item/1015957399/