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.
Publié le : 1997-08-14
Classification:
Bayesian nonparametrics,
beta-Stacy process,
Dirichlet process,
generalized Dirichlet distribution,
generalized Pólya-urn scheme,
Lévy process,
neutral to the right process,
62C10,
60G09
@article{1031594741,
author = {Walker, Stephen and Muliere, Pietro},
title = {Beta-Stacy processes and a generalization of the P\'olya-urn scheme},
journal = {Ann. Statist.},
volume = {25},
number = {6},
year = {1997},
pages = { 1762-1780},
language = {en},
url = {http://dml.mathdoc.fr/item/1031594741}
}
Walker, Stephen; Muliere, Pietro. Beta-Stacy processes and a generalization of the Pólya-urn scheme. Ann. Statist., Tome 25 (1997) no. 6, pp. 1762-1780. http://gdmltest.u-ga.fr/item/1031594741/