Q-Markov random probability measures and their posterior distributions. (Q2574628): Difference between revisions

Random probability measure \(P\) indexed by subsets of Hausdorff topological space \(\mathcal X\) equipped by the Borel \(\sigma \)-algebra \(\mathcal B\) is considered. This random measure is considered to be Q-Markov, see \textit{R.\ M.\ Balan} and \textit{B.\ G.\ Ivanoff} [J.\ Theor.\ Probab.\ 15, 553-588 (2002; Zbl 1012.60052)], i.e.\ its conditional distribution is described by some transition system \(\mathcal Q\). Consider a sample of \(P\). Based on the sample the posterior distribution of \(P\) is studied and as the main result of the paper it is shown that if \(P\) is Q-Markov, then its posterior is also Q-Markov under some regularity conditions. In the second part of the paper random measures neutral to the right are studied. Again the main result is that the posterior distribution of \(P\) is neutral to the right provided the random measure \(P\) is neutral to the right and under some regularity conditions. As an auxiliary results the author provides a sufficient condition for \(P\) to be neutral to the right and a way of explicit calculation of the posterior distribution in special cases.