How to Construct a Random Probability Measure

DOI10.1111/J.1751-5823.2001.TB00484.XMaRDI QIDQ4831994zbMATH OpenOpenAlexFDO

Authors Michael Monticino

Publication date 3 January 2005

Published in International Statistical Review (Search for Journal in Brave)

Full work available at URL https://doi.org/10.1111/j.1751-5823.2001.tb00484.x

zbMATH Keywords

Bayes estimationDistribution functionHomeomorphismInformation theoryMeasure theoryMeasurement methodParameter estimationPolya methodPrior distributionProbability measureRandom Freedman distribution functionRandom measureStatistical estimationStatistical theoryStatisticsSufficiencyTree construction

Mathematics Subject Classification ID

Classical measure theory (28A99) Probability distributions: general theory (60E05)

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Cites work

• A class of distribution function processes which have derivatives
• Bisection is not optimal on the average
• Constructing prior distributions with trees of exchangeable processes
• Constructions of random distributions via sequential barycenters
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• Iterated Random Functions
• Random homeomorphisms
• Reinforced Random Walks and Random Distributions
• Stochastic properties of quadrature formulas
• Symmetric Measures on Cartesian Products
• The Martin boundary for Polya's urn scheme, and an application to stochastic population growth

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(9)

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• Theory and computations for the Dirichlet process and related models: an overview
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