On the Jeffreys prior for the multivariate Ewens distribution

DOI10.1016/J.SPL.2013.02.014zbMATH Open1356.62039arXiv1209.1706OpenAlexW2049557397MaRDI QIDQ386286FDOQ386286

Authors: Abel Rodriguez 

Publication date: 9 December 2013

Published in: Statistics \& Probability Letters (Search for Journal in Brave)

Abstract: We derive the Jeffreys prior for the parameter of the Multivariate Ewens Distribution and study some of its properties. In particular, we show that this prior is proper and has no finite moments. We also investigate the impact of this default prior on the a priori distribution of the number of species and the a priori probability of discovery of a new species, which are usually employed in subjective prior elicitation. The effect of the Jeffreys prior for posterior inference is illustrated using examples arising in the context of inference for species sampling models and Dirichlet process mixture models.

Full work available at URL: https://arxiv.org/abs/1209.1706

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zbMATH Keywords

Dirichlet processJeffreys priorEwens sampling formulamultivariate Ewens distribution

Mathematics Subject Classification ID

Exact distribution theory in statistics (62E15) Bayesian inference (62F15) Random measures (60G57)

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Cited In (2)

• Title not available (Why is that?)
• The use of Jeffreys priors for the Student-tdistribution

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