How to Construct a Random Probability Measure

DOI10.1111/j.1751-5823.2001.tb00484.xzbMath1171.60311OpenAlexW2005230390MaRDI QIDQ4831994

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

Distribution functionBayes estimationParameter estimationInformation theoryStatisticsStatistical estimationMeasure theoryProbability measureRandom measureSufficiencyHomeomorphismPrior distributionStatistical theoryMeasurement methodPolya methodRandom Freedman distribution functionTree construction

Mathematics Subject Classification ID

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

Related Items (4)

The law of large numbers in a metric space with a convex combination operation ⋮ Random distributions via sequential quantile array ⋮ Choosing a random distribution with prescribed risks ⋮ Theory and computations for the Dirichlet process and related models: an overview

Cites Work

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

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