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A family of densities derived from the three-parameter Dirichlet process

Part of: Distribution theory Stochastic processes

Published online by Cambridge University Press:  14 July 2016

Matthew A. Carlton
Matthew A. Carlton*
Affiliation:
California Polytechnic State University
*
∗ Postal address: Department of Statistics, California Polytechnic State University, San Luis Obispo, CA 93407, USA. Email address: [email protected]
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Abstract

The traditional Dirichlet process is characterized by its distribution on a measurable partition of the state space - namely, the Dirichlet distribution. In this paper, we consider a generalization of the Dirichlet process and the family of multivariate distributions it induces, with particular attention to a special case where the multivariate density function is tractable.

Keywords

Dirichlet processrandom measuredensity function

MSC classification

Primary: 60G57: Random measures
Secondary: 62E15: Exact distribution theory
Type
Research Papers
Information
Journal of Applied Probability , Volume 39 , Issue 4 , December 2002 , pp. 764 - 774
Copyright
Copyright © Applied Probability Trust 2002 

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