This communication illustrates in a specific example based on Gehan's data (Gehan, 1965) some results on inference for a three stage nonparametric model. The first stage of the hierarchy relates data to an unknown distribution function F; the second stage models F as if it were a random realization of a Dirichlet process with a random mean G; and the third, and final, stage specifies that G is itself a realization of a Dirichlet process.
Mixtures of Dirichlet processes according to a Dirichlet process
CAROTA, Cinzia
1996-01-01
Abstract
This communication illustrates in a specific example based on Gehan's data (Gehan, 1965) some results on inference for a three stage nonparametric model. The first stage of the hierarchy relates data to an unknown distribution function F; the second stage models F as if it were a random realization of a Dirichlet process with a random mean G; and the third, and final, stage specifies that G is itself a realization of a Dirichlet process.
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