On the posterior distribution of a dirichlet process given randomly right censored observations |
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| Authors: | J Blum V Susarla |
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| Institution: | National Science Foundation, and Department of Mathematics, University of Wisconsin-Milwaukee, Milwaukee, WI 53201, U.S.A. |
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| Abstract: | The purpose of this note is to show that the conditional distribution of a Dirichlet process P given n independent observations X1… Xn from P and belonging to measurable sets A1,… An with A1 ? A1+1 for i=1,… n=1 is a mixture of Dirichlet processes as introduced by Antoniak. It is also shown that this result is applicable in Bayesin decision problems concerning a random survival distribution under Dirichlet process priors. |
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| Keywords: | Dirichlet process mixtures random measures nonparametric posterior distributions randomly censored data survival distributions |
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