An EPPF from independent sequences of geometric random variables
AbstractThis paper considers generating exchangeable partition probability functions from an independent and identically distributed sample from a geometric distribution. We show that the model is rich and while different from exchangeable random variables based on nonparametric models, such as the Dirichlet process, both are driven by a single parameter, and hence to some extent comparable.
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Bibliographic InfoArticle provided by Elsevier in its journal Statistics & Probability Letters.
Volume (Year): 82 (2012)
Issue (Month): 6 ()
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Web page: http://www.elsevier.com/wps/find/journaldescription.cws_home/622892/description#description
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- Teh, Yee Whye & Jordan, Michael I. & Beal, Matthew J. & Blei, David M., 2006. "Hierarchical Dirichlet Processes," Journal of the American Statistical Association, American Statistical Association, vol. 101, pages 1566-1581, December.
- Antonio Lijoi & Ramsés H. Mena & Igor Prünster, 2007. "Bayesian Nonparametric Estimation of the Probability of Discovering New Species," Biometrika, Biometrika Trust, vol. 94(4), pages 769-786.
- Antonio Lijoi & Igor Pruenster & Stephen G. Walker, 2008. "Bayesian nonparametric estimators derived from conditional Gibbs structures," ICER Working Papers - Applied Mathematics Series 06-2008, ICER - International Centre for Economic Research.
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