Advanced Search
MyIDEAS: Login

On the posterior distribution of classes of random means


Author Info

  • Lancelot F. James
  • Antonio Lijoi
  • Igor Prünster
Registered author(s):


    The study of properties of mean functionals of random probability measures is an important area of research in the theory of Bayesian nonparametric statistics. Many results are known by now for random Dirichlet means but little is known, especially in terms of posterior distributions, for classes of priors beyond the Dirichlet process. In this paper we consider normalized random measures with independent increments (NRMI) and mixtures of NRMI: for both cases we are able to provide exact expressions for the posterior distribution of their means. These general results are then specialized leading to distributional results for means of two important particular cases of NRMI and also of the two parameter Poisson-Dirichlet process.

    Download Info

    If you experience problems downloading a file, check if you have the proper application to view it first. In case of further problems read the IDEAS help page. Note that these files are not on the IDEAS site. Please be patient as the files may be large.
    File URL:
    Download Restriction: no

    Bibliographic Info

    Paper provided by Collegio Carlo Alberto in its series Carlo Alberto Notebooks with number 134.

    as in new window
    Length: 24 pages
    Date of creation: 2009
    Date of revision:
    Handle: RePEc:cca:wpaper:134

    Contact details of provider:
    Postal: Via Real Collegio, 30, 10024 Moncalieri (To)
    Phone: +390116705000
    Fax: +390116476847
    Web page:
    More information through EDIRC

    Related research

    Keywords: Bayesian Nonparametrics; Completely random measures; Means of random probability measures; Normalized random measures; Poisson-Dirichlet process; Posterior distribution; Species sampling models;


    No references listed on IDEAS
    You can help add them by filling out this form.


    Citations are extracted by the CitEc Project, subscribe to its RSS feed for this item.
    as in new window

    Cited by:
    1. Antonio Lijoi & Igor Pruenster, 2009. "Distributional Properties of means of Random Probability Measures," ICER Working Papers - Applied Mathematics Series 22-2009, ICER - International Centre for Economic Research.


    This item is not listed on Wikipedia, on a reading list or among the top items on IDEAS.


    Access and download statistics


    When requesting a correction, please mention this item's handle: RePEc:cca:wpaper:134. See general information about how to correct material in RePEc.

    For technical questions regarding this item, or to correct its authors, title, abstract, bibliographic or download information, contact: (Giovanni Bert).

    If you have authored this item and are not yet registered with RePEc, we encourage you to do it here. This allows to link your profile to this item. It also allows you to accept potential citations to this item that we are uncertain about.

    If references are entirely missing, you can add them using this form.

    If the full references list an item that is present in RePEc, but the system did not link to it, you can help with this form.

    If you know of missing items citing this one, you can help us creating those links by adding the relevant references in the same way as above, for each refering item. If you are a registered author of this item, you may also want to check the "citations" tab in your profile, as there may be some citations waiting for confirmation.

    Please note that corrections may take a couple of weeks to filter through the various RePEc services.