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On the Distribution of Jumps of the Dirichlet Process

Author

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  • ROLIN , Jean-Marie

    (Institut de Statistiques and CORE, Université catholique de Louvain, B-1348 Louvain-la-Neuve, Belgium)

Abstract

In this paper, a new and very easily tractable description of the Dirichlet process with diffuse parameter is presented. This description permits to simulate the posterior distribution of the nonparametric Bayesian Statistical Analysis of an i.i.d. sample.

Suggested Citation

  • ROLIN , Jean-Marie, 1992. "On the Distribution of Jumps of the Dirichlet Process," LIDAM Discussion Papers CORE 1992059, Université catholique de Louvain, Center for Operations Research and Econometrics (CORE).
    • Handle: RePEc:cor:louvco:1992059
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    File URL: https://sites.uclouvain.be/core/publications/coredp/coredp1992.html
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    More about this item

    Keywords

    Dirichlet Process; Nonparametric Bayesian Statistics;

    JEL classification:

    • F15 - International Economics - - Trade - - - Economic Integration
    • G50 - Financial Economics - - Household Finance - - - General

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