A note on the scale parameter of the dirichlet process Academic Article

abstract

• AbstractThis paper gives an interpretation for the scale parameter of a Dirichlet process when the aim is to estimate a linear functional of an unknown probability distribution. We provide exact first and second posterior moments for such functionals under both informative and noninformative prior specifications. The noninformative case provides a normal approximation to the Bayesian bootstrap.

authors

• Mallick, Bani

published proceedings

• Canadian Journal of Statistics

author list (cited authors)

• Walker, S. G., & Mallick, B. K.

citation count

• 14

complete list of authors

• Walker, Stephen G||Mallick, Bani K

publication date

• December 1997

publisher

• Wiley  Publisher

published in

• Canadian Journal of Statistics  Journal

keywords

• 49 Mathematical Sciences
• 4905 Statistics

Digital Object Identifier (DOI)

• 10.2307/3315342

start page

• 473

end page

• 479

volume

• 25

issue

• 4

URL

• http://dx.doi.org/10.2307/3315342