The Annals of Statistics

The Tails of Probabilities Chosen From A Dirichlet Prior

Hani Doss and Thomas Sellke

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Abstract

Let $\alpha$ be a finite nonnull measure on $\mathbb{R}$, and let the random distribution function $F$ be distributed according to $\mathbb{D}_\alpha$, where $\mathbb{D}_\alpha$ is the Dirichlet process prior with parameter $\alpha$; see Ferguson (1973). This note points out that, almost surely, the tails of $F$ are much smaller than the tails of $\alpha$.

Article information

Source
Ann. Statist., Volume 10, Number 4 (1982), 1302-1305.

Dates
First available in Project Euclid: 12 April 2007

Permanent link to this document
https://projecteuclid.org/euclid.aos/1176345996

Digital Object Identifier
doi:10.1214/aos/1176345996

Mathematical Reviews number (MathSciNet)
MR673666

Zentralblatt MATH identifier
0515.62008

JSTOR
links.jstor.org

Subjects
Primary: 60G17: Sample path properties
Secondary: 62C10: Bayesian problems; characterization of Bayes procedures

Keywords
Dirichlet process gamma process

Citation

Doss, Hani; Sellke, Thomas. The Tails of Probabilities Chosen From A Dirichlet Prior. Ann. Statist. 10 (1982), no. 4, 1302--1305. doi:10.1214/aos/1176345996. https://projecteuclid.org/euclid.aos/1176345996


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