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Conjugacy as a Distinctive Feature of the Dirichlet Process
Author(s) -
JAMES LANCELOT F.,
LIJOI ANTONIO,
PRÜNSTER IGOR
Publication year - 2006
Publication title -
scandinavian journal of statistics
Language(s) - English
Resource type - Journals
SCImago Journal Rank - 1.359
H-Index - 65
eISSN - 1467-9469
pISSN - 0303-6898
DOI - 10.1111/j.1467-9469.2005.00486.x
Subject(s) - mathematics , dirichlet process , dirichlet distribution , generalized dirichlet distribution , a priori and a posteriori , concentration parameter , class (philosophy) , dirichlet's principle , statistics , mathematical analysis , artificial intelligence , bayesian probability , computer science , philosophy , boundary value problem , epistemology
. Recently the class of normalized random measures with independent increments, which contains the Dirichlet process as a particular case, has been introduced. Here a new technique for deriving moments of these random probability measures is proposed. It is shown that, a priori , most of the appealing properties featured by the Dirichlet process are preserved. When passing to posterior computations, we obtain a characterization of the Dirichlet process as the only conjugate member of the whole class of normalized random measures with independent increments.