Q-Markov random probability measures and their posterior distributions
Probability
2009-11-10 v1
Abstract
In this paper, we use the Markov property introduced in Balan and Ivanoff (J. Theor. Probab. 15, 2002, 553-588) for set-indexed processes and we prove that a Markov prior distribution leads to a Markov posterior distribution. In particular, by proving that a neutral to the right prior distribution leads to a neutral to the right posterior distribution, we extend a fundamental result of Doksum (Ann. Probab. 2,1974, 183-201) to arbitrary sample spaces.
Cite
@article{arxiv.math/0412349,
title = {Q-Markov random probability measures and their posterior distributions},
author = {Raluca Balan},
journal= {arXiv preprint arXiv:math/0412349},
year = {2009}
}
Comments
22 pages