42
When aj = O, the corresponding Yj is a point mass at 0, i.e. Yj = 0 almost surely.
When Oj > 0 for all j, the pdf in 3⅞fc~1 of (У1,..., Yfc-ι) is
(∖ α⅛-l
l-∑t^⅛) ɪs(w.....№-i).
(3.3)
where S is the set,
. fc-l
S = {(v∕ι,..., yfc~ι) ∈ Sfffc~1 ∣ yj≥0, ∑yj<l}.
j=ι
When к = 2, (3.3) reduces to the Beta distribution, denoted by Beta(ou, o⅛).
3.2.2 Dirichlet Process and Dirichlet Process Mixture Model
Consider the complete separable metric space (Ferguson, 1974), X with its Borel
σ-algebra A. Let
ʃ = {F : F is a probability measure on X}.
Let A denote some suitable σ-algebra of subsets of F, for example the Borel sets
generated by the topology of weak convergence. We say that P is a random probability
measure (RPM) if P is a probability measure in (F, Λ). If F denotes a random
probability chosen according to P, then F(B) for B measurable set in X is a random
variable. Let ʃɪ,... ,xn be a random sample from F. Consider a Bayesiari model,
with a prior distribution on F ~ P. Inference about F is based on the posterior
distribution F ∖ x1,... ,xn, using the information available in the sample.
With this framework in mind Ferguson (1973) stated two “desirable” characteristic
that the RPM, P, the prior for F, should satisfy: (i) Its support should be large and
(ii) the posterior distribution should be mathematically convenient. In the same
paper, he introduces and proves the existence of the Dirichlet Process (DP) RPM. A
measure F is generated by a DP if for any partition of the sample space, {Bι,..., B⅛},
More intriguing information
1. The Importance of Global Shocks for National Policymakers: Rising Challenges for Central Banks2. The name is absent
3. Subduing High Inflation in Romania. How to Better Monetary and Exchange Rate Mechanisms?
4. Modeling industrial location decisions in U.S. counties
5. Giant intra-abdominal hydatid cysts with multivisceral locations
6. Banking Supervision in Integrated Financial Markets: Implications for the EU
7. Response speeds of direct and securitized real estate to shocks in the fundamentals
8. The name is absent
9. Poverty transition through targeted programme: the case of Bangladesh Poultry Model
10. The Social Context as a Determinant of Teacher Motivational Strategies in Physical Education