| Beta-Stacy processes and a generalization of the Pólya-urn scheme (1997) | |||||||||||||
Abstract | |||||||||||||
| A random cumulative distribution function (cdf) F on $[0, \infty)$ from a beta-Stacy process is defined. It is shown to be neutral to the right and a generalization of the Dirichlet process. The posterior distribution is also a beta-Stacy process given independent and identically distributed (iid) observations, possibly with right censoring, from F. A generalization of the Pólya-urn scheme is introduced which characterizes the discrete beta-Stacy process. | |||||||||||||
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