Question: 18. For the Dirichlet process prior described in Section 2.6, use the properties of the Dirichlet distribution to show that for any measurable set B,
18. For the Dirichlet process prior described in Section 2.6, use the properties of the Dirichlet distribution to show that for any measurable set B,
(a) E[G(B)] = G0(B)
(b) V ar[G(B)] = G0(B)(1 − G0(B))/(ν + 1)
What might be an appropriate choice of vague prior distribution on ν?
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