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?

Step by Step Solution

There are 3 Steps involved in it

1 Expert Approved Answer
Step: 1 Unlock blur-text-image
Question Has Been Solved by an Expert!

Get step-by-step solutions from verified subject matter experts

Step: 2 Unlock
Step: 3 Unlock

Students Have Also Explored These Related Categorical Data Analysis Questions!