Estimating Normal Means with a Dirichlet Process Prior
DOI: 10.1080/01621459.1994.10476468
关键词: Bayes' theorem 、 Estimator 、 Importance sampling 、 Prior probability 、 Mathematics 、 Monte Carlo method 、 Dirichlet process 、 Mathematical optimization 、 Nonparametric statistics 、 Applied mathematics 、 Gibbs sampling
摘要: … Instead of using a frequentist estimate of G, this article presents a nonparametric Bayesian analysis using a Dirichlet process as a prior distribution on the family of distributions for G. …
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