On the Posterior Distribution of a Dirichlet Process Given Randomly Right Censored Observations.

摘要

The purpose of this note is to show that the conditional distribution of a Dirichlet process given n idendependent randomly right censored observations from it is a mixture of Direichlet processes as introduced by Antoniak. This result gives yet another application of mixtures of Dirichlet processes to Bayesian decision problems concerning a random survival distribution.