A constructive definition of Dirichlet priors

J Sethuraman - Statistica sinica, 1994 - JSTOR
J Sethuraman
Statistica sinica, 1994JSTOR
In this paper we give a simple and new constructive definition of Dirichlet measures
removing the restriction that the basic space should be Rk. We also give complete, self
contained proofs of the three basic results for Dirichlet measures: 1. The Dirichlet measure is
a probability measure on the space of all probability measures. 2. It gives probability one to
the subset of discrete probability measures. 3. The posterior distribution is also a Dirichlet
measure.
In this paper we give a simple and new constructive definition of Dirichlet measures removing the restriction that the basic space should be Rk. We also give complete, self contained proofs of the three basic results for Dirichlet measures: 1. The Dirichlet measure is a probability measure on the space of all probability measures. 2. It gives probability one to the subset of discrete probability measures. 3. The posterior distribution is also a Dirichlet measure.
JSTOR
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