Some new results for Dirichlet priors. (English) Zbl 1105.62303

Summary: Let \(p\) be a random probability measure chosen by a Dirichlet process whose parameter a is a finite measure with support contained in \([{}0, +\infty)\) and suppose that \(V = \int x^2p(dx)-[{}\int xp(dx)]^2\) is a (finite) random variable. This paper deals with the distribution of \(V\), which is given in a rather general case. A simple application to Bayesian bootstrap is also illustrated.


62E15 Exact distribution theory in statistics
62F15 Bayesian inference
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