The Kagan divergence measure for sequential sampling with Dirichlet processes.

Domingo Morales González

Trabajos de Estadística (1986)

  • Volume: 1, Issue: 1, page 88-96
  • ISSN: 0213-8190

Abstract

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In this paper the Kagan divergence measure is extended in order to establish a measure of the information that a random sample gives about a Dirichlet process as a whole. After studying some of its properties, the expression obtained in sampling from the step n to the step n+1 is given, and its Bayesian properties are studied. We finish proving the good behaviour of a stopping rule defined on the basis of the information obtained in sampling when passing from a step to the following.

How to cite

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Morales González, Domingo. "La medida de divergencia de Kagan en el muestreo secuencial con procesos de Dirichlet.." Trabajos de Estadística 1.1 (1986): 88-96. <http://eudml.org/doc/40420>.

@article{MoralesGonzález1986,
author = {Morales González, Domingo},
journal = {Trabajos de Estadística},
keywords = {Inferencia bayesiana; Procesos de Dirichlet; Medidas de información; Regla de parada; Bayesian nonparametric statistics; divergence measure; Dirichlet process; stopping rule},
language = {spa},
number = {1},
pages = {88-96},
title = {La medida de divergencia de Kagan en el muestreo secuencial con procesos de Dirichlet.},
url = {http://eudml.org/doc/40420},
volume = {1},
year = {1986},
}

TY - JOUR
AU - Morales González, Domingo
TI - La medida de divergencia de Kagan en el muestreo secuencial con procesos de Dirichlet.
JO - Trabajos de Estadística
PY - 1986
VL - 1
IS - 1
SP - 88
EP - 96
LA - spa
KW - Inferencia bayesiana; Procesos de Dirichlet; Medidas de información; Regla de parada; Bayesian nonparametric statistics; divergence measure; Dirichlet process; stopping rule
UR - http://eudml.org/doc/40420
ER -

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