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On Bayesian nonparametric modelling of two correlated distributions

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Kolossiatis, Michalis, Griffin, Jim E. and Steel, Mark F. J. (2010) On Bayesian nonparametric modelling of two correlated distributions. Working Paper. Coventry: University of Warwick. Centre for Research in Statistical Methodology. Working papers, Vol.2010 (No.22).

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Abstract

In this paper, we consider the problem of modelling a pair of related distributions
using Bayesian nonparametric methods. A representation of the distributions as
weighted sums of distributions is derived through normalisation. This allows us to
define several classes of nonparametric priors. The properties of these distributions
are explored and efficient Markov chain Monte Carlo methods are developed. The
methodology is illustrated on simulated data and an example concerning hospital efficiency
measurement.

Item Type: Working or Discussion Paper (Working Paper)
Subjects: Q Science > QA Mathematics
Divisions: Faculty of Science, Engineering and Medicine > Science > Statistics
Library of Congress Subject Headings (LCSH): Distribution (Probability theory), Bayesian statistical decision theory, Hospitals -- Mathematical models, Nonparametric statistics
Series Name: Working papers
Publisher: University of Warwick. Centre for Research in Statistical Methodology
Place of Publication: Coventry
Official Date: 2010
Dates:
DateEvent
2010Published
Volume: Vol.2010
Number: No.22
Number of Pages: 27
Institution: University of Warwick
Status: Not Peer Reviewed
Access rights to Published version: Open Access

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