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How to Construct a Random Probability Measure

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  • Michael Monticino

Abstract

This article presents an overview of several constructive methods for generating random probability measures. Applications of random probability measures include Bayesian statistics, average optimal control problems, average error bounds for numerical equation solving methods, and models for random distributions of mass in space.

Suggested Citation

  • Michael Monticino, 2001. "How to Construct a Random Probability Measure," International Statistical Review, International Statistical Institute, vol. 69(1), pages 153-167, April.
    • Handle: RePEc:bla:istatr:v:69:y:2001:i:1:p:153-167
    DOI: 10.1111/j.1751-5823.2001.tb00484.x
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    Cited by:

    1. Pedro Terán & Ilya Molchanov, 2006. "The Law of Large Numbers in a Metric Space with a Convex Combination Operation," Journal of Theoretical Probability, Springer, vol. 19(4), pages 875-898, December.
    2. Cascos, Ignacio & Molchanov, Ilya, 2013. "Choosing a random distribution with prescribed risks," Insurance: Mathematics and Economics, Elsevier, vol. 52(3), pages 599-605.

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