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Q-Markov random probability measures and their posterior distributions

Author

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  • Balan, R. M.

Abstract

In this paper, we use the Markov property introduced in Balan and Ivanoff (J. Theoret. Probab. 15 (2002) 515) for set-indexed processes and we prove that a Markov prior distribution leads to a Markov posterior distribution. In particular, by proving that a neutral to the right prior distribution leads to a neutral to the right posterior distribution, we extend a fundamental result of Doksum (Ann. Probab. 2 (1974) 183) to arbitrary sample spaces.

Suggested Citation

  • Balan, R. M., 2004. "Q-Markov random probability measures and their posterior distributions," Stochastic Processes and their Applications, Elsevier, vol. 109(2), pages 295-316, February.
    • Handle: RePEc:eee:spapps:v:109:y:2004:i:2:p:295-316
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    Cited by:

    1. Paul Balança, 2015. "An Increment-Type Set-Indexed Markov Property," Journal of Theoretical Probability, Springer, vol. 28(4), pages 1271-1310, December.
    2. Balan, R.M., 2007. "Markov jump random c.d.f.'s and their posterior distributions," Stochastic Processes and their Applications, Elsevier, vol. 117(3), pages 359-374, March.

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