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On the Jeffreys prior for the multivariate Ewens distribution

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  • Rodríguez, Abel

Abstract

We derive the Jeffreys prior for the parameter of the Multivariate Ewens Distribution and study some of its properties. In particular, we show that this prior is proper and has no finite moments. We also investigate the impact of this prior on the a priori distribution of the number of species and the a priori probability of discovery of a new species, which are usually employed in subjective prior elicitation. The effect of the Jeffreys prior for posterior inference is illustrated using examples arising in the context of inference for species sampling models and Dirichlet process mixture models.

Suggested Citation

  • Rodríguez, Abel, 2013. "On the Jeffreys prior for the multivariate Ewens distribution," Statistics & Probability Letters, Elsevier, vol. 83(6), pages 1539-1546.
    • Handle: RePEc:eee:stapro:v:83:y:2013:i:6:p:1539-1546
    DOI: 10.1016/j.spl.2013.02.014
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    References listed on IDEAS

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    1. Antonio Lijoi & Ramsés H. Mena & Igor Prünster, 2007. "Bayesian Nonparametric Estimation of the Probability of Discovering New Species," Biometrika, Biometrika Trust, vol. 94(4), pages 769-786.
    2. Chang Xuan Mao, 2004. "Predicting the Conditional Probability of Discovering a New Class," Journal of the American Statistical Association, American Statistical Association, vol. 99, pages 1108-1118, December.
    3. Griffin, J. E. & Steel, M. F. J., 2004. "Semiparametric Bayesian inference for stochastic frontier models," Journal of Econometrics, Elsevier, vol. 123(1), pages 121-152, November.
    4. Cinzia Carota, 2002. "Semiparametric regression for count data," Biometrika, Biometrika Trust, vol. 89(2), pages 265-281, June.
    5. Chang Xuan Mao, 2002. "A Poisson model for the coverage problem with a genomic application," Biometrika, Biometrika Trust, vol. 89(3), pages 669-682, August.
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