Consistency of Dykstra-Laud Priors

We consider priors on increasing hazard rates induced by processes with independent increments and increasing sample paths. These generalize a construction of the Dykstra-Laud prior. We establish the$L^{1}\text{-support}$and then describe a class of distributions for which weak and$L^{1}$consistency...

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Bibliographic Details
Published in:Sankhyā (2003) 2003-05, Vol.65 (2), p.464-481
Main Authors: Drăghici, L., Ramamoorthi, R. V.
Format: Article
Language:English
Subjects:
Asymptotics
Density
Integers
Random variables
Stochastic processes
Topology
Online Access:Get full text
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Summary:We consider priors on increasing hazard rates induced by processes with independent increments and increasing sample paths. These generalize a construction of the Dykstra-Laud prior. We establish the$L^{1}\text{-support}$and then describe a class of distributions for which weak and$L^{1}$consistency of the posterior hold.
ISSN:0972-7671