Problemas de asignación secuencial no paramétrica.
DOI:
https://doi.org/10.22199/S07160917.1990.0016.00005Keywords:
Procesos estocásticos, Ferguson, Función continua, DirichletAbstract
Se resuelve el problema de asignación secuencial con k ? 2 procesos estocásticos independientes, siguiendo el contexto bayesiano no paramétrico de Ferguson (1973), y se demuestra que el valor de este problema es una función continua de la cantidad de información a priori que se tiene de cada uno de los procesos.
References
BASU, R. B. and TIWARI, R. C. (1982) "A note on the Dirichlet Processes". Statistics and Probability, North Holland Publishing Company. 89-103.
BERRY, D. A. and FRISTEDT, B. (1985) "Bandit Problems. Sequential allocation of experiments". Chapman and Hall.
FERGUSON, T.S. (1973) "A Bayesian analysis of some nonparametric problems". Ann. Statis., l. 209-230.
SETHURAMAN, J. and TIWARI, R. C. (1982) "Convergence of Dirichlet measures and interpretation of their parameter". Statistical Decision Theory and Related Topics III 2. 305-315 Academic Press.
BERRY, D. A. and FRISTEDT, B. (1985) "Bandit Problems. Sequential allocation of experiments". Chapman and Hall.
FERGUSON, T.S. (1973) "A Bayesian analysis of some nonparametric problems". Ann. Statis., l. 209-230.
SETHURAMAN, J. and TIWARI, R. C. (1982) "Convergence of Dirichlet measures and interpretation of their parameter". Statistical Decision Theory and Related Topics III 2. 305-315 Academic Press.
Published
2018-04-02
How to Cite
[1]
H. Varela V., “Problemas de asignación secuencial no paramétrica.”, Proyecciones (Antofagasta, On line), vol. 8, no. 16, pp. 65-72, Apr. 2018.
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