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Activity Number: 480
Type: Contributed
Date/Time: Wednesday, August 9, 2006 : 2:00 PM to 3:50 PM
Sponsor: IMS
Abstract - #307575
Title: A Class of Probability Measures on the Simplex
Author(s): Zach Dietz*+
Companies: Tulane University
Address: 5420 Garfield Street, New Orleans, LA, 70115,
Keywords: Dirichlet ; reinforcement
Abstract:

The Dirichlet distribution plays a central role in controlling the behavior of certain Generalized Polya Urn schemes, and RAM (residual allocation model) phenomenon. We will demonstrate how the Dirichlet distribution may be elicited from a Markovian reinforcement scheme, and then generalize the procedure to introduce a class of distributions on the simplex.

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