Spectral representations for random densities (Q1822183)
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scientific article; zbMATH DE number 4001269
| Language | Label | Description | Also known as |
|---|---|---|---|
| English | Spectral representations for random densities |
scientific article; zbMATH DE number 4001269 |
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Spectral representations for random densities (English)
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1987
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The spectral representation for a random density on a closed interval is developed. Its support includes all densities that are bounded almost surely on the closed interval. The representation is implemented with explicit distributional assumptions on the coefficients that allow, at least in theory, the closed form evaluation of prior and posterior moments and the predictive density under exchangeable sampling.
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weakly stationary, continuous in the mean stochastic process
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spectral representation
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random density
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closed form evaluation
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