Some properties of the dirichlet-multinomial distribution and its use in prior elicitation |
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| Authors: | Kathryn Chaloner George T Duncan |
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| Institution: | 1. Department of Applied Statistics , University of Minnesota , St. Paul, MN, 55108;2. School of Urban and Public Affairs , Carnegie Mellon University , Pittsburgh, PA, 15213 |
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| Abstract: | Two results on the unimodality of the Dirichlet-multinomial distribution are proved, and a further result is alos proved on the identifiability of mixtures of multinomial distributions. These properties are used in developing a method for eliciting a Dirchlet prior distribution. The elicitation method is based on the mode, and region around the mode, of the Dirichlet-multinomial predictive distribution. |
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| Keywords: | Dirichlet prior predictive distribution unimodality |
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