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Analysis Of Sequential Barycenter Random Probability Measures via Discrete Constructions

Hill and Monticino (1998) introduced a constructive method for generating random probability measures with a prescribed mean or distribution on the mean. The method involves sequentially generating an array of barycenters that uniquely defines a probability measure. This work analyzes statistical properties of the measures generated by sequential barycenter array constructions. Specifically, this work addresses how changing the base measures of the construction affects the statististics of measures generated by the SBA construction. A relationship between statistics associated with a finite level version of the SBA construction and the full construction is developed. Monte Carlo statistical experiments are used to simulate the effect changing base measures has on the statistics associated with the finite level construction.

Identiferoai:union.ndltd.org:unt.edu/info:ark/67531/metadc3304
Date12 1900
CreatorsValdes, LeRoy I.
ContributorsMonticino, Michael G., Quintanilla, John, Brand, Neal
PublisherUniversity of North Texas
Source SetsUniversity of North Texas
LanguageEnglish
Detected LanguageEnglish
TypeThesis or Dissertation
FormatText
RightsPublic, Copyright, Valdes, LeRoy I., Copyright is held by the author, unless otherwise noted. All rights reserved.

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