University of Warwick. Centre for Research in Statistical Methodology
Abstract
In this paper, we consider the problem of modelling a pair of related distributions
using Bayesian nonparametric methods. A representation of the distributions as
weighted sums of distributions is derived through normalisation. This allows us to
define several classes of nonparametric priors. The properties of these distributions
are explored and efficient Markov chain Monte Carlo methods are developed. The
methodology is illustrated on simulated data and an example concerning hospital efficiency
measurement