Some Aspects Of Neutral To Right Priors

Neutral to right priors are generalizations of Dirichlet process priors that fit in well with right‐censored data. These priors are naturally induced by increasing processes with independent increments which, in turn, may be viewed as priors for the cumulative hazard function. This connection together with the Lévy representation of independent increment processes provides a convenient means of studying properties of neutral to right priors.

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