A note on the scale parameter of the dirichlet process
Stephen Graham Walker, Bani K. Mallick · Canadian Journal of Statistics · 1997
Abstract This paper gives an interpretation for the scale parameter of a Dirichlet process when the aim is to estimate a linear functional of an unknown probability distribution. We provide exact first and second posterior moments for such functionals under both informative and noninformative prior specifications. The noninformative case provides a normal approximation to the Bayesian bootstrap.