Using the gibbs sampler to simulate from the bayes estimate of a decreasing density
Lawrence J. Brunner · Communication in Statistics- Theory and Methods · 1995
The Bayes estimate of a decreasing density on [0,∞) is a complicated expression that is difficult to compute. This paper shows how one may generalize a procedure suggested by Escobar and West (1994) to simulate from this quantity using the Gibbs sampler.