Bayesian Estimation of Uniformly Stochastically Ordered Distributions with Square Loss
Myong-Sik Oh · Communications for Statistical Applications and Methods · 2011
The Bayesian nonparametric estimation of two uniformly stochastically ordered distributions is studied. We propose a restricted Dirichlet Process. Among many types of restriction we consider only uniformly stochastic ordering in this paper since the computation of integrals is relatively easy. An explicit expression of the posterior distribution is given. When square loss function is used the posterior distribution can be obtained by easy integration using some computer program such as Mathematica.