P"' PT(T, and given P if XX.•• Xare iid P, then the poster-
then the of all distributions absolutely of the location model and strong consistency we eta . shows and further a oo · 1999
The above two properties together easily yield an expression for the Bayes estimate. Being tail free, weak consistency is immediate for Polya trees. Unlike the Dirichlet, by choosing the parameters carefully, a Polya tree can be made to sit on densities. Results like the following appear in Mauldin et al. (1992) and Schervish ( 1995).