Nested distributions?

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I know that Dirichlet distributions allow us to consider a distribution of distributions, but has any work been done on distributions of distributions of distributions? I presume you could just do this by having a Dirichlet distribution over Dirichlet distributions, but would this be an interesting/useful construct in any way?



Finally, is it possible in any formal sense to iterate this process ad infinitium, i.e. have a distribution over distributions over distrubutions over...?




probability




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    down vote

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    I know that Dirichlet distributions allow us to consider a distribution of distributions, but has any work been done on distributions of distributions of distributions? I presume you could just do this by having a Dirichlet distribution over Dirichlet distributions, but would this be an interesting/useful construct in any way?



    Finally, is it possible in any formal sense to iterate this process ad infinitium, i.e. have a distribution over distributions over distrubutions over...?




    probability




    share|cite|improve this question





















      up vote
      0
      down vote

      favorite









      up vote
      0
      down vote

      favorite











      I know that Dirichlet distributions allow us to consider a distribution of distributions, but has any work been done on distributions of distributions of distributions? I presume you could just do this by having a Dirichlet distribution over Dirichlet distributions, but would this be an interesting/useful construct in any way?



      Finally, is it possible in any formal sense to iterate this process ad infinitium, i.e. have a distribution over distributions over distrubutions over...?




      probability




      share|cite|improve this question











      I know that Dirichlet distributions allow us to consider a distribution of distributions, but has any work been done on distributions of distributions of distributions? I presume you could just do this by having a Dirichlet distribution over Dirichlet distributions, but would this be an interesting/useful construct in any way?



      Finally, is it possible in any formal sense to iterate this process ad infinitium, i.e. have a distribution over distributions over distrubutions over...?





      probability





      share|cite|improve this question










      share|cite|improve this question




      share|cite|improve this question









      asked Jul 29 at 21:44









      Chandler Watson

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