Dear Hugh,
There is some literature available about the non-parametric Bayes =
techniques.
A recent book:
Walker SG;Damien P;Laud PW and Smith AFM (1999): Bayesian=20
nonparametric inference for random distributions and related=20
functions. J Royal Statist Soc B, 61, 485-527.
Prof. Arnold Zellner did some work and developed a technique called BMOM. =
With BMOM no assupmtion about a distribution for the data is made. You can =
maybe look for his website and find some information there.
A site that might leed you to more information: http://www.bayesian.org/
Hope this helps
Alta de Waal
Modeling & Simulation for Decision Support
CSIR
South Africa
www.csir.co.za
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