  The compound Poisson process and the Dirichlet process are the pillar
structures of Renewal theory and Bayesian nonparametric theory, respectively.
Both processes have many useful extensions to fulfill the practitioners needs
to model the particularities of data structures. Accordingly, in this
contribution, we joined their primal ideas to construct the compound Dirichlet
process and the compound Dirichlet process mixture. As a consequence, these new
processes had a fruitful structure to model the time occurrence among events,
with also a flexible structure on the arrival variables. These models have a
direct Bayesian interpretation of their posterior estimators and are easy to
implement. We obtain expressions of the posterior distribution, nonconditional
distribution and expected values. In particular to find these formulas we
analyze sums of random variables with Dirichlet process priors. We assessed our
approach by applying our model on a real data example of a contagious zoonotic
disease.
