pith. sign in

arxiv: 1811.06123 · v2 · pith:2KPTGBTBnew · submitted 2018-11-15 · 🧮 math.PR · math.ST· stat.TH

Some Moderate Deviations for Ewens-Pitman Sampling Model

classification 🧮 math.PR math.STstat.TH
keywords asymptoticbeendeviationdiscussedewens-pitmanmodelmoderateprinciple
0
0 comments X
read the original abstract

Ewens-Pitman model has been successfully applied to various fields including Bayesian statistics. There are four important estimators $K_{n},M_{l,n}$,$K_{m}^{(n)},M_{l,m}^{(n)}$. In particular, $M_{1,n}, M_{1,m}^{(n)}$ are related to discovery probability. Their asymptotic behavior, such as large deviation principle, has already been discussed in [4],[1] and [2]. Moderate deviation principle is also discussed in [3] with some speed restriction. In this article, we will apply complex asymptotic analysis to show that this speed restriction is unnecessary.

This paper has not been read by Pith yet.

discussion (0)

Sign in with ORCID, Apple, or X to comment. Anyone can read and Pith papers without signing in.