Complete monotonicity of multinomial probabilities and its application to Bernstein estimators on the simplex
Probability
2022-05-25 v2
Abstract
Let and let , be such that and . We prove that \begin{equation*} a \mapsto \frac{\Gamma(aM + 1)}{\prod_{i=1}^{d+1} \Gamma(a \gamma_i + 1)} \prod_{i=1}^{d+1} x_i^{a\gamma_i} \end{equation*} is completely monotonic on . This result generalizes the one found by Alzer (2018) for binomial probabilities (). As a consequence of the log-convexity, we obtain some combinatorial inequalities for multinomial coefficients. We also show how the main result can be used to derive asymptotic formulas for quantities of interest in the context of statistical density estimation based on Bernstein polynomials on the -dimensional simplex.
Keywords
Cite
@article{arxiv.1804.02108,
title = {Complete monotonicity of multinomial probabilities and its application to Bernstein estimators on the simplex},
author = {Frédéric Ouimet},
journal= {arXiv preprint arXiv:1804.02108},
year = {2022}
}
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7 pages, 0 figure