Exact Tail Asymptotics of Dirichlet Distributions
Probability
2010-04-20 v2 Statistics Theory
Statistics Theory
Abstract
Let X be a generalised symmetrised Dirichlet random vector in R^k, and let u_n be thresholds such that P{X> u_n} tends to 0 as n goes infinity. In this paper we derive an exact asymptotic expansion of P{X> u_n} assuming that the associated random radius of X has distribution function in the Gumbel max-domain of attraction
Keywords
Cite
@article{arxiv.0904.0144,
title = {Exact Tail Asymptotics of Dirichlet Distributions},
author = {Enkelejd Hashorva},
journal= {arXiv preprint arXiv:0904.0144},
year = {2010}
}
Comments
11 pages