Extremes and gaps in sampling from a GEM random discrete distribution
Abstract
We show that in a sample of size from a GEM random discrete distribution, the gaps between order statistics of the sample, with the convention , are distributed like the first terms of an infinite sequence of independent geometric variables . This extends a known result for the minimum to other gaps in the range of the sample, and implies that the maximum has the distribution of , hence the known result that grows like as , with an asymptotically normal distribution. Other consequences include most known formulas for the exact distributions of GEM sampling statistics, including the Ewens and Donnelly--Tavar\'e sampling formulas. For the two-parameter GEM distribution we show that the maximal value grows like a random multiple of and find the limit distribution of the multiplier.
Cite
@article{arxiv.1701.06294,
title = {Extremes and gaps in sampling from a GEM random discrete distribution},
author = {Jim Pitman and Yuri Yakubovich},
journal= {arXiv preprint arXiv:1701.06294},
year = {2017}
}
Comments
This is an extended version of arXiv:1609.01601