English

Ordered and size-biased frequencies in GEM and Gibbs models for species sampling

Probability 2017-08-29 v2

Abstract

We describe the distribution of frequencies ordered by sample values in a random sample of size nn from the two parameter GEM(α,θ)(\alpha,\theta) random discrete distribution on the positive integers. These frequencies are a ((sizeα)-\alpha)-biased random permutation of the sample frequencies in either ranked order, or in the order of appearance of values in the sampling process. This generalizes a well known identity in distribution due to Donnelly and Tavar\'e (1986) for α=0\alpha = 0 to the case 0α<10 \le \alpha < 1. This description extends to sampling from Gibbs(α)(\alpha) frequencies obtained by suitable conditioning of the GEM(α,θ)(\alpha,\theta) model, and yields a value-ordered version of the Chinese Restaurant construction of GEM(α,θ)(\alpha,\theta) and Gibbs(α)(\alpha) frequencies in the more usual size-biased order of their appearance. The proofs are based on a general construction of a finite sample (X1,,Xn)(X_1,\dots,X_n) from any random frequencies in size-biased order from the associated exchangeable random partition Π\Pi_\infty of N\mathbb{N} which they generate.

Keywords

Cite

@article{arxiv.1704.04732,
  title  = {Ordered and size-biased frequencies in GEM and Gibbs models for species sampling},
  author = {Jim Pitman and Yuri Yakubovich},
  journal= {arXiv preprint arXiv:1704.04732},
  year   = {2017}
}

Comments

23 pages, some corrections to the first version