Ordered and size-biased frequencies in GEM and Gibbs models for species sampling
Abstract
We describe the distribution of frequencies ordered by sample values in a random sample of size from the two parameter GEM random discrete distribution on the positive integers. These frequencies are a size-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 to the case . This description extends to sampling from Gibbs frequencies obtained by suitable conditioning of the GEM model, and yields a value-ordered version of the Chinese Restaurant construction of GEM and Gibbs frequencies in the more usual size-biased order of their appearance. The proofs are based on a general construction of a finite sample from any random frequencies in size-biased order from the associated exchangeable random partition of 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