English

Some Moderate Deviations for Ewens-Pitman Sampling Model

Probability 2018-11-20 v2 Statistics Theory Statistics Theory

Abstract

Ewens-Pitman model has been successfully applied to various fields including Bayesian statistics. There are four important estimators Kn,Ml,nK_{n},M_{l,n},Km(n),Ml,m(n)K_{m}^{(n)},M_{l,m}^{(n)}. In particular, M1,n,M1,m(n)M_{1,n}, M_{1,m}^{(n)} are related to discovery probability. Their asymptotic behavior, such as large deviation principle, has already been discussed in [4],[1] and [2]. Moderate deviation principle is also discussed in [3] with some speed restriction. In this article, we will apply complex asymptotic analysis to show that this speed restriction is unnecessary.

Keywords

Cite

@article{arxiv.1811.06123,
  title  = {Some Moderate Deviations for Ewens-Pitman Sampling Model},
  author = {Youzhou Zhou},
  journal= {arXiv preprint arXiv:1811.06123},
  year   = {2018}
}

Comments

21 pages, three figures

R2 v1 2026-06-23T05:16:13.938Z