Moderate deviations for Ewens-Pitman exchangeable random partitions
Probability
2016-10-12 v1
Abstract
Consider a population of individuals belonging to an infinity number of types, and assume that type proportions follow the two-parameter Poisson-Dirichlet distribution. A sample of size n is selected from the population. The total number of different types and the number of types appearing in the sample with a fixed frequency are important statistics. In this paper we establish the moderate deviation principles for these quantities. The corresponding rate functions are explicitly identified, which help revealing a critical scale and understanding the exact role of the parameters. Conditional, or posterior, counterparts of moderate deviation principles are also established.
Cite
@article{arxiv.1610.03328,
title = {Moderate deviations for Ewens-Pitman exchangeable random partitions},
author = {Stefano Favaro and Shui Feng and Fuqing Gao},
journal= {arXiv preprint arXiv:1610.03328},
year = {2016}
}
Comments
14 pages