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Some Moderate Deviations for Ewens-Pitman Sampling Model

  • arXiv (Cornell University)
  • Cornell University
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Ewens-Pitman model has been successfully applied to various fields including Bayesian statistics. There are four important estimators $K_{n},M_{l,n}$,$K_{m}^{(n)},M_{l,m}^{(n)}$. In particular, $M_{1,n}, M_{1,m}^{(n)}$ 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.

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DOI
10.48550/arxiv.1811.06123
OpenAlex
W2901468529
Document type
preprint
Language
EN
Source
arXiv (Cornell University)
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