Some Moderate Deviations for Ewens-Pitman Sampling Model

2018 
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.
    • Correction
    • Source
    • Cite
    • Save
    • Machine Reading By IdeaReader
    8
    References
    0
    Citations
    NaN
    KQI
    []