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Ordered sample from two-parameter GEM distribution

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Author Info

  • Yamato, Hajime
  • Sibuya, Masaaki
  • Nomachi, Toshifumi
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    Abstract

    Pitman's two-parameter GEM distribution is characterized by the product moments. Based on that fact, sampling distributions of some statistics of a random sample from the two-parameter GEM distribution are derived. The main statistics are the frequencies of categories in a sample in the order of appearance, the intervals between new categories, and number of distinct categories.

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    File URL: http://www.sciencedirect.com/science/article/B6V1D-443525G-3/2/cbcdbca36ab5f93fb237023e903831c1
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    Bibliographic Info

    Article provided by Elsevier in its journal Statistics & Probability Letters.

    Volume (Year): 55 (2001)
    Issue (Month): 1 (November)
    Pages: 19-27

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    Handle: RePEc:eee:stapro:v:55:y:2001:i:1:p:19-27

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    Related research

    Keywords: C-number Donnelly-Tavare-Griffiths formula GEM distribution Generalized Stirling numbers Pitman sampling formula Residual allocation model;

    References

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    1. Sibuya, Masaaki & Yamato, Hajime, 1995. "Ordered and unordered random partitions of an integer and the GEM distribution," Statistics & Probability Letters, Elsevier, vol. 25(2), pages 177-183, November.
    2. Masaaki Sibuya, 1988. "Log-concavity of stirling numbers and unimodality of stirling distributions," Annals of the Institute of Statistical Mathematics, Springer, vol. 40(4), pages 693-714, December.
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    Cited by:
    1. Nobuaki Hoshino, 2005. "Engen's extended negative binomial model revisited," Annals of the Institute of Statistical Mathematics, Springer, vol. 57(2), pages 369-387, June.
    2. Barrera, Javiera & Huillet, Thierry, 2004. "On random splitting of the interval," Statistics & Probability Letters, Elsevier, vol. 66(3), pages 237-250, February.

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