Ordered sample from two-parameter GEM distribution
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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Volume (Year): 55 (2001)
Issue (Month): 1 (November)
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References listed on IDEAS
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- 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.
- 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.
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