Some Moderate Deviations for Ewens-Pitman Sampling Model

11/15/2018
by   Youzhou Zhou, et al.
0

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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