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.

MoreLess

Year of publication:	2001
Authors:	Yamato, Hajime ; Sibuya, Masaaki ; Nomachi, Toshifumi
Published in:	Statistics & Probability Letters. - Elsevier, ISSN 0167-7152. - Vol. 55.2001, 1, p. 19-27
Publisher:	Elsevier
Keywords:	C-number Donnelly-Tavare-Griffiths formula GEM distribution Generalized Stirling numbers Pitman sampling formula Residual allocation model

More details

Type of publication:	Article
Source:	RePEc - Research Papers in Economics

Persistent link: https://www.econbiz.de/10005223101