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Ordered sample from two-parameter GEM distribution

Author

Listed:
  • Yamato, Hajime
  • Sibuya, Masaaki
  • Nomachi, Toshifumi

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.

Suggested Citation

  • Yamato, Hajime & Sibuya, Masaaki & Nomachi, Toshifumi, 2001. "Ordered sample from two-parameter GEM distribution," Statistics & Probability Letters, Elsevier, vol. 55(1), pages 19-27, November.
    • Handle: RePEc:eee:stapro:v:55:y:2001:i:1:p:19-27
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    References listed on IDEAS

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    1. Masaaki Sibuya, 1988. "Log-concavity of stirling numbers and unimodality of stirling distributions," Annals of the Institute of Statistical Mathematics, Springer;The Institute of Statistical Mathematics, vol. 40(4), pages 693-714, December.
    2. 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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    Cited by:

    1. Charalambos A. Charalambides, 2007. "Distributions of Random Partitions and Their Applications," Methodology and Computing in Applied Probability, Springer, vol. 9(2), pages 163-193, June.
    2. Nobuaki Hoshino, 2005. "Engen's extended negative binomial model revisited," Annals of the Institute of Statistical Mathematics, Springer;The Institute of Statistical Mathematics, vol. 57(2), pages 369-387, June.
    3. 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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