IDEAS home Printed from https://ideas.repec.org/a/eee/stapro/v82y2012i6p1059-1066.html
   My bibliography  Save this article

An EPPF from independent sequences of geometric random variables

Author

Listed:
  • Mena, Ramsés H.
  • Walker, Stephen G.

Abstract

This paper considers generating exchangeable partition probability functions from an independent and identically distributed sample from a geometric distribution. We show that the model is rich and while different from exchangeable random variables based on nonparametric models, such as the Dirichlet process, both are driven by a single parameter, and hence to some extent comparable.

Suggested Citation

  • Mena, Ramsés H. & Walker, Stephen G., 2012. "An EPPF from independent sequences of geometric random variables," Statistics & Probability Letters, Elsevier, vol. 82(6), pages 1059-1066.
    • Handle: RePEc:eee:stapro:v:82:y:2012:i:6:p:1059-1066
    DOI: 10.1016/j.spl.2012.03.005
    as

    Download full text from publisher

    File URL: http://www.sciencedirect.com/science/article/pii/S0167715212000776
    Download Restriction: Full text for ScienceDirect subscribers only
    File URL: https://libkey.io/10.1016/j.spl.2012.03.005?utm_source=ideas
    LibKey link: if access is restricted and if your library uses this service, LibKey will redirect you to where you can use your library subscription to access this item
    ---><---

    As the access to this document is restricted, you may want to search for a different version of it.

    References listed on IDEAS

    as
    1. Antonio Lijoi & Ramsés H. Mena & Igor Prünster, 2007. "Bayesian Nonparametric Estimation of the Probability of Discovering New Species," Biometrika, Biometrika Trust, vol. 94(4), pages 769-786.
    2. Antonio Lijoi & Igor Pruenster & Stephen G. Walker, 2008. "Bayesian nonparametric estimators derived from conditional Gibbs structures," ICER Working Papers - Applied Mathematics Series 06-2008, ICER - International Centre for Economic Research.
    3. Aoki,Masanao, 2004. "Modeling Aggregate Behavior and Fluctuations in Economics," Cambridge Books, Cambridge University Press, number 9780521606196, November.
    4. Teh, Yee Whye & Jordan, Michael I. & Beal, Matthew J. & Blei, David M., 2006. "Hierarchical Dirichlet Processes," Journal of the American Statistical Association, American Statistical Association, vol. 101, pages 1566-1581, December.
    Full references (including those not matched with items on IDEAS)

    Citations

    Citations are extracted by the CitEc Project, subscribe to its RSS feed for this item.
    as


    Cited by:

    1. Hatjispyros, Spyridon J. & Merkatas, Christos & Walker, Stephen G., 2023. "Mixture models with decreasing weights," Computational Statistics & Data Analysis, Elsevier, vol. 179(C).

    Most related items

    These are the items that most often cite the same works as this one and are cited by the same works as this one.
    1. Stefano Favaro & Antonio Lijoi & Igor Prünster, 2012. "A new estimator of the discovery probability," DEM Working Papers Series 007, University of Pavia, Department of Economics and Management.
    2. Antonio Lijoi & Igor Prunster, 2009. "Models beyond the Dirichlet process," Quaderni di Dipartimento 103, University of Pavia, Department of Economics and Quantitative Methods.
    3. Pierpaolo De Blasi & Stefano Favaro & Antonio Lijoi & Ramsés H. Mena & Igor Prünster & Mattteo Ruggiero, 2013. "Are Gibbs-type priors the most natural generalization of the Dirichlet process?," DEM Working Papers Series 054, University of Pavia, Department of Economics and Management.
    4. Stefano Favaro & Antonio Lijoi & Igor Prunster, 2011. "Asymptotics for a Bayesian nonparametric estimator of species richness," Quaderni di Dipartimento 144, University of Pavia, Department of Economics and Quantitative Methods.
    5. Antonio Lijoi & Igor Pruenster & Stephen G. Walker, 2008. "Bayesian nonparametric estimators derived from conditional Gibbs structures," ICER Working Papers - Applied Mathematics Series 06-2008, ICER - International Centre for Economic Research.
    6. Michelle Dietzen & Haoran Zhai & Olivia Lucas & Oriol Pich & Christopher Barrington & Wei-Ting Lu & Sophia Ward & Yanping Guo & Robert E. Hynds & Simone Zaccaria & Charles Swanton & Nicholas McGranaha, 2024. "Replication timing alterations are associated with mutation acquisition during breast and lung cancer evolution," Nature Communications, Nature, vol. 15(1), pages 1-23, December.
    7. Redivo, Edoardo & Nguyen, Hien D. & Gupta, Mayetri, 2020. "Bayesian clustering of skewed and multimodal data using geometric skewed normal distributions," Computational Statistics & Data Analysis, Elsevier, vol. 152(C).
    8. J. E. Griffin & M. Kolossiatis & M. F. J. Steel, 2013. "Comparing distributions by using dependent normalized random-measure mixtures," Journal of the Royal Statistical Society Series B, Royal Statistical Society, vol. 75(3), pages 499-529, June.
    9. Gengjie Jia & Xue Zhong & Hae Kyung Im & Nathan Schoettler & Milton Pividori & D. Kyle Hogarth & Anne I. Sperling & Steven R. White & Edward T. Naureckas & Christopher S. Lyttle & Chikashi Terao & Yoi, 2022. "Discerning asthma endotypes through comorbidity mapping," Nature Communications, Nature, vol. 13(1), pages 1-19, December.
    10. Huailan Liu & Zhiwang Chen & Jie Tang & Yuan Zhou & Sheng Liu, 2020. "Mapping the technology evolution path: a novel model for dynamic topic detection and tracking," Scientometrics, Springer;Akadémiai Kiadó, vol. 125(3), pages 2043-2090, December.
    11. Jin, Xin & Maheu, John M., 2016. "Bayesian semiparametric modeling of realized covariance matrices," Journal of Econometrics, Elsevier, vol. 192(1), pages 19-39.
    12. Stefano Favaro & Antonio Lijoi & Igor Prünster, 2012. "On the stick–breaking representation of normalized inverse Gaussian priors," DEM Working Papers Series 008, University of Pavia, Department of Economics and Management.
    13. Yong Song & Tomasz Wo'zniak, 2020. "Markov Switching," Papers 2002.03598, arXiv.org.
    14. Koltcov, Sergei, 2018. "Application of Rényi and Tsallis entropies to topic modeling optimization," Physica A: Statistical Mechanics and its Applications, Elsevier, vol. 512(C), pages 1192-1204.
    15. Sonia Petrone & Michele Guindani & Alan E. Gelfand, 2009. "Hybrid Dirichlet mixture models for functional data," Journal of the Royal Statistical Society Series B, Royal Statistical Society, vol. 71(4), pages 755-782, September.
    16. Chiarella, Carl & Di Guilmi, Corrado, 2011. "The financial instability hypothesis: A stochastic microfoundation framework," Journal of Economic Dynamics and Control, Elsevier, vol. 35(8), pages 1151-1171, August.
    17. Scalas, Enrico & Gallegati, Mauro & Guerci, Eric & Mas, David & Tedeschi, Alessandra, 2006. "Growth and allocation of resources in economics: The agent-based approach," Physica A: Statistical Mechanics and its Applications, Elsevier, vol. 370(1), pages 86-90.
    18. Parvin Ahmadi & Iman Gholampour & Mahmoud Tabandeh, 2018. "Cluster-based sparse topical coding for topic mining and document clustering," Advances in Data Analysis and Classification, Springer;German Classification Society - Gesellschaft für Klassifikation (GfKl);Japanese Classification Society (JCS);Classification and Data Analysis Group of the Italian Statistical Society (CLADAG);International Federation of Classification Societies (IFCS), vol. 12(3), pages 537-558, September.
    19. Antonio Lijoi & Igor Pruenster, 2009. "Models beyond the Dirichlet process," ICER Working Papers - Applied Mathematics Series 23-2009, ICER - International Centre for Economic Research.
    20. Jia Liu & John M. Maheu, 2018. "Improving Markov switching models using realized variance," Journal of Applied Econometrics, John Wiley & Sons, Ltd., vol. 33(3), pages 297-318, April.

    Corrections

    All material on this site has been provided by the respective publishers and authors. You can help correct errors and omissions. When requesting a correction, please mention this item's handle: RePEc:eee:stapro:v:82:y:2012:i:6:p:1059-1066. See general information about how to correct material in RePEc.

    If you have authored this item and are not yet registered with RePEc, we encourage you to do it here. This allows to link your profile to this item. It also allows you to accept potential citations to this item that we are uncertain about.

    If CitEc recognized a bibliographic reference but did not link an item in RePEc to it, you can help with this form .

    If you know of missing items citing this one, you can help us creating those links by adding the relevant references in the same way as above, for each refering item. If you are a registered author of this item, you may also want to check the "citations" tab in your RePEc Author Service profile, as there may be some citations waiting for confirmation.

    For technical questions regarding this item, or to correct its authors, title, abstract, bibliographic or download information, contact: Catherine Liu (email available below). General contact details of provider: http://www.elsevier.com/wps/find/journaldescription.cws_home/622892/description#description .

    Please note that corrections may take a couple of weeks to filter through the various RePEc services.

    IDEAS is a RePEc service. RePEc uses bibliographic data supplied by the respective publishers.