Some Moderate Deviations for Ewens-Pitman Sampling Model

Publication date 14 November 2018

Abstract: 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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