Complete monotonicity of multinomial probabilities and its application to Bernstein estimators on the simplex

DOI10.1016/J.JMAA.2018.06.049MaRDI QIDQ724723zbMATH OpenOpenAlexWikidataFDO

Authors Frédéric Ouimet

Publication date 26 July 2018

Published in Journal of Mathematical Analysis and Applications (Search for Journal in Brave)

Full work available at URL https://arxiv.org/abs/1804.02108

zbMATH Keywords

gamma functionBernstein polynomialssimplexcomplete monotonicitycombinatorial inequalitiesmultinomial probability

Mathematics Subject Classification ID

Density estimation (62G07) Asymptotic properties of nonparametric inference (62G20)

Abstract: Let $dinmathbbN$ and let $gamm{a}_{i}in[0,infty)$, $x_{i}in(0,1)$ be such that $su{m}_{i=1}^{d+1}gamm{a}_i=Min(0,infty)$ and $su{m}_{i=1}^{d+1}{x}_i=1$. We prove that �egin{equation*} a mapsto frac{Gamma(aM + 1)}{prod_{i=1}^{d+1} Gamma(a gamma_i + 1)} prod_{i=1}^{d+1} x_i^{agamma_i} end{equation*} is completely monotonic on $(0,infty)$. This result generalizes the one found by Alzer (2018) for binomial probabilities ($d=1$). As a consequence of the log-convexity, we obtain some combinatorial inequalities for multinomial coefficients. We also show how the main result can be used to derive asymptotic formulas for quantities of interest in the context of statistical density estimation based on Bernstein polynomials on the $d$-dimensional simplex.

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Cited in

(20)

• Logarithmically complete monotonicity of a matrix-parametrized analogue of the multinomial distribution
• An opposite Gaussian product inequality
• A ratio of finitely many gamma functions and its properties with applications
• On complete monotonicity for several classes of functions related to ratios of gamma functions
• Completely monotonic ratios of basic and ordinary gamma functions
• From inequalities involving exponential functions and sums to logarithmically complete monotonicity of ratios of gamma functions
• Monotonicity properties for a ratio of finite many gamma functions
• On complete monotonicity of linear combination of finite psi functions
• Complete monotonicity for a new ratio of finitely many gamma functions
• A logarithmically completely monotonic function and several inequalities for \(q\)-multinominal coefficients and \(q\)-multivariate beta functions
• Asymptotic properties of Bernstein estimators on the simplex
• On a uniformly integrable family of polynomials defined on the unit interval
• A combinatorial proof of the Gaussian product inequality beyond the \(\mathrm{MTP}_2\) case
• Minimax properties of Dirichlet kernel density estimators
• A precise local limit theorem for the multinomial distribution and some applications
• Completely monotonic degree of a function involving trigamma and tetragamma functions
• On asymptotic equivalence of the NPMLE of a monotone density and a Grenander-type estimator in multi-sample biased sampling models
• Miscellaneous results related to the Gaussian product inequality conjecture for the joint distribution of traces of Wishart matrices
• Complete monotonicity for a ratio of finitely many gamma functions
• Some logarithmically completely monotonic functions and inequalities for multinomial coefficients and multivariate beta functions

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