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

DOI10.1016/J.JMAA.2018.06.049zbMATH Open1394.62038arXiv1804.02108OpenAlexW2796406035WikidataQ129649005 ScholiaQ129649005MaRDI QIDQ724723FDOQ724723

Authors: Frédéric Ouimet 

Publication date: 26 July 2018

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

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.

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

Recommendations

• Some logarithmically completely monotonic functions and inequalities for multinomial coefficients and multivariate beta functions
• Asymptotic properties of Bernstein estimators on the simplex
• Complete monotonicity of a function related to the binomial probability
• Logarithmically complete monotonicity of a matrix-parametrized analogue of the multinomial distribution
• A precise local limit theorem for the multinomial distribution and some applications

zbMATH Keywords

gamma functionBernstein polynomialssimplexcomplete monotonicitycombinatorial inequalitiesmultinomial probability

Mathematics Subject Classification ID

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

Cites Work

• Title not available (Why is that?)
• Bayesian density estimation using bernstein polynomials
• Title not available (Why is that?)
• Large sample behavior of the Bernstein copula estimator
• On the boundary properties of Bernstein polynomial estimators of density and distribution functions
• Convergence rates for density estimation with Bernstein polynomials.
• Title not available (Why is that?)
• Application of Bernstein polynomials for smooth estimation of a distribution and density function
• On estimating distribution functions using Bernstein polynomials
• Smooth estimation of a distribution and density function on a hypercube using Bernstein polynomials for dependent random vectors
• Chung–Smirnov property for Bernstein estimators of distribution functions
• Two-dimensional Bernstein polynomial density estimators
• On the asymptotic properties of the Bernstein estimator of the multivariate distribution function
• Asymptotics of powers of binomial and multinomial probabilities
• A bias-reduced approach to density estimation using Bernstein polynomials
• A note on the asymptotic behavior of the Bernstein estimator of the copula density
• Title not available (Why is that?)
• Completely monotonic functions
• Completely monotonic and related functions
• Title not available (Why is that?)
• A note on generalized Bernstein polynomial density estimators
• On the uniform consistency of the Bernstein density estimator
• Title not available (Why is that?)
• Estimation of distribution and density functions by generalized Bernstein polynomials
• Smooth conditional distribution estimators using Bernstein polynomials
• Complete monotonicity of a function related to the binomial probability
• Smooth copula-based estimation of the conditional density function with a single covariate
• On improving convergence rate of Bernstein polynomial density estimator
• On a uniformly integrable family of polynomials defined on the unit interval

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
• On complete monotonicity of linear combination of finite psi functions
• Monotonicity properties for a ratio of finite many gamma functions
• A logarithmically completely monotonic function and several inequalities for \(q\)-multinominal coefficients and \(q\)-multivariate beta functions
• Complete monotonicity for a new ratio of finitely many gamma 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

This page was built for publication: Complete monotonicity of multinomial probabilities and its application to Bernstein estimators on the simplex

Report a bug (only for logged in users!)Click here to report a bug for this page (MaRDI item Q724723)