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Some Moderate Deviations for Ewens-Pitman Sampling Model

Abstract

Ewens-Pitman model has been successfully applied to various fields including Bayesian statistics. There are four important estimators Kn,Ml,nK_{n},M_{l,n},Km(n),Ml,m(n)K_{m}^{(n)},M_{l,m}^{(n)}. In particular, M1,n,M1,m(n)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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