Under the assumption of a two parameter Poisson-Dirichlet prior, we show that Bayesian nonparametric estimators of discovery probabilities are asymptoti- cally equivalent, for a large sample size, to suitably smoothed Good–Turing esti- mators. A numerical illustration is presented to compare the performance between Bayesian nonparametric estimators with corresponding smoothed Good–Turing es- timators.

On a class of smoothed Good–Turing estimators

FAVARO, STEFANO;NIPOTI, BERNARDO;
2015-01-01

Abstract

Under the assumption of a two parameter Poisson-Dirichlet prior, we show that Bayesian nonparametric estimators of discovery probabilities are asymptoti- cally equivalent, for a large sample size, to suitably smoothed Good–Turing esti- mators. A numerical illustration is presented to compare the performance between Bayesian nonparametric estimators with corresponding smoothed Good–Turing es- timators.
2015
Statistics and Demography: the Legacy of Corrado Gini
Treviso
Settembre 2015
Statistics and Demography: the Legacy of Corrado Gini
Electronic
1
6
9788867874521
Bayesian nonparametrics, discovery probability, smoothed Good– Turing estimator
S. Favaro; B.Nipoti; Y.W. Teh
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Utilizza questo identificativo per citare o creare un link a questo documento: https://hdl.handle.net/2318/1611623
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