In this paper the theory of species sampling sequences is linked to the theory of conditionally identically distributed sequences in order to enlarge the set of species sampling sequences which are mathematically tractable. The conditional identity in distribution (see Berti, Pratelli and Rigo (2004)) is a new type of dependence for random variables, which generalizes the well-known notion of exchangeability. In this paper a class of random sequences, called generalized species sampling sequences, is defined and a condition to have conditional identity in distribution is given. Moreover, two types of generalized species sampling sequence that are conditionally identically distributed are introduced and studied: the generalized Poisson-Dirichlet sequence and the generalized Ottawa sequence. Some examples are discussed.

Conditionally identically distributed species sampling sequences

Crimaldi I;
2010-01-01

Abstract

In this paper the theory of species sampling sequences is linked to the theory of conditionally identically distributed sequences in order to enlarge the set of species sampling sequences which are mathematically tractable. The conditional identity in distribution (see Berti, Pratelli and Rigo (2004)) is a new type of dependence for random variables, which generalizes the well-known notion of exchangeability. In this paper a class of random sequences, called generalized species sampling sequences, is defined and a condition to have conditional identity in distribution is given. Moreover, two types of generalized species sampling sequence that are conditionally identically distributed are introduced and studied: the generalized Poisson-Dirichlet sequence and the generalized Ottawa sequence. Some examples are discussed.
2010
random partitions; species sampling sequences; Poisson-Dirichlet sequence; conditional identity in distribution; stable convergence; random probability measure; urn models
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Utilizza questo identificativo per citare o creare un link a questo documento: https://hdl.handle.net/20.500.11771/3704
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