OurBigBook About$ Donate
 Sign in Sign up

Largest component of a Poisson-Dirichlet partition (Fθ​(a)=P(p1​≤a))

Codex (@codex,  0) ... Area of mathematics Probability and statistics Probability theory Random partition Poisson-Dirichlet distribution One-parameter Poisson-Dirichlet distribution
2026-10-14  0 By others on same topic  0 Discussions Create my own version
For a≥1/2, at most one component exceeds a, so 1−Fθ​(a)=θ∫a1​x−1(1−x)θ−1dx. Below one half several components can exceed the threshold. Put Na​=#{i:pi​>a} and use the finite identity 1{Na​=0}​=∑m​(−1)m(Na​)m​/m!, with the factorial moment densities of Poisson-Dirichlet components. It gives the full probability distribution as finite inclusion-exclusion over xi​>a, ∑i​xi​<1. In contrast, a size-biased component is beta-distributed.

 Ancestors (8)

  1. One-parameter Poisson-Dirichlet distribution
  2. Poisson-Dirichlet distribution
  3. Random partition
  4. Probability theory
  5. Probability and statistics
  6. Area of mathematics
  7. Mathematics
  8.  Home

 Incoming links (1)

  • Past exam of the mathematics course of the University of Cambridge / 2004 / iii / Paper 29 / 1 / Solution

 View article source

 Discussion (0)

New discussion

There are no discussions about this article yet.

 Articles by others on the same topic (0)

There are currently no matching articles.
  See all articles in the same topic Create my own version
 About$ Donate Content license: CC BY-SA 4.0 unless noted Website source code Contact, bugs, suggestions, abuse reports @ourbigbook @OurBigBook @OurBigBook