Categories
  Encyclosphere.org ENCYCLOREADER
  supported by EncyclosphereKSF

Chinese restaurant table distribution

From HandWiki - Reading time: 1 min


Short description: probability distribution modeling number of tables in Chinese restaurant process
Chinese restaurant table
Parameters

θ>0

m{0,1,2,}
Support L{0,1,2,,m}
pmf Γ(θ)Γ(m+θ)|s(m,)|θ
Mean θ(ψ(θ+m)ψ(θ))
(see digamma function)

In probability theory and statistics, the Chinese restaurant table distribution (CRT) is the distribution on the number of tables in the Chinese restaurant process.[1] It can be understood as the sum of n independent random variables, each with a different Bernoulli distribution:

L=n=1mbnbnBernoulli(θn1+θ)

The probability mass function of L is given by [2]

f()=Γ(θ)Γ(m+θ)|s(m,)|θ

where s denotes Stirling numbers of the first kind.

See also

  • Ewens sampling formula

References

  1. "Negative Binomial Process Count and Mixture Modeling". https://arxiv.org/abs/1209.3442. 
  2. Antoniak, Charles E (1974). "Mixtures of Dirichlet processes with applications to Bayesian nonparametric problems". The Annals of Statistics. 





Licensed under CC BY-SA 3.0 | Source: https://handwiki.org/wiki/Chinese_restaurant_table_distribution
5 views |
↧ Download this article as ZWI file
Encyclosphere.org EncycloReader is supported by the EncyclosphereKSF