Yule-Simon Distribution

Chucky Chung

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1. PMF

Γ(x)Γ(ρ + 1)
f (x) = ρB(x, ρ + 1) = ρ for ρ > 0, x = 1, 2, ...
Γ(x + ρ + 1)

2. Sum to 1.

∑
f (x)
x∈Sx

∑
∞
= ρB(x, ρ + 1)
x=1

∞ ∫
∑ 1
= ρtx−1 (1 − t)ρ dt
x=1 0

∫ 1∑
∞
= ρtx−1 (1 − t)ρ dt (Power series)
0 x=1

∫ 1
1
= ρ (1 − t)ρ dt.
0 1−t

∫ 1
=ρ (1 − t)ρ − 1dt
0

−1
=ρ (1 − t)ρ ]t=1
t=0
ρ

1
=ρ =1
ρ

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3. Expected value

E[X k ]

∑
= xk f (x)
x∈Sx

∑
∞
= xk ρB(x, ρ + 1)
x=1

∑
∞ ∫ 1
= ρx k
tx−1 (1 − t)ρ dt
x=1 0

∑
∞ ∫ 1
= ρ xk tx−1 (1 − t)ρ dt
x=1 0

∑
∞ ∫ 1
= ρ(x k−1 k
t (1 − t)ρ ]t=1
t=0 + ρxk−1 tx (1 − t)ρ−1 dt)
x=1 0

∑
∞ ∫ 1
= 2 k−1
ρx tx (1 − t)ρ−1 dt
x=1 0

∑
∞
= ρ2 xk−1 B(x + 1, ρ)
x=1

∑
∞
ρ ρ+1
= xk−1 B(x + 1, ρ + 1)
x=1
ρ+1 ρ+x+2

∑
∞
ρ
= xk−1 B(x + 1, ρ + 1)
x=1
ρ+x+2

∑
∞
ρ
= xk−1 B(x + 1, ρ + 1) + 1
x=2
ρ+x+2

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4. Variance

V ar(X)

= E[(X + q)2 ] − E[2Xq] + E[q 2 ] − E[X]2

HN,q,s−2 HN,q,s−1 HN,q,s−1

= − 2q( − q) + q 2 − ( − q)2
HN,q,s HN,q,s HN,q,s

HN,q,s−2 HN,q,s−1 HN,q,s−1

= −( + q)( − q) + q 2
HN,q,s HN,q,s HN,q,s

HN,q,s−2 HN,q,s−1 2
= −( ) + 2q 2
HN,q,s HN,q,s

HN,q,s−2 HN,q,s − (HN,q,s−1 )2

= + 2q 2
(HN,q,s )2

5. MGF

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Appendix A.

fn (x) = (1 − xn )(1 − x)ρ−1 , x ∈ [0, 1]

f (x) = lim fn (x) = (1 − x)ρ−1

n→∞

g(x) := |fn (x) − f (x)|, x ∈ [0, 1]

sup |fn (x) − f (x)|

0≤x≤1

= sup |(1 − xn )(1 − x)ρ−1 − (1 − x)ρ−1 |

0≤x≤1

= sup | − xn (1 − x)ρ−1 |
0≤x≤1

= sup |xn (1 − x)ρ−1 |

0≤x≤1

g ′ (x) = nxn−1 (1 − x)ρ−1 − xn (ρ − 1)(1 − x)ρ−2 .

n
ρ−1+n

⇒ Critical points: 0, 1.

g ′′ (x) =