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Uniform correlation structure and convex stochastic ordering in the PÓlya urn scheme

Authors :
Raffaella Calabrese
Publication Year :
2012

Abstract

This analysis of the Polya urn scheme focuses on proving two new important results. First, the correlation structure between draws of a Polya urn scheme is uniform. Second, fixing the number of draws and the composition of the urn, a convex stochastic ordering is induced by the number of balls replaced into the urn.

Details

Database :
OpenAIRE
Accession number :
edsair.doi.dedup.....3589c6666d71ed22afa09cf397eee875