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

Calabrese, Raffaella (2013) 'Uniform correlation structure and convex stochastic ordering in the Pólya urn scheme.' Statistics & Probability Letters, 83 (1). pp. 272-277. ISSN 0167-7152

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Abstract

This analysis of the Pólya urn scheme focuses on proving two new important results. First, the correlation structure between draws of a Pólya 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.

Item Type: Article
Uncontrolled Keywords: Pólya urn; Convex stochastic ordering; Uniform correlation
Subjects: H Social Sciences > HG Finance
Divisions: Faculty of Social Sciences > Essex Business School
Faculty of Social Sciences > Essex Business School > Essex Finance Centre
Depositing User: Users 161 not found.
Date Deposited: 09 Jan 2015 21:10
Last Modified: 13 Nov 2015 16:33
URI: http://repository.essex.ac.uk/id/eprint/11181

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