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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Official URL: http://dx.doi.org/10.1016/j.spl.2012.09.012
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 |
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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 |
SWORD Depositor: | Elements |
Depositing User: | Elements |
Date Deposited: | 09 Jan 2015 21:10 |
Last Modified: | 14 Apr 2022 10:38 |
URI: | http://repository.essex.ac.uk/id/eprint/11181 |
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