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
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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