Calabrese, Raffaella (2013) Uniform correlation structure and convex stochastic ordering in the Pólya urn scheme. Statistics & Probability Letters, 83 (1). pp. 272-277. DOI https://doi.org/10.1016/j.spl.2012.09.012
Calabrese, Raffaella (2013) Uniform correlation structure and convex stochastic ordering in the Pólya urn scheme. Statistics & Probability Letters, 83 (1). pp. 272-277. DOI https://doi.org/10.1016/j.spl.2012.09.012
Calabrese, Raffaella (2013) Uniform correlation structure and convex stochastic ordering in the Pólya urn scheme. Statistics & Probability Letters, 83 (1). pp. 272-277. DOI https://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 |
|---|---|
| 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: | Unnamed user with email elements@essex.ac.uk |
| Depositing User: | Unnamed user with email elements@essex.ac.uk |
| Date Deposited: | 09 Jan 2015 21:10 |
| Last Modified: | 05 Dec 2024 12:06 |
| URI: | http://repository.essex.ac.uk/id/eprint/11181 |