Bivariate distributions generated from Pólya-Eggenberger urn models
In several classic papers, Pólya and Eggenberger used urn models to generate distributions that could be used to model contagion processes. Three bivariate versions are investigated together with their limiting distributions. In this way a large class of bivariate distributions (beta, Pareto, gamma, negative binomial, Poisson, binomial) is obtained. These derivations also show connections between the various distributions. In particular, some limiting distributions are shown to be upper Fréchet bounds, and some distributions are associated.
| Year of publication: |
1990
|
|---|---|
| Authors: | Marshall, Albert W. ; Olkin, Ingram |
| Published in: |
Journal of Multivariate Analysis. - Elsevier, ISSN 0047-259X. - Vol. 35.1990, 1, p. 48-65
|
| Publisher: |
Elsevier |
| Keywords: | bivariate binomial distribution bivariate negative binomial distribution bivariate Poisson distribution Dirichlet distribution bivariate gamma distribution bivariate beta distribution bivariate Pareto distribution Frechet bounds associated random variables |
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