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

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.

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Year of publication:	2012-07-03
Authors:	Calabrese, Raffaella
Institutions:	Geary Institute, University College Dublin
Subject:	PÓlya urn \| convex stochastic ordering \| uniform correlation

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Extent:	application/pdf
Series:	Working Papers.
Type of publication:	Book / Working Paper
Notes:	10 pages
Source:	RePEc - Research Papers in Economics

Persistent link: https://www.econbiz.de/10010907456