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:	2013
Authors:	Calabrese, Raffaella
Published in:	Statistics & Probability Letters. - Elsevier, ISSN 0167-7152. - Vol. 83.2013, 1, p. 272-277
Publisher:	Elsevier
Subject:	Pólya urn \| Convex stochastic ordering \| Uniform correlation

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Type of publication:	Article
Source:	RePEc - Research Papers in Economics

Persistent link: https://www.econbiz.de/10011040120