ON GENERALIZED POLYA URN MODELS

被引：0

作者：

Chen, May-Ru ^{[1
]}

Kuba, Markus ^{[2
]}

机构：

[1] Natl Sun Yat Sen Univ, Dept Appl Math, Kaohsiung 804, Taiwan

[2] Vienna Univ Technol, Inst Diskrete Math & Geometrie, A-1040 Vienna, Austria

来源：

JOURNAL OF APPLIED PROBABILITY | 2013年 / 50卷 / 04期

关键词：

Urn model; limiting distribution; LIMIT-THEOREMS;

D O I：

暂无

中图分类号：

O21 [概率论与数理统计]; C8 [统计学];

学科分类号：

020208 ; 070103 ; 0714 ;

摘要：

We study an urn model introduced in the paper of Chen and Wei (2005), where at each discrete time step in balls are drawn at random from the urn containing colors white and black. Balls are added to the urn according to the inspected colors, generalizing the well known Polya-Eggenberger urn model, case m = 1. We provide exact expressions for the expectation and the variance of the number of white balls after n draws, and determine the structure of higher moments. Moreover, we discuss extensions to more than two colors. Furthermore, we introduce and discuss a new urn model where the sampling of the m balls is carried out in a step-by-step fashion, and also introduce a generalized Friedman's urn model.

引用

页码：1169 / 1186

页数：18

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