Comparing sums of exchangeable Bernoulli random variables

被引:28
|
作者
Lefevre, C [1 ]
Utev, S [1 ]
机构
[1] INST MATH,NOVOSIBIRSK 630090,RUSSIA
关键词
stochastic orderings; tail distributions; urn model; branching process; catch-recapture sampling; epidemic process;
D O I
10.2307/3215055
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
The paper is first concerned with a comparison of the partial sums associated with two sequences of n exchangeable Bernoulli random variables. it then considers a situation where such partial sums are obtained through an iterative procedure of branching type stopped at the first-passage time in a linearly decreasing upper barrier. These comparison results are illustrated with applications to certain urn models, sampling schemes and epidemic processes. A key tool is a non-standard hierarchical class of stochastic orderings between discrete random variables valued in {0, 1, ..., n}.
引用
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页码:285 / 310
页数:26
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