On generalized Polya urn models

被引:27
|
作者
Kotz, S
Mahmoud, H
Robert, P
机构
[1] George Washington Univ, Dept Engn Management, Washington, DC 20052 USA
[2] George Washington Univ, Dept Stat, Washington, DC 20052 USA
[3] Inst Natl Rech Informat & Automat, F-78153 Le Chesnay, France
关键词
discrete distributions; urns; stochastic differential equations;
D O I
10.1016/S0167-7152(00)00045-6
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 consider a general two-color urn model characterized by a 2 x 2 matrix of integers [GRAPHICS] without constraints on the values of these four integers other than non-negativity. Exact distributions of the number of balls of a specific color that appear after n draws are presented. Via Poissonization, we obtain an asymptotic mean for a specific example to illustrate that asymptotics of bona fide nature may appear in non-classical urn models. (C) 2000 Published by Elsevier Science B.V. All rights reserved.
引用
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页码:163 / 173
页数:11
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