Statistical test for an urn model with random multidrawing and random addition

Irene Crimaldi, Pierre-Yves Louis and Ida G. Minelli

Stochastic Processes and their Applications, 2023, vol. 158, issue C, 342-360

Abstract: We complete the study of the model introduced in Crimaldi et al., (2022). It is a two-color urn model with multiple drawing and random (non-balanced) time-dependent reinforcement matrix. The number of sampled balls at each time-step is random. We identify the exact rates at which the number of balls of each color grows to +∞ and define two strongly consistent estimators for the limiting reinforcement averages. Then we prove a Central Limit Theorem, which allows to design a statistical test for such averages.

Keywords: Multiple drawing urn; Randomly reinforced urn; Hypothesis testing; Population dynamics; Opinion dynamics; Response-adaptive design (search for similar items in EconPapers)
Date: 2023
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Persistent link: https://EconPapers.repec.org/RePEc:eee:spapps:v:158:y:2023:i:c:p:342-360

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DOI: 10.1016/j.spa.2022.12.012

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