Uniform correlation structure and convex stochastic ordering in the PÓlya urn scheme

Raffaella Calabrese ()

Working Papers from Geary Institute, University College Dublin

Abstract: 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.

Keywords: PÓlya urn; convex stochastic ordering; uniform correlation (search for similar items in EconPapers)
Pages: 10 pages
Date: 2012-07-03
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Related works:
Journal Article: Uniform correlation structure and convex stochastic ordering in the Pólya urn scheme (2013)
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Persistent link: https://EconPapers.repec.org/RePEc:ucd:wpaper:201216

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