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

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  • Calabrese, Raffaella

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.

Suggested Citation

  • Calabrese, Raffaella, 2013. "Uniform correlation structure and convex stochastic ordering in the Pólya urn scheme," Statistics & Probability Letters, Elsevier, vol. 83(1), pages 272-277.
  • Handle: RePEc:eee:stapro:v:83:y:2013:i:1:p:272-277
    DOI: 10.1016/j.spl.2012.09.012
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    References listed on IDEAS

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    1. Denuit, Michel & Lefevre, Claude, 1997. "Some new classes of stochastic order relations among arithmetic random variables, with applications in actuarial sciences," Insurance: Mathematics and Economics, Elsevier, vol. 20(3), pages 197-213, October.
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