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

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  • Raffaella Calabrese

    (Dynamics Lab, 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.

Suggested Citation

  • Raffaella Calabrese, 2012. "Uniform correlation structure and convex stochastic ordering in the PÓlya urn scheme," Working Papers 201216, Geary Institute, University College Dublin.
  • Handle: RePEc:ucd:wpaper:201216
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    File URL: http://www.ucd.ie/geary/static/publications/workingpapers/gearywp201216.pdf
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    References listed on IDEAS

    as
    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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