POLYA URN MODELS UNDER GENERAL REPLACEMENT SCHEMES

POLYA URN MODELS UNDER GENERAL REPLACEMENT SCHEMES
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一般更换计划下的 POLYA 瓮型号

DOI:
10.14490/jjss1995.31.193
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发表时间:
2001
期刊:
Journal of the Japan Statistical Society. Japanese issue
影响因子:
--
通讯作者:
S. Aki
S. Aki
中科院分区:
--
文献类型:
--
作者:
K. Inoue;S. Aki

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本文考虑了在一般置换方案下含有m个不同标号球的Polyaurn模型,其特征是一个m × m的整数加法矩阵,除了非负性外,对这m2个整数的值没有限制.该模型包括了一些重要的瓮模型。本文利用概率母函数的方法,研究了n次抽中带有特定标号的球的个数的精确联合分布。作为特例,当m = 2时,精确地导出了一元分布、概率母函数和期望值。我们提出的方法获得的概率生成函数和期望值的所有n正好,这是非常简单,适合于计算机代数系统的计算。本文的结果为Polya瓮模型的研究提供了一个普遍可行的框架,并引起了我们对精确分析的重视。我们的尝试是非常有用的理解非经典瓮模型。最后,数值例子也说明了我们的结果的可行性。
In this paper, we consider a Polya urn model containing balls of m different labels under a general replacement scheme, which is characterized by an m × m ad- dition matrix of integers without constraints on the values of these m 2 integers other than non-negativity. This urn model includes some important urn models treated before. By a method based on the probability generating functions, we consider the exact joint distribution of the numbers of balls with particular labels which are drawn within n draws. As a special case, for m = 2, the univariate distribution, the prob- ability generating function and the expected value are derived exactly. We present methods for obtaining the probability generating functions and the expected values for all n exactly, which are very simple and suitable for computation by computer algebra systems. The results presented here develop a general workable framework for the study of Polya urn models and attract our attention to the importance of the exact analysis. Our attempts are very useful for understanding non-classical urn models. Finally, numerical examples are also given in order to illustrate the feasibility of our results.
与波利亚瓮方案中的模式相关的广义等待时间问题
DOI: --
发表时间: 2002
期刊: Annals of the Institute of Statistical Mathematics 54・3
影响因子: --
作者:
Inoue;K;Aki;S
通讯作者: S