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.
Statistical test for an urn model with random multidrawing and random addition / Crimaldi, Irene; Louis, Pierre-Yves; Minelli, Ida G.. - In: STOCHASTIC PROCESSES AND THEIR APPLICATIONS. - ISSN 0304-4149. - 158:(2023), pp. 342-360. [10.1016/j.spa.2022.12.012]
Statistical test for an urn model with random multidrawing and random addition
Irene Crimaldi;
2023
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.| File | Dimensione | Formato | |
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