On the distribution of maximal percentages in pólya's urn

Saralees Nadarajah*

*Corresponding author for this work

    Research output: Contribution to journalArticlepeer-review

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    Abstract

    Schulte-Geers and Stadje [Journal of Applied Probability, 2015, 52: 180-190] gave several closed form expressions for the exact distribution of the all-Time maximal percentage in Pólya's urn model. But all these expressions corresponded to an integer parameter taking the value 1. Here, we derive much more general closed form expressions applicable for all possible values of the integer parameter. We also illustrate their computational efficiency.

    Original languageEnglish
    Pages (from-to)357-365
    Number of pages9
    JournalProbability in the Engineering and Informational Sciences
    Volume31
    Issue number3
    Early online date22 Sept 2016
    DOIs
    Publication statusPublished - Jul 2017

    Keywords

    • applied probability

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