论文标题

具有随机多辅助和随机添加的urn模型的统计测试

Statistical test for an urn model with random multidrawing and random addition

论文作者

Crimaldi, Irene, Louis, Pierre-Yves, Minelli, Ida G.

论文摘要

我们完成了[11]中引入的模型的研究。它是一个两种颜色的模型,具有多个图形和随机(非平衡)时间依赖的增强矩阵。每个时间步长的采样球数是随机的。我们确定每种颜色的球数量生长到无穷大的确切速率,并为限制增强平均值定义了两个强烈一致的估计器。然后,我们证明了一个中心限制定理,该定理允许为此类平均值设计统计测试。

We complete the study of the model introduced in [11]. 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 infinity 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.

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