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

被引：2

作者：

Crimaldi, Irene ^{[1
]}

Louis, Pierre-Yves ^{[2
,3
]}

Minelli, Ida G. ^{[4
]}

机构：

[1] IMT Sch Adv Studies Lucca, Piazza San Ponziano 6, I-55100 Lucca, Italy

[2] Univ Bourgogne Franche Comte, PAM UMR 02 102, AgroSup Dijon, 1 Esplanade Erasme, F-21000 Dijon, France

[3] Univ Bourgogne Franche Comte, Inst Math Bourgogne, UMR CNRS 5584, F-21000 Dijon, France

[4] Univ Aquila, Dipartimento Ingn & Sci Informaz & Matemat, Via Vetoio Coppito 1, I-67100 Laquila, Italy

来源：

STOCHASTIC PROCESSES AND THEIR APPLICATIONS | 2023年 / 158卷

关键词：

Multiple drawing urn; Randomly reinforced urn; Hypothesis testing; Population dynamics; Opinion dynamics; Response-adaptive design; CENTRAL LIMIT-THEOREMS;

D O I：

10.1016/j.spa.2022.12.012

中图分类号：

O21 [概率论与数理统计]; C8 [统计学];

学科分类号：

020208 ; 070103 ; 0714 ;

摘要：

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 +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.(c) 2023 Elsevier B.V. All rights reserved.

引用

页码：342 / 360

页数：19

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