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ON THE DISTRIBUTION OF MAXIMAL PERCENTAGES IN PÓLYA'S URN
Published online by Cambridge University Press: 22 September 2016
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.
Keywords
- Type
- Research Article
- Information
- Probability in the Engineering and Informational Sciences , Volume 31 , Issue 3 , July 2017 , pp. 357 - 365
- Copyright
- Copyright © Cambridge University Press 2016