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ON THE DISTRIBUTION OF MAXIMAL PERCENTAGES IN PÓLYA'S URN

Published online by Cambridge University Press:  22 September 2016

Saralees Nadarajah
Saralees Nadarajah*
Affiliation:
School of Mathematics, University of Manchester, Manchester M13 9PL, UK E-mail: [email protected]
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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.

Keywords

applied probability
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 

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References

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