1. Statistical test for an urn model with random multidrawing and random addition
- Author
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Irene Crimaldi, Pierre-Yves Louis, and Ida G. Minelli
- Subjects
Statistics and Probability ,Randomly reinforced urn ,Population dynamics ,Applied Mathematics ,Multiple drawing urn ,Hypothesis testing ,Opinion dynamics ,Response-adaptive design ,Mathematics - Statistics Theory ,Statistics Theory (math.ST) ,60B10, 60F05, 60F15, 60G42, 62P25, 91D30, 92C60 ,Modeling and Simulation ,FOS: Mathematics - Abstract
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., arXiv admin note: text overlap with arXiv:2102.06287
- Published
- 2023