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Article Dans Une Revue Stochastic Processes and their Applications Année : 2023

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

Résumé

We complete the study of the model introduced in a previous paper by the same authors. 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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Dates et versions

hal-03697574 , version 1 (20-10-2023)
hal-03697574 , version 2 (18-12-2023)

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Irene Crimaldi, Pierre-Yves Louis, Ida Germana Minelli. Statistical test for an urn model with random multidrawing and random addition. Stochastic Processes and their Applications, 2023, 158, pp.342-360. ⟨10.1016/j.spa.2022.12.012⟩. ⟨hal-03697574v2⟩
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