We consider a two-color, randomly reinforced urn with equal reinforcement distributions and we characterize the distribution of the urn's limit proportion as the unique continuous solution of a functional equation involving unknown probability distributions on [0, 1].

On the distribution of the limit proportion for a two-color, randomly reinforced urn with equal reinforcement distributions / G. Aletti, C. May, P. Secchi. - In: ADVANCES IN APPLIED PROBABILITY. - ISSN 0001-8678. - 39:3(2007), pp. 690-707.

On the distribution of the limit proportion for a two-color, randomly reinforced urn with equal reinforcement distributions

G. Aletti
Primo
;
C. May
Secondo
;
2007

Abstract

We consider a two-color, randomly reinforced urn with equal reinforcement distributions and we characterize the distribution of the urn's limit proportion as the unique continuous solution of a functional equation involving unknown probability distributions on [0, 1].
Generalized Polya's urn sequence ; functional equation in unknown distribution functions ; reinforced urn process ; randomized response adaptive design of experiments
Settore MAT/06 - Probabilita' e Statistica Matematica
2007
http://projecteuclid.org/euclid.aap/1189518634
http://hdl.handle.net/2434/8500
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Utilizza questo identificativo per citare o creare un link a questo documento: https://hdl.handle.net/2434/33468
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