4 research outputs found

    Maximal Percentages in Pólya's Urn

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    Maximal Percentages in Pólya's Urn

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    On the distribution of maximal percentages in pólya's urn

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    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.</jats:p

    ON THE DISTRIBUTION OF MAXIMAL PERCENTAGES IN PÓLYA'S URN

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