Exchangeable Pairs of Bernoulli Random Variables, Krawtchouck Polynomials, and Ehrenfest Urns

نویسندگان

  • Persi Diaconis
  • Robert Griffiths
چکیده

This paper explores characterizations of Bivariate Binomial distributions of the Lancaster form with Krawtchouk polynomial eigenfunctions which are equivalent to a characterization by Eagleson (1969). Generalized Ehrenfest urns with Binomial stationary distributions have transition functions which are equivalent to the Lancaster distributions. There is a partial extension to d-colour ball Ehrenfest urns.

برای دانلود متن کامل این مقاله و بیش از 32 میلیون مقاله دیگر ابتدا ثبت نام کنید

ثبت نام

اگر عضو سایت هستید لطفا وارد حساب کاربری خود شوید

منابع مشابه

Exchangeable Bernoulli Random Variables And Bayes’ Postulate

We discuss the implications of Bayes’ postulate in the setting of exchangeable Bernoulli random variables. Bayes’ postulate, here, stipulates a uniform distribution on the total number of successes in any number of trials. For an infinite sequence of exchangeable Bernoulli variables the conditions of Bayes’ postulate are equivalent to a uniform (prior) distribution on the underlying mixing vari...

متن کامل

Exponential approximation and Stein’s method of exchangeable pairs

The purpose of this paper is to further develop exponential approximation, using Stein’s method of exchangeable pairs. The first use of exchangeable pairs in exponential approximation was in the paper Chatterjee et al. (2011), which studied the spectrum of the Bernoulli-Laplace Markov chain. Unfortunately the results in Chatterjee et al. (2011), which use the Kolmogorov metric, are very complic...

متن کامل

Compound Poisson approximation with association or negative association via Stein’s method

In this note we show how the properties of association and negative association can be combined with Stein’s method for compound Poisson approximation. Applications include k–runs in iid Bernoulli trials, an urn model with urns of limited capacity and extremes of random variables.

متن کامل

Comparison results for exchangeable credit risk portfolios

This paper is dedicated to the risk analysis of credit portfolios. Assuming that default indicators form an exchangeable sequence of Bernoulli random variables and as a consequence of de Finetti’s theorem, default indicators are Binomial mixtures. We can characterize the supermodular order between two exchangeable Bernoulli random vectors in terms of the convex ordering of their corresponding m...

متن کامل

Discrete Scan Statistics Generated by Exchangeable Binary Trials

Let {Xi}i=1 be a sequence of random variables with two possible outcomes, denoted 0 and 1. Define a random variable Sn,m to be the maximum number of 1s within any m consecutive trials in {Xi}i=1. The random variable Sn,m is called a discrete scan statistic and has applications in many areas. In this paper we evaluate the distribution of discrete scan statistics when {Xi}i=1 consists of exchange...

متن کامل

ذخیره در منابع من


  با ذخیره ی این منبع در منابع من، دسترسی به آن را برای استفاده های بعدی آسان تر کنید

برای دانلود متن کامل این مقاله و بیش از 32 میلیون مقاله دیگر ابتدا ثبت نام کنید

ثبت نام

اگر عضو سایت هستید لطفا وارد حساب کاربری خود شوید

عنوان ژورنال:

دوره   شماره 

صفحات  -

تاریخ انتشار 2011