Polya’s Urn and the Beta-bernoulli Process
نویسنده
چکیده
The Polya’s Urn model is notable within statistics because it generalizes the binomial, hypergeometric, and beta-Bernoulli (beta-binomial) distributions through a single formula. In addition, Polya’s Urn is a multivariate distribution whose variables are exchangeable but not independent. This paper introduces basic probability and Bayesian concepts in order to prove these properties.
منابع مشابه
Polya’s Urn and the Martingale Convergence Theorem
This paper is about Polya’s Urn and the Martingale Convergence Theorem. I will start with the formal definition, followed by a simple example of martingale and the basic properties of martingale. Then I will explain the Polya’s Urn model and how it contributes to proving the Martingale Convergence Theorem. Finally, I will give a full proof of the Martingale Convergence Theorem.
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