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

DOI10.1016/J.SPA.2022.12.012arXiv2206.05515MaRDI QIDQ6401769FDOQ6401769

Authors Irene Crimaldi, Pierre-Yves Louis, Ida Germana Minelli 

Publication date 11 June 2022

Mathematics Subject Classification ID

Nonparametric estimation (62G05) Nonparametric hypothesis testing (62G10) Central limit and other weak theorems (60F05) Strong limit theorems (60F15) Combinatorial probability (60C05)

Abstract: We complete the study of the model introduced in [11]. 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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