Polya Trees and Random Distributions
نویسندگان
چکیده
منابع مشابه
On Polya-Friedman random walks
The Pólya process is an urn scheme arising in the context of the contagion spreading. It exhibits unstable persistence effects. The Friedman urn process is dual to the Pólya one with antipersistent stabilizing effects. It appears in a safety campaign problem. A Pólya-Friedman urn process is investigated with a tuning persistence parameter extrapolating the latter two extreme processes. The stud...
متن کاملCIRCULAR POLYA DISTRIBUTIONS OF ORDER k
Two circular Polya distributions of order k are derived bymeans of generalized urn models and by compounding, respectively, the type I and type II circular binomial distributions of order k of Makri and Philippou (1994) with the beta distribution. It is noted that the above two distributions include, as special cases, new circular hypergeometric, negative hypergeometric, and discrete uniform di...
متن کاملAnalysing Financial Data Using Polya Trees
We present a new approach to generalised autoregressive conditional het-eroscedasitic (GARCH) modelling for asset returns. Instead of attempting to choose a speciic distribution for the errors, as in the usual GARCH model formulation, we use a nonparametric distribution to estimate these errors. This takes into account the common problems encountered in nancial time series, for example, asymmet...
متن کاملCoagulation-fragmentation duality, Poisson-Dirichlet distributions and random recursive trees
In this paper we give a new example of duality between fragmentation and coagulation operators. Consider the space of partitions of mass (i.e., decreasing sequences of nonnegative real numbers whose sum is 1) and the twoparameter family of Poisson–Dirichlet distributions PD(α, θ) that take values in this space. We introduce families of random fragmentation and coagulation operators Fragα and Co...
متن کاملOrdered Random Variables from Discontinuous Distributions
In the absolutely continuous case, order statistics, record values and several other models of ordered random variables can be viewed as special cases of generalized order statistics, which enables a unified treatment of their theory. This paper deals with discontinuous generalized order statistics, continuing on the recent work of Tran (2006). Specifically, we show that in general neither re...
متن کاملذخیره در منابع من
با ذخیره ی این منبع در منابع من، دسترسی به آن را برای استفاده های بعدی آسان تر کنید
ژورنال
عنوان ژورنال: The Annals of Statistics
سال: 1992
ISSN: 0090-5364
DOI: 10.1214/aos/1176348766