[1]努尔买买提·斯拉吉,杨纪龙,米辉.关于罐子模型一个极限分布的注记[J].南京师范大学学报(工程技术版),2007,07(02):087-89.
 Nurmuhammat·Siraji,Yang Jilong,Mi Hui.Notes on a Limit Distribution of Urn Model[J].Journal of Nanjing Normal University(Engineering and Technology),2007,07(02):087-89.
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关于罐子模型一个极限分布的注记
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南京师范大学学报(工程技术版)[ISSN:1006-6977/CN:61-1281/TN]

卷:
07卷
期数:
2007年02期
页码:
087-89
栏目:
出版日期:
2007-06-30

文章信息/Info

Title:
Notes on a Limit Distribution of Urn Model
作者:
努尔买买提·斯拉吉1;杨纪龙2;米辉2
1. 新疆和田高等师范专科学校数学系, 新疆和田848000; 2. 南京师范大学数学与计算机科学学院, 江苏南京210097
Author(s):
Nurmuhammat·Siraji1Yang Jilong2Mi Hui2
1.Department of Mathematics,Xinjiang Hotan Advanced Normal School, Hotan 848000,China;2.School of Mathematics and Computer Science,Nanjing Normal University,Nanjing 210097,China
关键词:
罐子模型 β分布 极限分布 依概率收敛
Keywords:
U rn m ode l B distribution lim it d istribution converge in probability
分类号:
O211.4
摘要:
罐子模型在概率论的发展和实际应用中都具有十分重要的地位.设一个罐子中装有b个黑球和r个红球,从中随机地抽取一个球,然后放回并同时加进c个与取出球颜色相同的球和d个与取出球颜色相反的球,其中c、d为任意给定的整数,如此反复进行下去.当c>0,d=0时称为Polya罐子模型;当c=0,d>0时称为Friedman罐子模型.以Sn表示在前n次抽球中抽到黑球的次数,证明了在Polya罐子模型中Sn/n依分布收敛于一个β分布随机变量,在Friedman罐子模型中Sn/n依概率收敛于1/2.
Abstract:
In th is paper, Sn denotes the number o f b lack ba lls cho sen in the first n draw ing s, and it is prove tha t Sn /n converges in probab ility as n→ ∞ to 0. 5 in Friedm an U rnM odel and Sn /n converges in d istr ibu tion asn→ ∞ to a random variab leZ in Po lya UrnMode,l w hich has a B eta distribution.

参考文献/References:

[ 1] Fe llerW. Probab ility Theory and Its App lications[M ]. 2nd ed. New York: JohnW iley and Sons, 1957.
[ 2] 杨纪龙, 叶尔骅. Po lya罐子模型的一个极限分布推广及其应用[ J]. 南京航空学院学报, 1988, 21( 4): 112- 118.
Yang Jilong, Y e Erhua. G eneralization o f a lim it d istribution o f Po lya urn mode l[ J]. Jou rnal o fNanjingUn iversity o fAe ronautics and A stronautics, 1988, 21( 4): 112- 118. ( in Chinese)
[ 3] A threya K B. On a charac teristic property of Po lya urn[ J] . Stud Sc iM ath H ung, 1969( 4) : 31- 35.
[ 4] Consu l P C, M ittal S P. A new urn m odel w ith prede term ined strategy[ J]. B iom Z, 1975, 17: 67- 75.
[ 5] DyczkaW. Po lya d istr ibu tion connected w ith the prob lem o f B ayes [ J]. DemonstM ath, 1972( 4): 145- 165.
[ 6] Johnson N L, Kotz S. Tw o var iants o f Polya. s urn m ode ls [ J]. Am Stat, 1976, 30( 4) : 186- 188.
[ 7] Ka rlin S, T ay lo rH M. A First Course in S tochastic Processes [M ]. New York: Academ ic Press, 1975.
[ 8] Ka rlin S. Cen tral lim it theorem s for certa in infin ite urn schem es [ J]. JM a thM ech, 1967, 17( 4): 373- 401.
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备注/Memo

备注/Memo:
作者简介: 努尔买买提# 斯拉吉( 1957-) , 副教授, 主要从事概率统计的教学和研究. E-m ail: yangjilong@ n jnu. edu. cn
更新日期/Last Update: 2013-04-29