On Edgeworth Expansions in Generalized Urn Models
Probability
2014-01-20 v1
Abstract
The random vector of frequencies in a generalized urn model is viewed as conditionally independent random variables, given their sum. Such a representation is exploited to derive Edgeworth expansions for a sum of functions of such frequencies. Applying these results to urn models such as with- and without-replacement sampling schemes as well as the multicolor Polya-Egenberger model, new results are obtained for the chi-square statistic, for the sample sum in a without replacement scheme, and for the so-called Dixon statistic that is useful in comparing two samples.
Cite
@article{arxiv.1401.4419,
title = {On Edgeworth Expansions in Generalized Urn Models},
author = {Sh. M. Mirakhmedov and S. Rao Jammalamadaka and Ibrahim B. Mohamed},
journal= {arXiv preprint arXiv:1401.4419},
year = {2014}
}
Comments
Journal of Theoretical Probability. 2012