Ferguson Distributions Via Polya Urn Schemes
Blackwell, David ; MacQueen, James B.
Ann. Statist., Tome 1 (1973) no. 2, p. 353-355 / Harvested from Project Euclid
The Polya urn scheme is extended by allowing a continuum of colors. For the extended scheme, the distribution of colors after $n$ draws is shown to converge as $n \rightarrow \infty$ to a limiting discrete distribution $\mu^\ast$. The distribution of $\mu^\ast$ is shown to be one introduced by Ferguson and, given $\mu^\ast$, the colors drawn from the urn are shown to be independent with distribution $\mu^\ast$.
Publié le : 1973-03-14
Classification: 
@article{1176342372,
     author = {Blackwell, David and MacQueen, James B.},
     title = {Ferguson Distributions Via Polya Urn Schemes},
     journal = {Ann. Statist.},
     volume = {1},
     number = {2},
     year = {1973},
     pages = { 353-355},
     language = {en},
     url = {http://dml.mathdoc.fr/item/1176342372}
}
Blackwell, David; MacQueen, James B. Ferguson Distributions Via Polya Urn Schemes. Ann. Statist., Tome 1 (1973) no. 2, pp.  353-355. http://gdmltest.u-ga.fr/item/1176342372/