Limiting Distributions Associated with Certain Stochastic Learning Models
McGregor, J. R. ; Hui, Y. Y.
Ann. Math. Statist., Tome 33 (1962) no. 4, p. 1281-1285 / Harvested from Project Euclid
The work of Bush and Mosteller [1] on stochastic learning models leads to certain limiting distributions of response probabilities which are of a somewhat different character from those commonly encountered in mathematical statistics. These authors have derived many useful relations between the moments of the distributions but, in deducing the general nature of the distributions themselves, they have relied chiefly on Monte Carlo methods. In the present paper, we consider the two experimenter-controlled events model and, in the "equal alpha" case, derive limiting distributions for certain special cases by inverting the solution of a moment generating functional equation.
Publié le : 1962-12-14
Classification: 
@article{1177704360,
     author = {McGregor, J. R. and Hui, Y. Y.},
     title = {Limiting Distributions Associated with Certain Stochastic Learning Models},
     journal = {Ann. Math. Statist.},
     volume = {33},
     number = {4},
     year = {1962},
     pages = { 1281-1285},
     language = {en},
     url = {http://dml.mathdoc.fr/item/1177704360}
}
McGregor, J. R.; Hui, Y. Y. Limiting Distributions Associated with Certain Stochastic Learning Models. Ann. Math. Statist., Tome 33 (1962) no. 4, pp.  1281-1285. http://gdmltest.u-ga.fr/item/1177704360/