Several Results of Polya Urn Mode
Chaobing He · Hainan Daxue xuebao. Ziran kexue ban · 2009
In Polya Urn Model,Xn and Sn were used to denote the fraction of black balls and the number of black balls chosen in the first n drawings.The limit distribution of Sn/n had a Beta distribution,E(Xn)was equal to E(X∞)and E(X∞),D(Xn) was not equal to D(X∞).From the different angles,some correlated knowledge of probability theory and martingale theory of stochastic processes were applied for proving these important results respectively.