Moment generating function of the generaliced Pólya-Eggenberger distribution

• Autores: David Almorza Gomar, Alfonso Suárez Llorens, Concepción Valero Franco, Rafael Boggio Ronceros
• Localización: XXVI Congreso Nacional de Estadística e Investigación Operativa: Úbeda, 6-9 de noviembre de 2001, 2001, ISBN 84-8439-080-2
• Idioma: inglés
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• Resumen

  • For the Bernard Friedman's urn model, Friedman (1949) obtained expressions for the moment generating function. We are going to use the same procedure to obtain the moment generating function of the generalized Pólya-Eggenberger distribution. This procedure is appropriated as we are working with a distribution with a no standard expression. Because of the continuous changes in the composition of the urn in each stage, probabilities depend on the number of white balls obtained from the beginning until the stage before. This problem doesn't appear in the case of the Bernard Friedman's model, as the initial conditions simplify the process.