Randomization. pro and contra 1 |
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| Authors: | Helga Bunke Olaf Bunke |
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| Institution: | 1. Zentralinstitut für Mathematik und Mechanik , Akademie der Wissenschaften der DDR , Mohrenstr 39, Berlin, DDR-108;2. Sektion Mathematik , Humboldt-Universit?t , PSF 1297, Berlin, DDR-1086 |
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| Abstract: | We discuss a stochastic urn model in which there are two urns A and B. B is originally empty and A contains some fixed number of white and black balls. A player selects integers n>O and b>O. Balls are drawn with replacement in A and balls of the same color are put in B as long as the number of white balls in B exceeds (b-1) times the number of black balls in B. Under this condition, the player stops after drawing n+bx balls and is declared to be a winnear if urn B has x black balls. This number of black balls, x, is shown to have the generalized negative binomial distribution |
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| Keywords: | Stochastic urn model binomial distribution negative binomial distribution generalized negative binomial distribution difference equations |
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