Exchangeable pairs of Bernoulli random variables, Krawtchouk polynomials and Ehrenfest Urns
Combinatorial Stochastic Processes Seminar
Jan 31, 2012, 04:00 PM - 05:00 PM | 332 Evans Hall | Happening As Scheduled
Bob Griffiths, University of Oxford (Speaker)
Geoff Eagleson's (1969) characterization of bivariate Binomial (N,p) distributions of exchangeable random variables (X,Y) which have Krawtchouk polynomial eigenfunctions is that the eigenvalues of the distribution have the form, for p greater than or equal to 1/2, as a mixture of Krawtchouk polynomials, scaled to be unity at zero. We show that this characterization is equivalent to...