Pólya urn model

Common card · No. 498607

In probability theory and statistics, a Pólya urn model (also known as a Pólya urn scheme or simply as Pólya's urn), named after George Pólya, is a family of urn models that can be used to interpret many commonly used statistical models. The model represents objects of interest (such as atoms, people, cars, etc.) as colored balls in an urn. In the basic Pólya urn model, the experimenter puts x white and y black balls into an urn. At each step, one ball is drawn uniformly at random from the urn, and its color observed; it is then returned in the urn, and an additional ball of the same color is added to the urn. If by random chance, more black balls are drawn than white balls in the initial few draws, it would make it more likely for more black balls to be drawn later, and the same for the white balls. Thus, the urn has a self-reinforcing property ("the rich get richer"). It is the opposite of sampling without replacement, where every time a particular value is observed, it is less likely...

Read on Wikipedia