Distribution of runs in a sequence of exchangeable multi-state trials

被引：15

作者：

Eryilmaz, Serkan ^{[1
]}

机构：

[1] Izmir Univ Econ, Grad Sch Nat & Appl Sci, Div Appl Stat, TR-35330 Izmir, Turkey

来源：

STATISTICS & PROBABILITY LETTERS | 2008年 / 78卷 / 12期

关键词：

D O I：

10.1016/j.spl.2008.01.002

中图分类号：

O21 [概率论与数理统计]; C8 [统计学];

学科分类号：

020208 ; 070103 ; 0714 ;

摘要：

Let {X-i}(i >= 1) be a all infinite sequence of exchangeable multi-state trials with in (m >= 2) possible values. The exact distributions of runs, particularly the total number of runs, longest and shortest runs, in (X-i)(i >= l) are derived. Applications associated with multi-color Polya urn sampling scheme and statistical process control are also provided. (C) 2008 Elsevier B.V. All rights reserved.

引用

页码：1505 / 1513

页数：9

共 24 条

[1]

[Anonymous], ENUMERATIVE COMBINAT

[2] Probability distribution functions of succession quotas in the case of Markov dependent trials [J].

Antzoulakos, DL ;

Philippou, AN .

ANNALS OF THE INSTITUTE OF STATISTICAL MATHEMATICS, 1997, 49 (03) :531-539

[3] Waiting times for patterns in a sequence of multistate trials [J].

Antzoulakos, DL .

JOURNAL OF APPLIED PROBABILITY, 2001, 38 (02) :508-518

[4]

Balakrishnan N., 2002, RUNS SCANS APPL

[5] A nonparametric Shewhart-type signed-rank control chart based on runs [J].

Chakraborti, S. ;

Eryilmaz, S. .

COMMUNICATIONS IN STATISTICS-SIMULATION AND COMPUTATION, 2007, 36 (02) :335-356

[6] A class of distribution-free control charts [J].

Chakraborti, S ;

van der Laan, P ;

van de Wiel, MA .

JOURNAL OF THE ROYAL STATISTICAL SOCIETY SERIES C-APPLIED STATISTICS, 2004, 53 :443-462

[7] Success runs in a sequence of exchangeable binary trials [J].

Eryilmaz, Serkan ;

Demir, Sevcan .

JOURNAL OF STATISTICAL PLANNING AND INFERENCE, 2007, 137 (09) :2954-2963

[8]

Fu JC, 1996, STAT SINICA, V6, P957

[9] A unified Markov chain approach for computing the run length distribution in control charts with simple or compound rules [J].

Fu, JC ;

Shmueli, G ;

Chang, YM .

STATISTICS & PROBABILITY LETTERS, 2003, 65 (04) :457-466

[10] On exact and large deviation approximation for the distribution of the longest run in a sequence of two-state Markov dependent trials [J].

Fu, JC ;

Wang, LQ ;

Lou, WYW .

JOURNAL OF APPLIED PROBABILITY, 2003, 40 (02) :346-360

← 1 2 3 →