Distributions of Runs and Scans on Higher-Order Markov Trees

被引:4
作者
Inoue, Kiyoshi [1 ]
Aki, Sigeo [2 ]
机构
[1] Seikei Univ, Fac Econ, Tokyo 1808633, Japan
[2] Kansai Univ, Dept Math, Osaka, Japan
关键词
Consecutive system; Directed tree; Enumeration schemes; Graph; Higher-order Markov tree; Probability generating function; Reliability; Scan; Success run; BINOMIAL DISTRIBUTIONS; JOINT DISTRIBUTIONS; CHAIN APPROACH; SUCCESS-RUNS; SYSTEMS; NUMBERS; MODEL;
D O I
10.1080/03610920802272406
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
In this article, we consider the distributions of the number of success runs of specified length and scans on a higher-order Markov tree under three different enumeration schemes (the non overlapping, the at least, and the overlapping scheme). Recursive formulae for the evaluation of their probability generating functions are established. We provide a proper framework for extending the exact distribution theory of runs and scans from based on sequences to based on directed trees. Some numerical results for the run and scan statistics are given in order to illustrate the computational aspects and the feasibility of our theoretical results. Finally, two special reliability systems are considered, which are closely related to our general results.
引用
收藏
页码:621 / 641
页数:21
相关论文
共 23 条
[1]   Distributions of runs and consecutive systems on directed trees [J].
Aki, S .
ANNALS OF THE INSTITUTE OF STATISTICAL MATHEMATICS, 1999, 51 (01) :1-15
[2]   Sooner and later waiting time problems for success and failure runs in higher order Markov dependent trials [J].
Aki, S ;
Balakrishnan, N ;
Mohanty, SG .
ANNALS OF THE INSTITUTE OF STATISTICAL MATHEMATICS, 1996, 48 (04) :773-787
[3]  
Aki S, 2001, HDB STAT, V20, P281
[4]  
[Anonymous], 2001, Scan Statistics
[5]   Start-up demonstration tests under Markov dependence model with corrective actions [J].
Balakrishnan, N ;
Mohanty, SG ;
Aki, S .
ANNALS OF THE INSTITUTE OF STATISTICAL MATHEMATICS, 1997, 49 (01) :155-169
[6]  
BALAKRISHNAN N., 2002, Runs and Scans with Applications
[7]  
Chang GJ, 2000, Reliabilities of consecutive-k systems
[8]   SURVEY OF RELIABILITY STUDIES OF CONSECUTIVE-K-OUT-OF-N-F AND RELATED SYSTEMS [J].
CHAO, MT ;
FU, JC ;
KOUTRAS, MV .
IEEE TRANSACTIONS ON RELIABILITY, 1995, 44 (01) :120-127
[9]  
Feller W., 1968, An introduction to probability theory and its applications, V3rd
[10]   DISTRIBUTION-THEORY OF RUNS - A MARKOV-CHAIN APPROACH [J].
FU, JC ;
KOUTRAS, MV .
JOURNAL OF THE AMERICAN STATISTICAL ASSOCIATION, 1994, 89 (427) :1050-1058