Sooner and later waiting time problems for runs in Markov dependent bivariate trials

被引：18

作者：

Aki, S

Hirano, K

机构：

[1] Osaka Univ, Grad Sch Engn Sci, Dept Informat & Math Sci, Toyonaka, Osaka 5608531, Japan

[2] Inst Stat Math, Minato Ku, Tokyo 1068569, Japan

来源：

ANNALS OF THE INSTITUTE OF STATISTICAL MATHEMATICS | 1999年 / 51卷 / 01期

关键词：

discrete distributions; probability generating function; run; waiting time problem;

D O I：

10.1023/A:1003874900507

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 paper we study exact distributions of sooner and later waiting times for runs in Markov dependent bivariate trials. We give systems of linear equations with respect to conditional probability generating functions of the waiting times. By considering bivariate trials, we can treat very general and practical waiting time problems for runs of two events which are not necessarily mutually exclusive. Numerical examples are also given in order to illustrate the feasibility of our results.

引用

页码：17 / 29

页数：13

共 12 条

[1] Sooner and later waiting time problems for success and failure runs in higher order Markov dependent trials [J].