Distribution of run statistics in partially exchangeable processes

被引：10

作者：

Eryilmaz, Serkan ^{[1
]}

Yalcin, Femin ^{[1
]}

机构：

[1] Izmir Univ Econ, Dept Math, TR-35330 Izmir, Turkey

来源：

METRIKA | 2011年 / 73卷 / 03期

关键词：

De Finetti representation; Exchangeability; Longest run; Markov chain; Partial exchangeability; Runs; SUCCESS RUNS; URN MODEL; THEOREM; LENGTH; ORDER; POLYA;

D O I：

10.1007/s00184-009-0278-8

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 an infinite sequence of recurrent partially exchangeable binary random variables. We study the exact distributions of two run statistics ( total number of success runs and the longest success run) in {X-i}(i >= 1). Since a flexible class of models for binary sequences can be obtained using the concept of partial exchangeability, as a special case of our results one can obtain the distribution of runs in ordinary Markov chains, exchangeable and independent sequences. The results also enable us to study the distribution of runs in particular urn models.

引用

页码：293 / 304

页数：12

共 18 条

[1]

de Finetti B., 1931, ATTI R ACAD N 6 SFMN, V4, P251

[2]

de Finetti B., 1974, PROBABILITY INDUCTIO

[3] Run statistics in a sequence of arbitrarily dependent binary trials [J].