Mean success run length

被引:9
作者
Eryilmaz, Serkan [1 ]
机构
[1] Izmir Univ Econ, Dept Math, Izmir, Turkey
关键词
Limiting distribution; Run lengths; Sample mean; Success runs; SEQUENCE; PATTERNS;
D O I
10.1016/j.jkss.2008.07.002
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
In this paper we consider mean of success run lengths appearing in a sequence of binary trials. We derive the exact and limiting distributions of mean success run length for i.i.d. Bernoulli trials. The exact distribution of the corresponding random variable is also derived for a sequence of Markov-dependent Bernoulli trials. In addition, a combinatorial formula for the distribution of any success run statistic defined on Markov-dependent trials is presented. (C) 2008 The Korean Statistical Society, Published by Elsevier B.V. All rights reserved.
引用
收藏
页码:65 / 71
页数:7
相关论文
共 15 条
[1]  
[Anonymous], 1971, Nonparametric Statistical Inference
[2]  
[Anonymous], 1999, Mathematical Statistics
[3]   A direct method to obtain the joint distribution of successes, failures and patterns in enumeration problems [J].
Antzoulakos, Demetrios L. ;
Boutsikas, Michael V. .
STATISTICS & PROBABILITY LETTERS, 2007, 77 (01) :32-39
[4]  
BALAKRISHNAN N, 2002, WILEY SERIES PROBABI
[5]   ANALYSIS AND INTERPRETATION OF TURNING-POINTS AND RUN LENGTHS IN BREATH-BY-BREATH VENTILATORY VARIABLES [J].
BOLTON, DPG ;
MARSH, J .
JOURNAL OF PHYSIOLOGY-LONDON, 1984, 351 (JUN) :451-459
[6]   Distribution of runs in a sequence of exchangeable multi-state trials [J].
Eryilmaz, Serkan .
STATISTICS & PROBABILITY LETTERS, 2008, 78 (12) :1505-1513
[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]   On the normal approximation for the distribution of the number of simple or compound patterns in a random sequence of multi-state trials [J].
Fu, James C. ;
Lou, W. Y. Wendy .
METHODOLOGY AND COMPUTING IN APPLIED PROBABILITY, 2007, 9 (02) :195-205
[9]  
Fu JC, 2003, Distribution Theory of Runs and Patterns and Its Applications
[10]   Joint distributions of numbers of success runs of specified lengths in linear and circular sequences [J].
Inoue, K ;
Aki, S .
ANNALS OF THE INSTITUTE OF STATISTICAL MATHEMATICS, 2005, 57 (02) :353-368