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

Serkan EryIlmaz

Statistics & Probability Letters, 2008, vol. 78, issue 12, 1505-1513

Abstract: Let {Xi}i>=1 be a an infinite sequence of exchangeable multi-state trials with m (m>=2) possible values. The exact distributions of runs, particularly the total number of runs, longest and shortest runs, in {Xi}i>=1 are derived. Applications associated with multi-color Pólya urn sampling scheme and statistical process control are also provided.

Date: 2008
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