On success runs in a sequence of dependent trials with a change point

Serkan Eryilmaz

Statistics & Probability Letters, 2018, vol. 132, issue C, 91-98

Abstract: Let Xii=1n be a sequence of n dependent binary trials such that the first n1 in Xii=1n are of type 1 and follow an exchangeable joint distribution denoted by L1, and the last n2 elements in Xii=1n are of type 2 and follow an exchangeable joint distribution denoted by L2, where n1+n2=n. That is, the trials within the same group are exchangeable dependent, and the trials in different groups are dependent in a general sense. The exact distributions of the number of success runs of length k in Xii=1n are obtained under nonoverlapping and at least schemes.

Keywords: Change point; Dependence; Exact distribution; Success runs (search for similar items in EconPapers)
Date: 2018
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Citations: View citations in EconPapers (1)

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DOI: 10.1016/j.spl.2017.09.007

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