An application of the method of finite Markov chain imbedding to runs tests

W. Y. Wendy Lou

Statistics & Probability Letters, 1997, vol. 31, issue 3, 155-161

Abstract: The method of finite Markov chain imbedding developed by Fu and Koutras (1994) has become a popular and useful tool for studying runs and patterns-related problems. In this article, their approach is used as an alternative for obtaining the exact conditional distribution of the success runs statistic given the number of successes in a sequence of n i.i.d. Bernoulli trials, which, in the past, was computed mainly from traditional combinatorics.

Keywords: Bernoulli; trials; Transition; probability; matrix; Success; runs (search for similar items in EconPapers)
Date: 1997
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Citations: View citations in EconPapers (2)

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