On the joint distribution of runs in the sequence of Markov-dependent multi-state trials

R.L. Shinde and K.S. Kotwal

Statistics & Probability Letters, 2006, vol. 76, issue 10, 1065-1074

Abstract: Under different popular counting schemes of runs we have obtained probability-generating function (pgf) of the joint distribution of runs in a sequence of Markov-dependent multi-state trials. A method of conditional pgf's is used to obtain these joint distributions. Expanding the matrix polynomial of degree n, involved in the pgf, a recurrent formula for evaluation of exact probability distribution is obtained. To show the feasibility and compatibility of the results obtained, the joint distributions are numerically evaluated.

Keywords: Runs; Markov-dependent; multi-state; trials; Conditional; probability; generating; functions (search for similar items in EconPapers)
Date: 2006
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Citations: View citations in EconPapers (3)

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