Joint distribution of run statistics in partially exchangeable processes

Serkan EryIlmaz

Statistics & Probability Letters, 2011, vol. 81, issue 1, 163-168

Abstract: Let {Xi}i>=1 be an infinite sequence of recurrent partially exchangeable random variables with two possible outcomes as either "1" (success) or "0" (failure). In this paper we obtain the joint distribution of success and failure run statistics in {Xi}i>=1. The results can be used to obtain the joint distribution of runs in ordinary Markov chains, exchangeable and independent sequences.

Keywords: de; Finetti; representation; Exchangeability; Partial; exchangeability; Runs; Start-up; demonstration; tests (search for similar items in EconPapers)
Date: 2011
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Citations: View citations in EconPapers (8)

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