Distributions of runs and scans in multistate Markov exchangeable sequences

Kiyoshi Inoue

Communications in Statistics - Theory and Methods, 2024, vol. 53, issue 8, 3040-3061

Abstract: In this paper, we look at the distributions of runs and scans in multistate Markov exchangeable sequences. The joint distributions of runs of several lengths under four types of enumeration schemes are analyzed. We evaluate the upper tail probabilities for ratchet scan statistics exactly. By utilizing the expansion of the generating functions, we propose effective computational tools for the derivation of probability functions. The results presented here provide approaches for the evaluation of the exact distributions of runs and scans in a wide class of practical problems. Finally, we discuss several applications and numerical examples to show how our theoretical results are applied to the investigation of runs and scans, as well as a parameter estimation problem.

Date: 2024
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DOI: 10.1080/03610926.2022.2150061

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