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

โœ Scribed by W.Y. Wendy Lou

Publisher
Elsevier Science
Year
1997
Tongue
English
Weight
369 KB
Volume
31
Category
Article
ISSN
0167-7152

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โœฆ Synopsis

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.

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