The exact and asymptotic distribution of overlapping success runs

Let M = M n,k and N = N n,k denote, respectively, the number of overlapping and non-overlapping success runs of fixed length k in n Bernoulli (p) trials. We derive an alternative formula for P(M = x) which is substantially simpler to apply than the one in Ling (1988). Our method of proof brings out...

Ausführliche Beschreibung

Gespeichert in:
Bibliographische Detailangaben
Veröffentlicht in:Communications in statistics. Theory and methods 1992-01, Vol.21 (4), p.953-967
1. Verfasser: Godbole, Anant P.
Format: Artikel
Sprache:eng
Schlagworte:
Online-Zugang:Volltext
Tags: Tag hinzufügen
Keine Tags, Fügen Sie den ersten Tag hinzu!
Beschreibung
Zusammenfassung:Let M = M n,k and N = N n,k denote, respectively, the number of overlapping and non-overlapping success runs of fixed length k in n Bernoulli (p) trials. We derive an alternative formula for P(M = x) which is substantially simpler to apply than the one in Ling (1988). Our method of proof brings out several connections between the distributions of M and N. Poisson approximations and a Berry-Esséen theorem are obtained for M, and applications are indicated.
ISSN:0361-0926
1532-415X
DOI:10.1080/03610929208830825