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...
Gespeichert in:
Veröffentlicht in: | Communications in statistics. Theory and methods 1992-01, Vol.21 (4), p.953-967 |
---|---|
1. Verfasser: | |
Format: | Artikel |
Sprache: | eng |
Schlagworte: | |
Online-Zugang: | Volltext |
Tags: |
Tag hinzufügen
Keine Tags, Fügen Sie den ersten Tag hinzu!
|
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 |