ISSN:
1572-9052
Keywords:
Success runs
;
scan statistics
;
urn models
;
Markov chains
;
triangular multidimensional recurrence relations
;
distributions of orderk
Source:
Springer Online Journal Archives 1860-2000
Topics:
Mathematics
Notes:
Abstract This paper presents a unified approach for the study of the exact distribution (probability mass function, mean, generating functions) of three types of random variables: (a) variables related to success runs in a sequence of Bernoulli trials (b) scan statistics, i.e. variables enumerating the moving windows in a linearly ordered sequence of binary outcomes (success or failure) which contain prescribed number of successes and (c) success run statistics related to several well known urn models. Our approach is based on a Markov chain imbedding which permits the construction of probability vectors satisfying triangular recurrence relations. The results presented here cover not only the case of identical and independently distributed Bernoulli variables, but the non-identical case as well. An extension to models exhibiting Markov dependence among the successive trials is also discussed in brief.
Type of Medium:
Electronic Resource
URL:
http://dx.doi.org/10.1007/BF01856545
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