THE EXACT AND ASYMPTOTIC-DISTRIBUTION OF OVERLAPPING SUCCESS RUNS

被引：12

作者：

GODBOLE, AP

机构：

[1] UNIV CALIF SANTA BARBARA,DEPT STAT & APPL PROBABIL,SANTA BARBARA,CA 93106

[2] MICHIGAN TECHNOL UNIV,DEPT MATH SCI,HOUGHTON,MI 49931

来源：

COMMUNICATIONS IN STATISTICS-THEORY AND METHODS | 1992年 / 21卷 / 04期

关键词：

OVERLAPPING SUCCESS RUNS; DISTRIBUTIONS OF ORDER-K; M-DEPENDENT RANDOM VARIABLES; INCLUSION-EXCLUSION;

D O I：

10.1080/03610929208830825

中图分类号：

O21 [概率论与数理统计]; C8 [统计学];

学科分类号：

020208 ; 070103 ; 0714 ;

摘要：

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-Esseen theorem are obtained for M, and applications are indicated.

引用

页码：953 / 967

页数：15

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