Applications of an algorithm for the distribution of the number of successes in fourth-order Markovian sequences. (Q5958629): Difference between revisions

This paper deals with applications of an algorithm that may be used to compute the distribution of the number of successes in a sequence of binary trials that displays dependency. The case of independent trials is treated even in elementary texts, and these results are frequently extended in the literature to the case of first-order Markovian dependence. However, results are scarce for Markovian dependence of higher orders. In a previous paper by the author, an algorithm was developed for computing the distribution of the number of successes in binary sequences, under the assumption that the dependence structure is fourth-order Markovian. In the present paper, we show how the algorithm may be used to assist in determining an appropriate model order for a data set, and to compute the distribution of the waiting time to the \(kth\) success. We also discuss some issues involved in applying the algorithm, in particular, parameter estimation, bounds on the parameters, and using the algorithm when the dependence is Markovian of lower orders. The algorithm is then applied to two practical problems: the distribution of the number of zero-crossings, and the occurrence of rain in Fort Lauderdale, Florida.