Some results associated with the longest run statistic in a sequence of Markov dependent trials (Q2369140): Difference between revisions

In a recent paper [Stat. Pap. 46, No. 1, 117--128 (2005; Zbl 1072.60056)], the present author derived, among other results, an exact expression for the cumulative distribution function \(P(L_n< k)\) of the longest success run \(L_n\) in \(n\) nonhomogeneous Markov dependent trials. He also derived a lower and an upper bound for it. Presently, he considers the case of first-order Markov dependent trials and elaborates further on the above problems, giving in particular another upper bound for \(P(L_n< k)\), \(k< n\), and a simpler exact expression for \(P(L_n< k)\), when \(n\leq 2k\). Extensions to second-order Markov dependent trials are also presented.