Useful inequalities for the longest run distribution (Q1970812): Difference between revisions

The author proves a simple and explicit lower bound for the probability that the longest success run in a sequence of \(n\) Bernoulli trials is less than a given length \(k\). The arguments used are analytic and combinatorial in nature. The lower bound is usually better than those obtained using compound Poisson approximation and Stein's method. See also \textit{S. Yu. Novak} [Theory Probab. Appl. 39, No. 4, 593-603 (1994); translation from Teor. Veroyatn. Primen. 39, No. 4, 731-742 (1994; Zbl 0847.60016)].