Multimodality of the Markov binomial distribution

DOI10.1239/JAP/1324046011MaRDI QIDQ3108466zbMATH OpenOpenAlexFDO

Authors Derong Kong, F. Michel Dekking

Publication date 4 January 2012

Published in Journal of Applied Probability (Search for Journal in Brave)

Full work available at URL https://arxiv.org/abs/1102.3613

zbMATH Keywords

log-concavityMarkov binomial distributiondouble peaking in kinetic transport

Mathematics Subject Classification ID

Applications of Markov chains and discrete-time Markov processes on general state spaces (social mobility, learning theory, industrial processes, etc.) (60J20) Markov chains (discrete-time Markov processes on discrete state spaces) (60J10)

Abstract: We study the shape of the probability mass function of the Markov binomial distribution, and give necessary and sufficient conditions for the probability mass function to be unimodal, bimodal or trimodal. These are useful to analyze the double-peaking results from a PDE reactive transport model from the engineering literature. Moreover, we give a closed form expression for the variance of the Markov binomial distribution, and expressions for the mean and the variance conditioned on the state at time $n$.

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Cites work

• A Markov-binomial distribution
• A Problem with the Assessment of an Iris Identification System
• A Simple Stochastic Kinetic Transport Model
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• Binomial approximation to the Markov binomial distribution
• Log-concavity and LC-positivity
• On sums of random variables defined on a two-state Markov chain
• On the limit of the Markov binomial distribution
• Poisson type approximations for the Markov binomial distribution
• Probabilistic bounds on the coefficients of polynomials with only real zeros
• THE DISTRIBUTION OF THE NUMBER OF SUCCESSES IN A SEQUENCE OF DEPENDENT TRIALS
• The Meaning of Binomial Distribution

Cited in

(7)

• Plumes in kinetic transport: how the simple random walk can be too simple
• A Simple Stochastic Kinetic Transport Model
• Dynamic binomials with an application to gender bias analysis
• Multinomial Distribution and Ascertainment Models
• scientific article; zbMATH DE number 5631000 (Why is no real title available?)
• Relative contingency and bimodality
• A unified theory for bivariate scores in possessive ball-sports: the case of handball

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