On run statistics for binary trials

DOI10.1016/S0378-3758(99)00191-3MaRDI QIDQ1577321zbMATH OpenOpenAlexWikidataFDO

Authors Valeri T. Stefanov

Publication date 4 October 2001

Published in Journal of Statistical Planning and Inference (Search for Journal in Brave)

Full work available at URL https://doi.org/10.1016/s0378-3758(99)00191-3

zbMATH Keywords

Markov chainBernoulli trialsrunexponential family of stochastic processes

Mathematics Subject Classification ID

Nonparametric hypothesis testing (62G10) Multivariate distribution of statistics (62H10) Inference from stochastic processes (62M99) Asymptotic distribution theory in statistics (62E20)

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Cites work

• scientific article; zbMATH DE number 4020203 (Why is no real title available?)
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• scientific article; zbMATH DE number 3283153 (Why is no real title available?)
• scientific article; zbMATH DE number 3083029 (Why is no real title available?)
• A Generalization of Poisson's Distribution for Markoff Chains
• Asymptotic Distribution of Runs Up and Down
• Conditionality resolutions
• Distribution Theory of Runs: A Markov Chain Approach
• Efficient sequential estimation in exponential-type processes
• Explicit distributional results in pattern formation
• Explicit limit results for minimal sufficient statistics and maximum likelihood estimators in some Markov processes: Exponential families approach
• Exponential families of stochastic processes
• Limit theorems for the number of occurrences of consecutive k successes in n Markovian trials
• On Runs and Longest Run Tests: A Method of Finite Markov Chain Imbedding
• The Covariance Matrix of Runs Up and Down
• The Distribution Theory of Runs

Cited in

(6)

• On the distribution and expectation of success runs in nonhomogeneous Markov dependent trials
• Run statistics in a sequence of arbitrarily dependent binary trials
• On the distribution of runs of ones in binary strings
• scientific article; zbMATH DE number 4020203 (Why is no real title available?)
• USING LARGE ORDER STATISTICS OF RUNS FOR TRACKING A CHANGING BERNOULLI PROBABILITY
• On the mean and extreme distances between failures in Markovian binary sequences

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