Joint distributions of numbers of runs of specified lengths on directed trees

DOI10.1007/S00362-016-0762-YMaRDI QIDQ1706471zbMATH OpenOpenAlexFDO

Authors Kiyoshi Inoue, Sigeo Aki

Publication date 22 March 2018

Published in Statistical Papers (Search for Journal in Brave)

Full work available at URL https://doi.org/10.1007/s00362-016-0762-y

zbMATH Keywords

estimationlifetimeMarkov directed treeprobability generating functionreliabilitysuccess run

Mathematics Subject Classification ID

Probability distributions: general theory (60E05) Markov chains (discrete-time Markov processes on discrete state spaces) (60J10) Exact distribution theory in statistics (62E15) Reliability and life testing (62N05)

Review text

Consider a directed tree \(T\) with vertices \(V\), including a root vertex \(v_0\). Let \(pa(v)\) denote the parent vertex of \(v\in V\) in \(T\). The authors study the Markov directed tree \(\{X_v,v\in V\}\), a collection of \(\{0,1\}\)-valued random variables such that \(P(X_{v_0}=1)=p\), \[ P(X_v=1 | X_{pa(v)}=1)=p_{11}\,,\qquad\text{and}\qquad P(X_v=1 | X_{pa(v)}=0)=p_{01}\,, \] for all \(v\not=v_0\). Their interest is in the exact joint distribution of numbers of runs of given lengths and with a given amount of overlap on the Markov directed tree. The main results of the present paper give recurrence relations satisfied by the probability generating function of this joint distribution. An explicit algorithm and examples are provided to illustrate the use of these recurrence relations to derive the probability generating function. Applications are also provided to reliability systems, in which each vertex of the tree corresponds to an independent component of the system, with each component either in an operating or failed state. Failure of an individual component occurs according to some given distribution. The entire system fails if either there are at least \(k\) consecutive failed components, or \(f\) failed components in total. System reliability and lifetime distributions are calculated, and some statistical estimation problems for the parameters of the failure time distribution of an individual component are considered.

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Cited in

(3)

• Distributions of runs and consecutive systems on directed trees
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• Distributions of Runs and Scans on Higher-Order Markov Trees

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