An algorithm to compute the probability of a run in binary fourth-order Markovian trials.

DOI10.1016/S0305-0548(02)00026-6MaRDI QIDQ1870809zbMATH OpenOpenAlexFDO

Authors Donald E. K. Martin

Publication date 14 May 2003

Published in Computers \& Operations Research (Search for Journal in Brave)

Full work available at URL https://doi.org/10.1016/s0305-0548(02)00026-6

zbMATH Keywords

Markovian sequencesRun probabilityBinary trials

Mathematics Subject Classification ID

Applications of statistics (62P99) Applications of mathematical programming (90C90)

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Cites work

• scientific article; zbMATH DE number 3660674 (Why is no real title available?)
• scientific article; zbMATH DE number 49472 (Why is no real title available?)
• scientific article; zbMATH DE number 947423 (Why is no real title available?)
• An Algorithm for the Binomial Distribution with Dependent Trials
• Distribution Theory of Runs: A Markov Chain Approach
• Distributions of numbers of failures and successes until the first consecutive \(k\) successes
• On the Theory of Runs with some Applications to Quality Control
• On the distribution of the number of successes in fourth- or lower-order Markovian trials
• Run Probabilities in Sequences of Markov-Dependent Trials
• Sooner and later waiting time problems for success and failure runs in higher order Markov dependent trials
• Start-up demonstration tests under Markov dependence model with corrective actions
• Statistical Inference about Markov Chains
• Statistical inference in Bernoulli trials with dependence
• THE DISTRIBUTION OF THE NUMBER OF SUCCESSES IN A SEQUENCE OF DEPENDENT TRIALS
• The reliability of a large series system under Markov structure
• Waiting time distributions associated with runs of fixed length in two-state Markov chains

Cited in

(7)

• Markovian start-up demonstration tests with rejection of units upon observing \(d\) failures.
• A data driven runs test to identify first-order positive Markovian dependence
• On the distribution of the number of successes in fourth- or lower-order Markovian trials
• Computer aided solving the high-order transition probability matrix of the finite Markov chain
• Hot-hand effects in sports and a recursive method of computing probabilities for streaks
• Applications of an algorithm for the distribution of the number of successes in fourth-order Markovian sequences.
• A recursive algorithm for computing the distribution of the number of successes in higher-order Markovian trials

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