On the joint distribution of stopping times and stopped sums in multistate exchangeable trials
DOI10.1239/JAP/1402578638zbMATH Open1294.60013OpenAlexW2006021660MaRDI QIDQ5169739FDOQ5169739
Authors: Michael V. Boutsikas, Demetrios L. Antzoulakos, Athanasios C. Rakitzis 
Publication date: 11 July 2014
Published in: Journal of Applied Probability (Search for Journal in Brave)
Full work available at URL: https://doi.org/10.1239/jap/1402578638
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exchangeabilitystopping timeacceptance samplingcoupon collector's problemstopped summultistate trialrun and scan statistics
Probability distributions: general theory (60E05) Exact distribution theory in statistics (62E15) Sums of independent random variables; random walks (60G50) Exchangeability for stochastic processes (60G09)
Cites Work
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- Polya trees and random distributions
- On success runs of length exceeded a threshold
- Joint distributions of successes, failures and patterns in enumeration problems
- Discrete scan statistics generated by exchangeable binary trials
- Run Statistics Defined on the Multicolor URN Model
- Distribution of runs in a sequence of exchangeable multi-state trials
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- Joint distributions associated with patterns, successes and failures in a sequence of multi-state trials
- A direct method to obtain the joint distribution of successes, failures and patterns in enumeration problems
- On generating functions of waiting time problems for sequence patterns of discrete random variables
- Joint distributions of numbers of success-runs and failures until the first consecutive \(k\) successes in a binary sequence
- Distributions of numbers of failures and successes until the first consecutive \(k\) successes
- On the joint distribution of stopping times and stopped sums in multistate exchangeable trials
- On Generating Functions of Waiting Times and Numbers of Occurrences of Compound Patterns in a Sequence of Multistate Trials
Cited In (6)
- Dynamic Programming by Exchangeability
- A Simple Property of Exchangeable Random Variables
- On the number of claims until ruin in a two-barrier renewal risk model with Erlang mixtures
- On the joint distribution of stopping times and stopped sums in multistate exchangeable trials
- On homogeneous multivariate distributions in random occupancy models and their applications
- Distributions of runs and scans in multistate Markov exchangeable sequences
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