On the joint distribution of stopping times and stopped sums in multistate exchangeable trials

DOI10.1239/JAP/1402578638MaRDI QIDQ5169739zbMATH OpenOpenAlexFDO

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

zbMATH Keywords

exchangeabilitystopping timeacceptance samplingcoupon collector's problemstopped summultistate trialrun and scan statistics

Mathematics Subject Classification ID

Probability distributions: general theory (60E05) Exact distribution theory in statistics (62E15) Sums of independent random variables; random walks (60G50) Exchangeability for stochastic processes (60G09)

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Cites work

• scientific article; zbMATH DE number 3493681 (Why is no real title available?)
• A direct method to obtain the joint distribution of successes, failures and patterns in enumeration problems
• Discrete scan statistics generated by exchangeable binary trials
• Distribution of runs in a sequence of exchangeable multi-state trials
• Distributions of numbers of failures and successes until the first consecutive \(k\) successes
• Distributions of simple patterns in some kinds of exchangeable sequences
• Joint distributions associated with patterns, successes and failures in a sequence of multi-state trials
• Joint distributions of numbers of success-runs and failures until the first consecutive \(k\) successes in a binary sequence
• Joint distributions of successes, failures and patterns in enumeration problems
• On Generating Functions of Waiting Times and Numbers of Occurrences of Compound Patterns in a Sequence of Multistate Trials
• On generating functions of waiting time problems for sequence patterns of discrete random variables
• On success runs of length exceeded a threshold
• On the joint distribution of stopping times and stopped sums in multistate exchangeable trials
• Polya trees and random distributions
• Run Statistics Defined on the Multicolor URN Model
• Runs and scans with applications

Cited in

(7)

• A Simple Property of Exchangeable Random Variables
• Stopping times occurring simultaneously
• 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
• Dynamic Programming by Exchangeability

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