Joint distribution of run statistics in partially exchangeable processes

DOI10.1016/J.SPL.2010.10.014zbMATH Open1205.60033OpenAlexW2033353085MaRDI QIDQ618028FDOQ618028

Serkan Eryilmaz

Publication date: 14 January 2011

Published in: Statistics \& Probability Letters (Search for Journal in Brave)

Full work available at URL: https://doi.org/10.1016/j.spl.2010.10.014

Recommendations

• Distribution of run statistics in partially exchangeable processes
• Success runs in a sequence of exchangeable binary trials
• Distribution theory of runs via exchangeable random variables
• Joint distributions of numbers of success-runs and failures until the first consecutive \(k\) successes
• Formulae and recursions for the joint distributions of success runs of several lengths in a two-state Markov chain

zbMATH Keywords

exchangeabilitypartial exchangeabilityrunsstart-up demonstration testsde Finetti representation

Mathematics Subject Classification ID

Probability distributions: general theory (60E05) Exact distribution theory in statistics (62E15)

Cites Work

• De Finetti's theorem for Markov chains
• On Occurrences of F-S Strings in Linearly and Circularly Ordered Binary Sequences
• Success runs in a sequence of exchangeable binary trials
• Run statistics in a sequence of arbitrarily dependent binary trials
• Distribution of run statistics in partially exchangeable processes
• On success runs of length exceeded a threshold
• Title not available (Why is that?)
• Assessing the Order of Dependence for Partially Exchangeable Binary Data
• Run Statistics Defined on the Multicolor URN Model
• Distribution of runs in a sequence of exchangeable multi-state trials
• Parametric partially exchangeable models for multiple binary sequences
• The distribution of partially exchangeable random variables

Cited In (8)

• On ℓ-overlapping Runs of Ones of Lengthkin Sequences of Independent Binary Random Variables
• On distributions of runs in the compound binomial risk model
• Start-up demonstration tests: models, methods and applications, with some unifications
• Counting certain binary strings
• Distributions of statistics describing concentration of runs in non homogeneous Markov-dependent trials
• Exact distributions of constrained \((k, \ell )\) strings of failures between subsequent successes
• A family of induced distributions
• Joint distributions of numbers of runs of specified lengths on directed trees

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