On runs of length exceeding a threshold: normal approximation

DOI10.1007/S00362-009-0268-YzbMATH Open1230.62017OpenAlexW1966506943MaRDI QIDQ641775FDOQ641775

Authors: Frosso S. Makri, Zaharias M. Psillakis

Publication date: 25 October 2011

Published in: Statistical Papers (Search for Journal in Brave)

Full work available at URL: https://doi.org/10.1007/s00362-009-0268-y

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zbMATH Keywords

asymptotic normality reliability statistical tests Bernoulli trials limiting distribution waiting time

Mathematics Subject Classification ID

Reliability and life testing (62N05) Asymptotic distribution theory in statistics (62E20) Central limit and other weak theorems (60F05)

Cites Work

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The central limit theorem for dependent random variables
Distribution theory of runs and patterns and its applications. A finite Markov chain imbedding approach
Runs and scans with applications
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Success run statistics defined on an urn model
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On exact and large deviation approximation for the distribution of the longest run in a sequence of two-state Markov dependent trials
On binomial distributions of order k
The exact distribution of the \(k\)-tuple statistic for sequence homology
Success runs in a sequence of exchangeable binary trials
The Distribution Theory of Runs
On binomial and circular binomial distributions of order \(k\) for \(l\)-overlapping success runs of length \(k\)
Modeling claim exceedances over thresholds.
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Extension of runs to the continuous-valued sequences
Shortest and longest length of success runs in binary sequences
On the distribution of the total number of run lengths
Polya, Inverse Polya, and Circular Polya Distributions of Orderkforl-Overlapping Success Runs
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On the normal approximation for the distribution of the number of simple or compound patterns in a random sequence of multi-state trials
Reliability Determination of a r-Successive-out-of-n:F System
m-consecutive-k-out-of-n:F systems
Mean success run length
The exact and limiting distributions for the number of successes in success runs within a sequence of Markov-dependent two-state trials
Longest runs in coin tossing
Useful inequalities for the longest run distribution
GERT Analysis of m-consecutive-k-out-of-n:F Systems with Dependence
Distribution of the number of successes in success runs of length at least \(k\) in higher-order Markovian sequences
A note on runs of geometrically distributed random variables
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On Ling's binomial and negative binomial distributions of order k

Cited In (14)

Critical review and comparison of continuity correction methods: The normal approximation to the binomial distribution
Counting certain binary strings
The distributions of sum, minima and maxima of generalized geometric random variables
On the length and the position of the minimum sequence containing all runs of ones in a Markovian binary sequence
Analysis of joint reliability importance in linear \(m\)-consecutive-\(k,l\)-out-of-\(n\):\(F\) system
On occurrences of \(F-S\) strings in linearly and circularly ordered binary sequences
Discrete time shock models involving runs
Central Limit Theorem Approximations for the Number of Runs in Markov-dependent Multi-type Sequences
On \(\ell\)-overlapping runs of ones of length \(k\) in sequences of independent binary random variables
On success runs in a sequence of dependent trials with a change point
Joint distribution of \(k\)-tuple statistics in zero-one sequences of Markov-dependent trials
Length of the minimum sequence containing repeats of success runs
Weak runs in sequences of binary trials
Exact distributions of constrained \((k, \ell )\) strings of failures between subsequent successes

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