Joint Distribution of Run Statistics in Partially Exchangeable Processes
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Date
2011
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Publisher
Elsevier Science Bv
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Abstract
Let {X-i}(i >= 1) be an infinite sequence of recurrent partially exchangeable random variables with two possible outcomes as either "1" (success) or "0" (failure). In this paper we obtain the joint distribution of success and failure run statistics in {X-i}(i >= 1). The results can be used to obtain the joint distribution of runs in ordinary Markov chains, exchangeable and independent sequences. (C) 2010 Elsevier B.V. All rights reserved.
Description
Eryilmaz, Serkan/0000-0002-2108-1781
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Keywords
de Finetti representation, Exchangeability, Partial exchangeability, Runs, Start-up demonstration tests
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Q4
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Volume
81
Issue
1
Start Page
163
End Page
168