Author:
Chadjiconstantinidis S,Antzoulakos D. L.,Koutras M. V.
Abstract
Let ε be a (single or composite) pattern defined over a sequence of Bernoulli trials. This article presents a unified approach for the study of the joint distribution of the number Sn of successes (and Fn of failures) and the number Xn of occurrences of ε in a fixed number of trials as well as the joint distribution of the waiting time Tr till the rth occurrence of the pattern and the number STr of successes (and FTr of failures) observed at that time. General formulae are developed for the joint probability mass functions and generating functions of (Xn,Sn), (Tr,STr) (and (Xn,Sn,Fn),(Tr,STr,FTr)) when Xn belongs to the family of Markov chain imbeddable variables of binomial type. Specializing to certain success runs, scans and pattern problems several well-known results are delivered as special cases of the general theory along with some new results that have not appeared in the statistical literature before.
Publisher
Cambridge University Press (CUP)
Subject
Applied Mathematics,Statistics and Probability
Cited by
25 articles.
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