An application of the method of finite Markov chain imbedding to runs tests

DOI10.1016/S0167-7152(96)00027-2zbMath0882.60071OpenAlexW1987239767MaRDI QIDQ1359716

W. Y. Wendy Lou

Publication date: 18 February 1998

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

Full work available at URL: https://doi.org/10.1016/s0167-7152(96)00027-2

zbMATH Keywords

transition probability matrixBernoulli trialssuccess runs

Mathematics Subject Classification ID

Non-Markovian processes: estimation (62M09) Applications of Markov chains and discrete-time Markov processes on general state spaces (social mobility, learning theory, industrial processes, etc.) (60J20)

Related Items (3)

Joint distributions of numbers of runs of specified lengths in a sequence of Markov dependent multistate trials ⋮ Runs tests for assessing volatility forecastability in financial time series ⋮ On ordered series and later waiting time distributions in a sequence of Markov dependent multistate trials

Cites Work

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• Specific formulae for some success run distributions
• Reliability of Consecutive-k-out-of-n:F Systems with (k-1)-step Markov Dependence
• On Runs and Longest Run Tests: A Method of Finite Markov Chain Imbedding
• A POWER FUNCTION FOR TESTS OF RANDOMNESS IN A SEQUENCE OF ALTERNATIVES
• Tables for Testing Randomness of Grouping in a Sequence of Alternatives

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