Approximating the tail probabilities of the longest run in a sequence of Bernoulli trials

DOI10.1080/00949655.2018.1486841OpenAlexW2807744205WikidataQ129654821 ScholiaQ129654821MaRDI QIDQ4960718

Ayman Baklizi

Publication date: 23 April 2020

Published in: Journal of Statistical Computation and Simulation (Search for Journal in Brave)

Full work available at URL: https://doi.org/10.1080/00949655.2018.1486841

zbMATH Keywords

saddlepoint approximationprobability generating functionBernoulli trialsrun lengthpartial fraction approximation

Mathematics Subject Classification ID

Statistics (62-XX)

Related Items (2)

Approximations for success run probabilities in Bernoulli trials ⋮ Concurrent sequences of Bernoulli trials

Cites Work

• The Longest Run of Heads
• Saddlepoint Approximations with Applications
• TESTING SYMMETRY USING A TRIMMED LONGEST RUN STATISTIC
• On exact and large deviation approximation for the distribution of the longest run in a sequence of two-state Markov dependent trials
• Tail Probability Approximations
• Longest run of consecutive observations having a specified attribute
• Saddlepoint Approximations in Statistics
• Successes, runs and longest runs
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