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

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  • Wendy Lou, W. Y.

Abstract

The method of finite Markov chain imbedding developed by Fu and Koutras (1994) has become a popular and useful tool for studying runs and patterns-related problems. In this article, their approach is used as an alternative for obtaining the exact conditional distribution of the success runs statistic given the number of successes in a sequence of n i.i.d. Bernoulli trials, which, in the past, was computed mainly from traditional combinatorics.

Suggested Citation

  • Wendy Lou, W. Y., 1997. "An application of the method of finite Markov chain imbedding to runs tests," Statistics & Probability Letters, Elsevier, vol. 31(3), pages 155-161, January.
    • Handle: RePEc:eee:stapro:v:31:y:1997:i:3:p:155-161
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    References listed on IDEAS

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    1. Godbole, Anant P., 1990. "Specific formulae for some success run distributions," Statistics & Probability Letters, Elsevier, vol. 10(2), pages 119-124, July.
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    Cited by:

    1. Kiyoshi Inoue & Sigeo Aki, 2007. "Joint Distributions of Numbers of Runs of Specified Lengths in a Sequence of Markov Dependent Multistate Trials," Annals of the Institute of Statistical Mathematics, Springer;The Institute of Statistical Mathematics, vol. 59(3), pages 577-595, September.
    2. Bellini, Fabio & Figa-Talamanca, Gianna, 2005. "Runs tests for assessing volatility forecastability in financial time series," European Journal of Operational Research, Elsevier, vol. 163(1), pages 102-114, May.

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