On Success runs of a fixed length defined on a $q$-sequence of binary trials
Jungtaek Oh, Dae-Gyu Jang

TL;DR
This paper derives exact and recursive distributions for success runs of fixed length in a sequence of binary trials with geometrically varying probability of ones, providing new formulas and parameter estimation methods.
Contribution
It introduces closed-form and recursive formulas for the distribution of success runs in a non-identically distributed binary sequence with geometric probability variation.
Findings
Derived closed-form PMF for the distribution of runs.
Provided recursive formulas for the distribution.
Addressed parameter estimation via numerical techniques.
Abstract
We study the exact distributions of runs of a fixed length in variation which considers binary trials for which the probability of ones is geometrically varying. The random variable denote the number of success runs of a fixed length , . Theorem 3.1 gives an closed expression for the probability mass function (PMF) of the Type4 -binomial distribution of order . Theorem 3.2 and Corollary 3.1 gives an recursive expression for the probability mass function (PMF) of the Type4 -binomial distribution of order . The probability generating function and moments of random variable are obtained as a recursive expression. We address the parameter estimation in the distribution of by numerical techniques. In the present work, we consider a sequence of independent binary zero and one trials with not necessarily identical distribution with…
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Taxonomy
TopicsBayesian Methods and Mixture Models · Advanced Combinatorial Mathematics · Financial Risk and Volatility Modeling
