JSM 2003 Online Program

Abstract #301872

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Activity Number:	208
Type:	Contributed
Date/Time:	Tuesday, August 5, 2003 : 8:30 AM to 10:20 AM
Sponsor:	Section on Statistical Computing
Abstract - #301872
Title:	A Recursive Method for Computing Run Probabilities in Binary Higher-Order Markovian Sequences
Author(s):	Donald E. K. Martin*+
Companies:	Howard University
Address:	8052 Quill Point Dr., Bowie, MD, 20720-4302,
Keywords:	Markovian sequences ; run probabilities ; number of successes ; binary data
Abstract:	We present an algorithm for computing the distribution of the waiting time until the r-th occurrence of a run of k consecutive successes in a binary Markovian sequence of a general order. The distribution of the number of runs of length k in n observations of the sequence is also computed. The distributions of the waiting time until the first run of length k, the waiting time until the occurrence of r successes and the number of successes in n observations may be obtained as special cases. In the algorithm, probabilities may be computed for three different enumeration schemes for the number of runs.

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