JSM 2012 Home

JSM 2012 Online Program

The views expressed here are those of the individual authors and not necessarily those of the JSM sponsors, their officers, or their staff.

Online Program Home

Abstract Details

Activity Number: 525
Type: Contributed
Date/Time: Wednesday, August 1, 2012 : 10:30 AM to 12:20 PM
Sponsor: International Chinese Statistical Association
Abstract - #306598
Title: Recursive Equations in Finite Markov Chain Imbedding
Author(s): Yu-Fei Hsieh*+
Companies:
Address: 206-1691 Pembina Hwy, Winnipeg, MB, R3T 2G6, Canada
Keywords: recursive equation ; simple and compound patterns ; waiting time ; finite Markov chain imbedding ; probability generating function
Abstract:

In this presentation, recursive equations for waiting time distributions of r-th occurrence of a compound pattern are studied via the finite Markov chain imbedding technique under overlapping and non-overlapping counting schemes in sequences of independent and identically distributed (i.i.d.) or Markov dependent multi-state trials. Using the relationship between number of patterns and r-th waiting time, recursive equations for distributions of number of patterns are obtained. The probability generating functions are also obtained. Examples and numerical results are also given.


The address information is for the authors that have a + after their name.
Authors who are presenting talks have a * after their name.

Back to the full JSM 2012 program




2012 JSM Online Program Home

For information, contact jsm@amstat.org or phone (888) 231-3473.

If you have questions about the Continuing Education program, please contact the Education Department.