On the probability generating function of the sum of Markov Bernoulli random variables
- 1 December 1982
- journal article
- Published by Cambridge University Press (CUP) in Journal of Applied Probability
- Vol. 19 (A) , 321-326
- https://doi.org/10.1017/s0021900200034677
Abstract
A direct proof of the expression for the limit probability generating function (p.g.f.) of the sum of Markov Bernoulli random variables is outlined. This depends on the larger eigenvalue of the transition probability matrix of their Markov chain.Keywords
This publication has 2 references indexed in Scilit:
- On the limit of the Markov binomial distributionJournal of Applied Probability, 1981
- The Meaning of Binomial DistributionNature, 1960