Run Probabilities in Sequences of Markov-Dependent Trials
- 1 March 1983
- journal article
- research article
- Published by JSTOR in Journal of the American Statistical Association
- Vol. 78 (381) , 168
- https://doi.org/10.2307/2287125
Abstract
The probability of the occurrence of a run R is obtained as a function of the composition of R, the number n of trials, and the probabilities of the v ≥ 2 possible outcomes at each trial. The run R can consist of any specified sequence of outcomes, and the probability that one or more of a given collection of runs occurs is also evaluated. The probabilities of the v possible outcomes can vary arbitrarily from trial to trial, and can be L-order Markov dependent on the L preceding outcomes. The practical application of these results is discussed.Keywords
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