On the limit of the Markov binomial distribution
- 1 December 1981
- journal article
- Published by Cambridge University Press (CUP) in Journal of Applied Probability
- Vol. 18 (4) , 937-942
- https://doi.org/10.2307/3213068
Abstract
Let X1X2, · ·· be a Markov Bernoulli sequence with initial probabilities p of success and q = 1 – p of failure, and probabilities 1 – (1 – π) p, (1 – π) p in the first row and (1 – π) (1 – p), (1 – π) p + πin the second row of the transition matrix. If we define Sn = Σi=1nXi, then the limit distribution P{Sn = k} is obtained when n →∞, np →λ.Keywords
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