CrossRef Open Access 2023

Approximations for success run probabilities in Bernoulli trials

Stephen Kaczkowski

Abstrak

Concise and convenient bounds are obtained for the probability mass and cumulative distribution functions associated with the first success run of length k k in a sequence of n n Bernoulli trials. Results are compared to an approximation obtained by the Stein–Chen method as well as to bounds obtained from statistical reliability theory. These approximation formulas are used to obtain precise estimates of the expectation value associated with the occurrence of at least one success run of length k k within N N concurrent sequences of Bernoulli trials.

Penulis (1)

S

Stephen Kaczkowski

Format Sitasi

Kaczkowski, S. (2023). Approximations for success run probabilities in Bernoulli trials. https://doi.org/10.1090/tpms/1186

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Informasi Jurnal
Tahun Terbit
2023
Bahasa
en
Sumber Database
CrossRef
DOI
10.1090/tpms/1186
Akses
Open Access ✓