Run Probabilities in Sequences of Markov-Dependent Trials

Run Probabilities in Sequences of Markov-Dependent Trials
复制标题

马尔可夫相关试验序列中的运行概率

DOI:
10.1080/01621459.1983.10477947
复制
发表时间:
1983
影响因子:
3.7
通讯作者:
S. Schwager
S. Schwager
中科院分区:
数学1区
文献类型:
--
作者:
S. Schwager

文献摘要

被引文献

相似文献

运行R的发生概率是R、试验数n和每次试验中v≥2个可能结果的概率的组合函数。运行R可以由任何指定的结果序列组成,并且还会评估一个或多个给定运行集合发生的概率。v个可能结果的概率可以任意变化,并且可以是L阶马尔可夫依赖于前面的L个结果。讨论了这些结果的实际应用。
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.