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On sooner and later waiting time distributions associated with simple patterns in a sequence of bivariate trials

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  • Kiyoshi Inoue
  • Sigeo Aki

Abstract

In this article, we study sooner/later waiting time problems for simple patterns in a sequence of bivariate trials. The double generating functions of the sooner/later waiting times for the simple patterns are expressed in terms of the double generating functions of the numbers of occurrences of the simple patterns. Effective computational tools are developed for the evaluation of the waiting time distributions along with some examples. The results presented here provide perspectives on the waiting time problems arising from bivariate trials and extend a framework for studying the exact distributions of patterns. Finally, some examples are given in order to illustrate how our theoretical results are employed for the investigation of the waiting time problems for simple patterns. Copyright Springer-Verlag Berlin Heidelberg 2014

Suggested Citation

  • Kiyoshi Inoue & Sigeo Aki, 2014. "On sooner and later waiting time distributions associated with simple patterns in a sequence of bivariate trials," Metrika: International Journal for Theoretical and Applied Statistics, Springer, vol. 77(7), pages 895-920, October.
  • Handle: RePEc:spr:metrik:v:77:y:2014:i:7:p:895-920
    DOI: 10.1007/s00184-013-0478-0
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    References listed on IDEAS

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    1. Kiyoshi Inoue & Sigeo Aki & Balakrishnan Narayanaswamy, 2013. "Generating Functions of Waiting Times and Numbers of Visits for Random Walks on Graphs," Methodology and Computing in Applied Probability, Springer, vol. 15(2), pages 349-362, June.
    2. S. Robin & J.-J. Daudin, 2001. "Exact Distribution of the Distances between Any Occurrences of a Set of Words," Annals of the Institute of Statistical Mathematics, Springer;The Institute of Statistical Mathematics, vol. 53(4), pages 895-905, December.
    3. Sigeo Aki & Katuomi Hirano, 1999. "Sooner and Later Waiting Time Problems for Runs in Markov Dependent Bivariate Trials," Annals of the Institute of Statistical Mathematics, Springer;The Institute of Statistical Mathematics, vol. 51(1), pages 17-29, March.
    4. Sigeo Aki & Katuomi Hirano, 2013. "Coupon collector’s problems with statistical applications to rankings," Annals of the Institute of Statistical Mathematics, Springer;The Institute of Statistical Mathematics, vol. 65(3), pages 571-587, June.
    5. Kiyoshi Inoue & Sigeo Aki, 2009. "On waiting time distributions associated with compound patterns in a sequence of multi-state trials," Annals of the Institute of Statistical Mathematics, Springer;The Institute of Statistical Mathematics, vol. 61(2), pages 499-516, June.
    6. Ebneshahrashoob, M. & Sobel, Milton, 1990. "Sooner and later waiting time problems for Bernoulli trials: frequency and run quotas," Statistics & Probability Letters, Elsevier, vol. 9(1), pages 5-11, January.
    7. Sobel, Milton & Frankowski, Krzysztof, 1994. "A duality theorem for solving multiple-player multivariate hypergeometric problems," Statistics & Probability Letters, Elsevier, vol. 20(2), pages 155-162, May.
    8. Marshall, Albert W. & Olkin, Ingram, 1990. "Bivariate distributions generated from Pólya-Eggenberger urn models," Journal of Multivariate Analysis, Elsevier, vol. 35(1), pages 48-65, October.
    9. Demetrios Antzoulakos & Stathis Chadjiconstantinidis, 2001. "Distributions of Numbers of Success Runs of Fixed Length in Markov Dependent Trials," Annals of the Institute of Statistical Mathematics, Springer;The Institute of Statistical Mathematics, vol. 53(3), pages 599-619, September.
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