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On runs of length exceeding a threshold: normal approximation

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  • Frosso Makri
  • Zaharias Psillakis

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  • Frosso Makri & Zaharias Psillakis, 2011. "On runs of length exceeding a threshold: normal approximation," Statistical Papers, Springer, vol. 52(3), pages 531-551, August.
    • Handle: RePEc:spr:stpapr:v:52:y:2011:i:3:p:531-551
    DOI: 10.1007/s00362-009-0268-y
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    References listed on IDEAS

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    1. James Fu & W. Lou & Zhi-Dong Bai & Gang Li, 2002. "The Exact and Limiting Distributions for the Number of Successes in Success Runs Within a Sequence of Markov-Dependent Two-State Trials," Annals of the Institute of Statistical Mathematics, Springer;The Institute of Statistical Mathematics, vol. 54(4), pages 719-730, December.
    2. Ling, K. D., 1988. "On binomial distributions of order k," Statistics & Probability Letters, Elsevier, vol. 6(4), pages 247-250, March.
    3. Donald E. K. Martin, 2005. "Distribution of the Number of Successes in Success Runs of Length at Least k in Higher-Order Markovian Sequences," Methodology and Computing in Applied Probability, Springer, vol. 7(4), pages 543-554, December.
    4. Serkan Eryilmaz, 2005. "On the distribution and expectation of success runs in nonhomogeneous Markov dependent trials," Statistical Papers, Springer, vol. 46(1), pages 117-128, January.
    5. Binswanger, K. & Embrechts, P., 1994. "Longest runs in coin tossing," Insurance: Mathematics and Economics, Elsevier, vol. 15(2-3), pages 139-149, December.
    6. D. Antzoulakos & S. Bersimis & M. Koutras, 2003. "On the distribution of the total number of run lengths," Annals of the Institute of Statistical Mathematics, Springer;The Institute of Statistical Mathematics, vol. 55(4), pages 865-884, December.
    7. Boutsikas, M. V. & Koutras, M. V., 2002. "Modeling claim exceedances over thresholds," Insurance: Mathematics and Economics, Elsevier, vol. 30(1), pages 67-83, February.
    8. Lou, W. Y. Wendy, 2003. "The exact distribution of the k-tuple statistic for sequence homology," Statistics & Probability Letters, Elsevier, vol. 61(1), pages 51-59, January.
    9. Eryilmaz, Serkan, 2007. "Extension of runs to the continuous-valued sequences," Statistics & Probability Letters, Elsevier, vol. 77(4), pages 383-388, February.
    10. Muselli, Marco, 2000. "Useful inequalities for the longest run distribution," Statistics & Probability Letters, Elsevier, vol. 46(3), pages 239-249, February.
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    Cited by:

    1. Arapis, Anastasios N. & Makri, Frosso S. & Psillakis, Zaharias M., 2016. "On the length and the position of the minimum sequence containing all runs of ones in a Markovian binary sequence," Statistics & Probability Letters, Elsevier, vol. 116(C), pages 45-54.
    2. Eryilmaz, Serkan, 2018. "On success runs in a sequence of dependent trials with a change point," Statistics & Probability Letters, Elsevier, vol. 132(C), pages 91-98.
    3. Eryilmaz, Serkan, 2015. "Discrete time shock models involving runs," Statistics & Probability Letters, Elsevier, vol. 107(C), pages 93-100.
    4. Makri, Frosso S. & Psillakis, Zaharias M. & Arapis, Anastasios N., 2015. "Length of the minimum sequence containing repeats of success runs," Statistics & Probability Letters, Elsevier, vol. 96(C), pages 28-37.

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