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A new Markov Binomial distribution

Author

Listed:
  • Minkova, Leda D.

    (Faculty of Mathematics and Informatics Sofia University "St. Kl. Ohridski")

  • Omey, Edward

    (Hogeschool-Universiteit Brussel (HUB), Belgium)

Abstract

In this paper, we introduce a two state homogeneous Markov chain and define a geometric distribution related to this Markov chain. We define also the negative binomial distribution similar to the classical case and call it NB related to interrupted Markov chain. The new binomial distribution is related to the interrupted Markov chain. Some characterization properties of the Geometric distributions are given. Recursion formulas and probability mass functions for the NB distribution and the new binomial distribution are derived.

Suggested Citation

  • Minkova, Leda D. & Omey, Edward, 2011. "A new Markov Binomial distribution," Working Papers 2011/24, Hogeschool-Universiteit Brussel, Faculteit Economie en Management.
    • Handle: RePEc:hub:wpecon:201124
    as

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    References listed on IDEAS

    as
    1. Lih–Yuan Deng & Raj S. Chhikara, 1990. "On the characterization of the exponential distribution by the independence of its integer and fractional parts," Statistica Neerlandica, Netherlands Society for Statistics and Operations Research, vol. 44(2), pages 83-85, June.
    2. Yu, Chang & Zelterman, Daniel, 2002. "Sums of dependent Bernoulli random variables and disease clustering," Statistics & Probability Letters, Elsevier, vol. 57(4), pages 363-373, May.
    Full references (including those not matched with items on IDEAS)

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