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RUNS IN COIN TOSSING: A GENERAL APPROACH FOR DERIVING DISTRIBUTIONS FOR FUNCTIONALS
KTH, School of Engineering Sciences (SCI), Mathematics (Dept.), Mathematical Statistics.
KTH, School of Engineering Sciences (SCI), Mathematics (Dept.), Mathematics (Div.). Uppsala univ.
2015 (English)In: Journal of Applied Probability, ISSN 0021-9002, E-ISSN 1475-6072, Vol. 52, no 3, 752-770 p.Article in journal (Refereed) Published
Abstract [en]

We take a fresh look at the classical problem of runs in a sequence of independent and identically distributed coin tosses and derive a general identity/recursion which can be used to compute (joint) distributions of functionals of run types. This generalizes and unifies already existing approaches. We give several examples, derive asymptotics, and pose some further questions.

Place, publisher, year, edition, pages
APPLIED PROBABILITY TRUST , 2015. Vol. 52, no 3, 752-770 p.
Keyword [en]
Regeneration, coin tossing, runs, longest run, Poisson approximation, Laplace transform, Rouches theorem
National Category
Probability Theory and Statistics
Identifiers
URN: urn:nbn:se:kth:diva-176987ISI: 000363223900010Scopus ID: 2-s2.0-84946036939OAI: oai:DiVA.org:kth-176987DiVA: diva2:871707
Funder
Swedish Research Council, 2013-4688
Note

QC 20151116

Available from: 2015-11-16 Created: 2015-11-13 Last updated: 2017-12-01Bibliographically approved

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