In this paper, we have used Eryilmaz’s (2008) multi-colour Pólya urn model to obtain joint distributions of runs of t-types of exact lengths (k1, k2, …, kt), at least lengths (k1, k2, …, kt), non-overlapping runs of lengths (k1, k2, … kt) and overlapping runs of lengths (k1, k2, … kt) when counting of runs is done in a circular setup. We have also derived joint distributions of longest runs of various types under similar conditions. Distributions of runs have found applications in fields of reliability of consecutive-k-out-of n: F system, consecutive k-out-of-r-from n: F system, start-up demonstration test, molecular biology, radar detection, time sharing systems and quality control. The literature is profound in discussion of marginal distribution and joint distribution of runs of various types under linear and circular setup using techniques like urn model with balls of two or more colours, probability generating function and compounding discrete distribution with suitable beta functions. Through this paper for first time effort been made to discuss joint distributions of runs of various lengths and types using Multi-colour urn model.
On Generalized Pólya Urn Models