On runs of ones defined on a q-sequence of binary trials

Metrika ◽  
2015 ◽  
Vol 79 (5) ◽  
pp. 579-602 ◽  
Author(s):  
Frosso S. Makri ◽  
Zaharias M. Psillakis
Keyword(s):  
2000 ◽  
Vol 87 (2) ◽  
pp. 177-185 ◽  
Author(s):  
Valeri T. Stefanov
Keyword(s):  

2017 ◽  
Vol 54 (2) ◽  
pp. 363-378 ◽  
Author(s):  
Markos V. Koutras ◽  
Demetrios P. Lyberopoulos

Abstract In the present work, some new maximal inequalities for nonnegative N-demi(super)martingales are first developed. As an application, new bounds for the cumulative distribution function of the waiting time for the first occurrence of a scan statistic in a sequence of independent and identically distributed (i.i.d.) binary trials are obtained. A numerical study is also carried out for investigating the behavior of the new bounds.


2021 ◽  
Author(s):  
Zhengze Zhou ◽  
Richard B. Darlington

Suppose N experimental participants each undergo t binary trials, and you want to show that at least some of the participants have higher success rates than would be expected if the true success rate for all participants on all trials were the same known value pnull. Under broad circumstances, a new test called SILR has substantially higher power than six other tests that might be used for this purpose. In one example, SILR yielded a significance level of 0.0032 while the other six tests all yielded values above 0.05. In one power analysis, SILR’s power exceeded that of the standard binomial test, applied to the results of all trials for all participants, even when the sample size for SILR was less than 30% that for the binomial.We provide a free R program for SILR. It can also find confidence limits on the number of experimental participants whose true hit rate exceeds the null value, and on the highest and lowest true hit rates of any participants. SILR does not show conclusively that any particular participant’s true hit rate differs significantly from the null rate. If such tests are desired, that can be done with Bonferroni-corrected binomial tests on individual participants. But SILR often has much higher power than these tests.


2010 ◽  
Vol 47 (1) ◽  
pp. 157-178 ◽  
Author(s):  
Frosso S. Makri

Consider a sequence of exchangeable or independent binary trials ordered on a line or on a circle. The statistics denoting the number of times an F-S string of length (at least) k1 + k2, that is, (at least) k1 failures followed by (at least) k2 successes in n such trials, are studied. The associated waiting time for the rth occurrence of an F-S string of length (at least) k1 + k2 in linearly ordered trials is also examined. Exact formulae, lower/upper bounds and approximations are derived for their distributions. Mean values and variances of the number of occurrences of F-S strings are given in exact formulae too. Particular exchangeable and independent sequences of binary random variables, used in applied research, combined with numerical examples clarify further the theoretical results.


1984 ◽  
Vol 38 (4) ◽  
pp. 250 ◽  
Author(s):  
Seymour Geisser

2008 ◽  
Vol 51 (4) ◽  
pp. 959-973 ◽  
Author(s):  
Sevcan Demir ◽  
Serkan Eryılmaz
Keyword(s):  

1999 ◽  
Vol 36 (04) ◽  
pp. 1012-1018
Author(s):  
Valeri T. Stefanov

We derive explicit closed expressions for the moment generating functions of whole collections of quantities associated with the waiting time till the occurrence of composite events in either discrete or continuous-time models. The discrete-time models are independent, or Markov-dependent, binary trials and the events of interest are collections of successes with the property that each two consecutive successes are separated by no more than a fixed number of failures. The continuous-time models are renewal processes and the relevant events are clusters of points. We provide a unifying technology for treating both the discrete and continuous-time cases. This is based on first embedding the problems into similar ones for suitably selected Markov chains or Markov renewal processes, and second, applying tools from the exponential family technology.


1984 ◽  
Vol 38 (4) ◽  
pp. 244 ◽  
Author(s):  
Seymour Geisser

2003 ◽  
Vol 17 (4) ◽  
pp. 509-525 ◽  
Author(s):  
Michael V. Boutsikas ◽  
Markos V. Koutras

In the present article, we develop some efficient bounds for the distribution function of a two-dimensional scan statistic defined on a (double) sequence of independent and identically distributed (i.i.d.) binary trials. The methodology employed here takes advantage of the connection between the scan statistic problem and an equivalent reliability structure and exploits appropriate techniques of reliability theory to establish tractable bounds for the distribution of the statistic of interest. An asymptotic result is established and a numerical study is carried out to investigate the efficiency of the suggested bounds.


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