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 OJS  Vol.1 No.2 , July 2011
Runs and Patterns in a Sequence of Markov Dependent Bivariate Trials
Kirtee K. Kamalja, Ramkrishna L. Shinde
Abstract: In this paper we consider a sequence of Markov dependent bivariate trials whose each component results in an outcome success (0) and failure (1) i.e. we have a sequence {(Xn/Yn), n>=0} of S={(0/0),(0/1),(1/0),(1/1)}-valued Markov dependent bivariate trials. By using the method of conditional probability generating functions (pgfs), we derive the pgf of joint distribution of (X0n,k10,X1n,k11;Y0n,k20,Y1n,k21) where for i=0,1,Xin,k1i denotes the number of occurrences of i-runs of length k1i in the first component and Yin,k2i denotes the number of occurrences of i-runs of length k2i in the second component of Markov dependent bivariate trials. Further we consider two patterns Λ1 and Λ2 of lengths k1 and k2 respectively and obtain the pgf of joint distribution of (Xn,Λ 1,Yn,Λ2 ) using method of conditional probability generating functions where Xn,Λ1(Yn,Λ2) denotes the number of occurrences of pattern Λ1(Λ2 ) of length k1 (k2) in the first (second) n components of bivariate trials. An algorithm is developed to evaluate the exact probability distributions of the vector random variables from their derived probability generating functions. Further some waiting time distributions are studied using the joint distribution of runs.
Keywords: Markov Dependent Bivariate trials, Conditional Probability Generating Function, Joint Distribution
Cite this paper: nullK. Kamalja and R. Shinde, "Runs and Patterns in a Sequence of Markov Dependent Bivariate Trials," Open Journal of Statistics, Vol. 1 No. 2, 2011, pp. 115-127. doi: 10.4236/ojs.2011.12014.
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