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AuthorBaklizi A.
Available date2020-03-03T06:19:04Z
Publication Date2018
Publication NameJournal of Statistical Computation and Simulation
ResourceScopus
ISSN949655
URIhttp://dx.doi.org/10.1080/00949655.2018.1486841
URIhttp://hdl.handle.net/10576/13127
AbstractWe consider the longest run of either successes or failures in a sequence of (Formula presented.) Bernoulli trials. The exact distribution of this random variable is obtained using probability generating function techniques. We consider approximating the tail areas of this random variable using a partial fraction approximation and a saddlepoint approximation with various continuity corrections. We investigate and compare the performance of the approximations for various values of sequence length and various values of the probability of success.
Languageen
PublisherTaylor and Francis Ltd.
SubjectBernoulli trials
partial fraction approximation
probability generating function
run length
saddlepoint approximation
TitleApproximating the tail probabilities of the longest run in a sequence of Bernoulli trials
TypeArticle
Pagination2751 - 2760
Issue Number14
Volume Number88
dc.accessType Abstract Only


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