Alternating Runs of Geometrically Distributed Random Variables
نویسندگان
چکیده
Run statistics about a sequence of independent geometrically distributed random variables has attracted some attention recently in many areas such as applied probability, reliability, statistical process control, and computer science. In this paper, we first study the mean and variance of the number of alternating runs in a sequence of independent geometrically distributed random variables. Then, using the relation between the model of geometrically distributed random variables and the model of random permutation, we can obtain the variance in a random permutation, which is difficult to derive directly. Moreover, using the central limit theorem for dependent random variables, we can obtain the distribution of the number of alternating runs in a random permutation.
منابع مشابه
Ascending runs of sequences of geometrically distributed random variables: a probabilistic analysis
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ورودعنوان ژورنال:
- J. Inf. Sci. Eng.
دوره 27 شماره
صفحات -
تاریخ انتشار 2011