On the Tail Probability of the Longest Well-Matching Run
Resource
STATISTICS & PROBABILITY LETTERS v.63 n.3 pp.267-274
Journal
Statistics & Probability Letters
Pages
267-274
Date Issued
2003
Date
2003
Author(s)
Chang, C.J.
Fann, C.S.J.
Chou, W.C.
Lian, I.B.
Abstract
The distribution of the length of the longest run has wide applications in regard to reliability and DNA sequencing. Statistical tests based on the longest well-matching run are usually considered to be more reasonable than tests based on the perfect-matching run. In this paper, a method adopted from Fu and Koutras (J. Amer. Statist. Assoc. 89 (1994) 1050) is proposed to improve the efficiency of computing the exact distribution of length. We used the result to investigate the accuracy of some approximations of the distribution. (C) 2003 Elsevier Science B.V. All rights reserved.
Subjects
run test
Markov chain embedding
k-interrupted run
SDGs