BernoulliRuns: Exact Run-Count Distributions

BernoulliRuns computes the exact distribution of the total number of runs in a non-empty sequence of mutually independent Bernoulli trials. The success probability may differ at every position and is treated as known input. The package also counts observed runs, evaluates the expected run count, and computes inclusive lower or upper one-sided tail probabilities.

Details

A run is a maximal consecutive block of equal binary values. The package does not estimate success probabilities, model dependent observations, or define a two-sided p-value.

References

Fu, J. C. and Koutras, M. V. (1994). Distribution theory of runs: A Markov chain approach. Journal of the American Statistical Association, 89(427), 1050–1058. doi:10.1080/01621459.1994.10476841 .

See also

Useful links:

• https://github.com/byuzbasi/BernoulliRuns

• Report bugs at https://github.com/byuzbasi/BernoulliRuns/issues

Author

Maintainer: Bahadır Yüzbaşı bahadir.yuzbasi@inonu.edu.tr (ORCID)