On the tail probability of the longest well-matching run

C. J. Chang; C. S.J. Fann; W. C. Chou; I. B. Lian

doi:10.1016/S0167-7152(03)00091-9

On the tail probability of the longest well-matching run

C. J. Chang
, C. S.J. Fann
, W. C. Chou
, I. B. Lian^*

^*Corresponding author for this work

Research output: Contribution to journal › Journal Article › peer-review

4 Scopus citations

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.

Original language	English
Pages (from-to)	267-274
Number of pages	8
Journal	Statistics and Probability Letters
Volume	63
Issue number	3
DOIs	https://doi.org/10.1016/S0167-7152(03)00091-9
State	Published - 01 07 2003
Externally published	Yes

Keywords

Markov chain embedding
Run test
k-Interrupted run

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10.1016/S0167-7152(03)00091-9

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AU - Lian, I. B.

PY - 2003/7/1

Y1 - 2003/7/1

N2 - 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.

AB - 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.

KW - Markov chain embedding

KW - Run test

KW - k-Interrupted run

UR - https://www.scopus.com/pages/publications/0038243046

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DO - 10.1016/S0167-7152(03)00091-9

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JO - Statistics and Probability Letters

JF - Statistics and Probability Letters

IS - 3

ER -

On the tail probability of the longest well-matching run

Abstract

Keywords

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