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On Success Runs of Length Exceeded a Threshold

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Abstract

Consider a sequence of n two state (success-failure) trials with outcomes arranged on a line or on a circle. The elements of the sequence are independent (identical or non identical distributed), exchangeable or first-order Markov dependent (homogeneous or non homogeneous) random variables. The statistic denoting the number of success runs of length at least equal to a specific length (a threshold) is considered. Exact formulae, lower/upper bounds and approximations are obtained for its probability distribution. The mean value and the variance of it are derived in an exact form. The distributions and the means of an associated waiting time and the length of the longest success run are provided. The reliability function of certain general consecutive systems is deduced using specific probabilities of the studied statistic. Detailed application case studies, covering a wide variety of fields, are combined with extensive numerical experimentation to illustrate further the theoretical results.

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Authors and Affiliations

  1. Department of Mathematics, University of Patras, 26500, Patras, Greece

    Frosso S. Makri

  2. Department of Physics, University of Patras, 26500, Patras, Greece

    Zaharias M. Psillakis

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  1. Frosso S. Makri
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  2. Zaharias M. Psillakis
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Correspondence to Frosso S. Makri.

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Makri, F.S., Psillakis, Z.M. On Success Runs of Length Exceeded a Threshold. Methodol Comput Appl Probab 13, 269–305 (2011). https://doi.org/10.1007/s11009-009-9147-1

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  • DOI: https://doi.org/10.1007/s11009-009-9147-1

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