On Runs and Longest Run Tests: A Method of Finite Markov Chain Imbedding
游程与最长游程检验:有限马尔可夫链嵌入方法
In this article, under very general assumptions on Bernoulli trials, a simple numerical method based on the finite Markov chain imbedding technique is systematically developed to determine (a) the joint distribution of the number of success runs and the number of successes; (b) the conditional distribution of the number of success runs given the number of successes, that is, the exact distribution of the success runs test statistic; (c) the joint distribution of the length…