Approximating the distributions of runs and patterns

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dc.contributor.authorJohnson, Brad C
dc.contributor.authorFu, James C
dc.date.accessioned2014-06-11T11:05:23Z
dc.date.available2014-06-11T11:05:23Z
dc.date.issued2014-06-11
dc.date.updated2014-06-11T11:05:23Z
dc.description.abstractAbstract The distribution theory of runs and patterns has been successfully used in a variety of applications including, for example, nonparametric hypothesis testing, reliability theory, quality control, DNA sequence analysis, general applied probability and computer science. The exact distributions of the number of runs and patterns are often very hard to obtain or computationally problematic, especially when the pattern is complex and n is very large. Normal, Poisson and compound Poisson approximations are frequently used to approximate these distributions. In this manuscript, we (i) study the asymptotic relative error of the normal, Poisson, compound Poisson and finite Markov chain imbedding and large deviation approximations; and (ii) provide some numerical studies to comparing these approximations with the exact probabilities for moderately sized n. Both theoretical and numerical results show that, in the relative sense, the finite Markov chain imbedding approximation performs the best in the left tail and the large deviation approximation performs best in the right tail. AMS Subject Classification Primary 60E05; Secondary 60J10
dc.description.versionPeer Reviewed
dc.identifier.citationJournal of Statistical Distributions and Applications. 2014 Jun 11;1(1):5
dc.identifier.doihttp://dx.doi.org/10.1186/2195-5832-1-5
dc.identifier.urihttp://hdl.handle.net/1993/23621
dc.language.rfc3066en
dc.rightsopen accessen_US
dc.rights.holderBrad C Johnson et al.; licensee BioMed Central Ltd.
dc.titleApproximating the distributions of runs and patterns
dc.typeJournal Article
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