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On Bernoulli trials with unequal harmonic success probabilities
by
Huillet, Thierry
, Möhle, Martin
in
Economic Theory/Quantitative Economics/Mathematical Methods
/ Hypothesis testing
/ Markov analysis
/ Mathematics
/ Mathematics and Statistics
/ Parameter estimation
/ Probability
/ Probability Theory and Stochastic Processes
/ Random variables
/ Random walk
/ Statistics
/ Success
/ Windows (intervals)
2024
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On Bernoulli trials with unequal harmonic success probabilities
by
Huillet, Thierry
, Möhle, Martin
in
Economic Theory/Quantitative Economics/Mathematical Methods
/ Hypothesis testing
/ Markov analysis
/ Mathematics
/ Mathematics and Statistics
/ Parameter estimation
/ Probability
/ Probability Theory and Stochastic Processes
/ Random variables
/ Random walk
/ Statistics
/ Success
/ Windows (intervals)
2024
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Do you wish to request the book?
On Bernoulli trials with unequal harmonic success probabilities
by
Huillet, Thierry
, Möhle, Martin
in
Economic Theory/Quantitative Economics/Mathematical Methods
/ Hypothesis testing
/ Markov analysis
/ Mathematics
/ Mathematics and Statistics
/ Parameter estimation
/ Probability
/ Probability Theory and Stochastic Processes
/ Random variables
/ Random walk
/ Statistics
/ Success
/ Windows (intervals)
2024
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On Bernoulli trials with unequal harmonic success probabilities
Journal Article
On Bernoulli trials with unequal harmonic success probabilities
2024
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Overview
A Bernoulli scheme with unequal harmonic success probabilities is investigated, together with some of its natural extensions. The study includes the number of successes over some time window, the times to (between) successive successes and the time to the first success. Large sample asymptotics, statistical parameter estimation, and relations to Sibuya distributions and Yule–Simon distributions are discussed. This toy model is relevant in several applications including reliability, species sampling problems, record values breaking and random walks with disasters.
Publisher
Springer Berlin Heidelberg,Springer Nature B.V,Springer Verlag
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