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- W2003017230 abstract "A model for Bernoulli trials with Markov dependence is developed which possesses the usual frequency parameter $p = Plbrack X_i = 1rbrack$ and an additional dependence parameter $lambda = Plbrack X_i = 1 mid X_{i-1} = 1rbrack$. Sufficient statistics for the model with $p$ and $lambda$ unknown are found and an exact closed form expression for their small sample joint distribution is given. Large sample distribution theory is also given and small sample variances compared with large sample approximations. Easily computed estimators of $p$ and $lambda$ are recommended and shown to be asymptotically efficient. With $p$ unknown the u.m.p. unbiased test of independence is noted to be the run test. An application to a rainfall example is given." @default.
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- W2003017230 date "1973-03-01" @default.
- W2003017230 modified "2023-09-23" @default.
- W2003017230 title "Statistical Inference in Bernoulli Trials with Dependence" @default.
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- W2003017230 doi "https://doi.org/10.1214/aos/1176342377" @default.
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