Inverse Bernoulli Trials with Dependence.
WISCONSIN UNIV MADISON DEPT OF STATISTICS
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A model for inverse sampling with Markov dependence between successive Bernoulli random variables is presented. Sufficient statistics for the model are given along with the joint distribution worked out from the sampling theory of a modified geometric distribution. Simple estimators of the parameters are given which are asymptotically efficient. A uniformly most powerful test of independence is also derived with a null distribution related to the hypergeometric. Author
- Statistics and Probability