6.8.6.2.2. statsmodels.sandbox.stats.runs.RunsProb¶
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class
statsmodels.sandbox.stats.runs.RunsProb[source]¶ distribution of success runs of length k or more (classical definition)
The underlying process is assumed to be a sequence of Bernoulli trials of a given length n.
not sure yet, how to interpret or use the distribution for runs of length k or more.
Musseli also has longest success run, and waiting time distribution negative binomial of order k and geometric of order k
need to compare with Godpole
need a MonteCarlo function to do some quick tests before doing more
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__init__¶ x.__init__(...) initializes x; see help(type(x)) for signature
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