6.8.6.2.2.1.1. statsmodels.sandbox.stats.runs.RunsProb.pdf

RunsProb.pdf(x, k, n, p)

distribution of success runs of length k or more

Parameters:

x : float

count of runs of length n

k : int

length of runs

n : int

total number of observations or trials

p : float

probability of success in each Bernoulli trial

Returns:

pdf : float

probability that x runs of length of k are observed

Notes

not yet vectorized

References

Muselli 1996, theorem 3