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Waiting time problems for patterns and their statistical applications

Research Project

Project/Area Number 16500183
Research Category

Grant-in-Aid for Scientific Research (C)

Allocation TypeSingle-year Grants
Section一般
Research Field Statistical science
Research InstitutionThe Institute of Statistical Mathematics

Principal Investigator

HIRANO Katuomi  The Institute of Statistical Mathematics, Department of Mathematical Analysis and Statistical Inference, Professor (30000186)

Project Period (FY) 2004 – 2007
Project Status Completed (Fiscal Year 2007)
Budget Amount *help
¥3,240,000 (Direct Cost: ¥3,000,000、Indirect Cost: ¥240,000)
Fiscal Year 2007: ¥1,040,000 (Direct Cost: ¥800,000、Indirect Cost: ¥240,000)
Fiscal Year 2006: ¥600,000 (Direct Cost: ¥600,000)
Fiscal Year 2005: ¥600,000 (Direct Cost: ¥600,000)
Fiscal Year 2004: ¥1,000,000 (Direct Cost: ¥1,000,000)
KeywordsWaiting time problems / Probability generating function / Markov chain / Conditional expectation / Pattern / Reliability / Consecutive system / Geometric distribution of order k / パターン / 条件付期待値 / exchangeable sequence / 統計数学 / 確率論 / 文字列 / 連 / 離散分布 / システムの信頼性
Research Abstract

[1]. We consider waiting time problems for a two-dimensional pattern in a sequence of i.i.d. random vectors each of whose entries is 0 or 1. We deal with a two-dimensional pattern with a general shape in the two-dimensional lattice which is generated by the above sequence of random vectors. A general method for obtaining the exact distribution of the waiting time for the first occurrence of the pattern in the sequence is presented. The method is an extension of the method of conditional probability generating functions and it is very suitable for computations with computer algebra systems as well as usual numerical computations. Computational results applied to computation of exact system reliability are also given.
[2]. A simple relationship between the geometric distributions of order (k-1) and of order k is obtained based on stepwise conditioning with an increasing sequence of stepping times. The idea is extended to the corresponding problem for higher order Markov dependent trials a … More nd the probability generating function of the waiting time for the first occurrence of consecutive k successes in the m-th order Markov dependent trials is given explicitly. This provides surprisingly good algorithm for obtaining the probability generating function when k is large.
[3]. This paper proposes a method for obtaining the exact probability of occurrence of the first success run of specified length with the additional constraint that at every trial until the occurrence of the first success run the number of successes up to the trial exceeds that of failures. For the sake of the additional constraint, the problem can not be solved by the usual method of conditional probability generating functions. An idea of a kind of truncation is introduced and studied in order to solve the problem. Concrete methods for obtaining the probability in the cases of Bernoulli trials and time-homogeneous{0, 1}-valued Markov dependent trials are given. As an application of the results, a modification of the start-up demonstration test is studied. Numerical examples which illustrate the feasibility of the results are also given.
[4]. Exact joint distributions of waiting times for two patterns in a sequence of higher order time-homogeneous Markov dependent trials are studied, where the patterns are not necessarily assumed to be distinct with each other. We prove that exact joint probability generating functions, which are regarded as expectations of the corresponding random variables, are derived through calculating the conditional expectation based on conditioning by the sooner waiting time and the pattern which comes sooner. We also give illustrative numerical examples in order to demonstrate the performance of our results. Less

Report

(5 results)
  • 2007 Annual Research Report   Final Research Report Summary
  • 2006 Annual Research Report
  • 2005 Annual Research Report
  • 2004 Annual Research Report
  • Research Products

    (21 results)

All 2007 2006 2005 2004 Other

All Journal Article (12 results) (of which Peer Reviewed: 7 results) Presentation (9 results)

  • [Journal Article] On the waiting time for the first success run2007

    • Author(s)
      Aki, S. and Hirano, K.
    • Journal Title

      Annals of the Institute of Statistical Mathematics 59

      Pages: 597-602

    • NAID

      40015577822

    • Description
      「研究成果報告書概要(和文)」より
    • Related Report
      2007 Final Research Report Summary
    • Peer Reviewed
  • [Journal Article] On the waiting time for the first success run.2007

    • Author(s)
      Aki, S., Hirano, K.
    • Journal Title

      Annals of the Institute of Statistical Mathematics 59

      Pages: 597-602

    • NAID

      40015577822

    • Description
      「研究成果報告書概要(欧文)」より
    • Related Report
      2007 Final Research Report Summary
  • [Journal Article] On the waiting time for the first success run2007

    • Author(s)
      Aki, S.
    • Journal Title

      Annals of the Institute of Statistical Mathematics 59

      Pages: 597-602

    • Related Report
      2007 Annual Research Report
    • Peer Reviewed
  • [Journal Article] Waiting time problems for a two-dimensional pattern2004

    • Author(s)
      Aki, S. and Hirano, K.
    • Journal Title

      Annals of the Institute of Statistical Mathematics 56

      Pages: 169-182

    • NAID

      40006149248

    • Description
      「研究成果報告書概要(和文)」より
    • Related Report
      2007 Final Research Report Summary
    • Peer Reviewed
  • [Journal Article] Waiting time problems for a two-dimensional pattern2004

    • Author(s)
      Aki, S., Hirano, K.
    • Journal Title

      Annals of the Institute of Statistical. Mathematics 56

      Pages: 169-182

    • NAID

      40006149248

    • Description
      「研究成果報告書概要(欧文)」より
    • Related Report
      2007 Final Research Report Summary
  • [Journal Article] Waiting time problems for a two-dimensional pattern2004

    • Author(s)
      Aki, S., Hirano, K.
    • Journal Title

      Annals of the Institute of Statistical Mathematics 56

      Pages: 169-182

    • NAID

      40006149248

    • Related Report
      2004 Annual Research Report
  • [Journal Article] Waiting time distributions for a run with additional constraints

    • Author(s)
      Aki, S. and Hirano, K.
    • Journal Title

      Journal of Statistical Planning and Inference, to appear

    • Description
      「研究成果報告書概要(和文)」より
    • Related Report
      2007 Final Research Report Summary
    • Peer Reviewed
  • [Journal Article] Joint distributions of waiting time random variables for patterns

    • Author(s)
      Aki, S. and Hirano, K.
    • Journal Title

      Journal of the Japan Statistical Society, to appear

    • NAID

      10030993551

    • Description
      「研究成果報告書概要(和文)」より
    • Related Report
      2007 Final Research Report Summary
    • Peer Reviewed
  • [Journal Article] Waiting time distributions for a run with additional constraints

    • Author(s)
      Aki, S., Hirano, K.
    • Journal Title

      Journal of Statistical Planning and Inference (to appear)

    • Description
      「研究成果報告書概要(欧文)」より
    • Related Report
      2007 Final Research Report Summary
  • [Journal Article] Joint distributions of waiting time random variables for patterns.

    • Author(s)
      Aki, S., Hirano, K.
    • Journal Title

      Journal of the Japan Statistical Society (to appear)

    • NAID

      10030993551

    • Description
      「研究成果報告書概要(欧文)」より
    • Related Report
      2007 Final Research Report Summary
  • [Journal Article] Waiting time distributions for a run with additional constraints

    • Author(s)
      Aki, S.
    • Journal Title

      Journal of Statistical Planning and Inference, to appear.

    • Related Report
      2007 Annual Research Report
    • Peer Reviewed
  • [Journal Article]

    • Author(s)
      Aki, S.
    • Journal Title

      Joint distributions of waiting time random variables for patterns. to appear.

    • Related Report
      2007 Annual Research Report
    • Peer Reviewed
  • [Presentation] パターンの待ち時間の同時分布について2007

    • Author(s)
      安芸 重雄
    • Organizer
      続計関連学会連合大会
    • Place of Presentation
      神戸(神戸大学)
    • Year and Date
      2007-09-08
    • Description
      「研究成果報告書概要(和文)」より
    • Related Report
      2007 Final Research Report Summary
  • [Presentation] Joint distributions of waiting time random variables for patterns.2007

    • Author(s)
      Aid, S., Hirano, K.
    • Organizer
      Japan Statistical Society
    • Place of Presentation
      Kobe
    • Year and Date
      2007-09-08
    • Description
      「研究成果報告書概要(欧文)」より
    • Related Report
      2007 Final Research Report Summary
  • [Presentation] パターンの待ち時間の同時分布について2007

    • Author(s)
      安芸 重雄
    • Organizer
      2007年度統計関連学会連合大会
    • Place of Presentation
      神戸大学
    • Year and Date
      2007-09-08
    • Related Report
      2007 Annual Research Report
  • [Presentation] ある制約付きの連の待ち時間分布とその応用2006

    • Author(s)
      安芸 重雄
    • Organizer
      日本数学会
    • Place of Presentation
      東京(中央大学)
    • Year and Date
      2006-03-28
    • Description
      「研究成果報告書概要(和文)」より
    • Related Report
      2007 Final Research Report Summary
  • [Presentation] Waiting time distributions for a run with additional constraints2006

    • Author(s)
      Aki, S., Hirano, K.
    • Organizer
      Mathematical Society of Japan
    • Place of Presentation
      Tokyo
    • Year and Date
      2006-03-28
    • Description
      「研究成果報告書概要(欧文)」より
    • Related Report
      2007 Final Research Report Summary
  • [Presentation] 2次元離散パターンの待ち時間2005

    • Author(s)
      安芸 重雄
    • Organizer
      日本数学会
    • Place of Presentation
      東京(日本大学)
    • Year and Date
      2005-03-28
    • Description
      「研究成果報告書概要(和文)」より
    • Related Report
      2007 Final Research Report Summary
  • [Presentation] Waiting time problems for a two-dimensional pattern2005

    • Author(s)
      Aki, S., Hirano, K.
    • Organizer
      Mathematical Society of Japan
    • Place of Presentation
      Tokyo
    • Year and Date
      2005-03-28
    • Description
      「研究成果報告書概要(欧文)」より
    • Related Report
      2007 Final Research Report Summary
  • [Presentation] 成功連の待ち時間分布2004

    • Author(s)
      平野 勝臣
    • Organizer
      統計関連学会連合大会
    • Place of Presentation
      花巻(富士大学)
    • Year and Date
      2004-09-05
    • Description
      「研究成果報告書概要(和文)」より
    • Related Report
      2007 Final Research Report Summary
  • [Presentation] On the waiting time for the first success run.2004

    • Author(s)
      Aki, S., Hirano, K.
    • Organizer
      Japan Statistical Society
    • Place of Presentation
      Hanamaki
    • Year and Date
      2004-09-05
    • Description
      「研究成果報告書概要(欧文)」より
    • Related Report
      2007 Final Research Report Summary

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Published: 2004-04-01   Modified: 2016-04-21  

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