A note on the probability of at least k successes in n correlated binary trials

نویسندگان

  • Alexander Zaigraev
  • Serguei Kaniovski
چکیده

We obtain the probability distribution of the number of successes in a sequence of correlated binary trials as a function of marginal probabilities and correlation coefficients. It is based on Bahadur’s representation of the joint probability distribution of correlated binary trials, truncated to second-order correlations. We provide new results, illustrating the use of this distribution in reliability theory and decision theory.

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عنوان ژورنال:
  • Oper. Res. Lett.

دوره 41  شماره 

صفحات  -

تاریخ انتشار 2013