crossrunchange: Joint Distribution for Crossings and Runs, Varying Success Probability.
Description
Joint probability distribution for the number of crossings
C and the longest run L in a sequence of n independent Bernoulli observations
with p ossibly varying success probability. To enhance precision, results are stored
in mpfr arrays and the probabilities are multiplied by \(m^{n-1}\)
for a multiplier m.
list pt of joint probabilities. Cumulative probabilities
qt within each row are also included. Further, mostly for code
checking, lists pat and qat conditional on starting with a success,
and pbt and qbt conditional of starting with a failure, are
included.