Abstract

¡@¡@Probability generation functions of waiting time distributions of runs and patterns have been used successfully in various areas of statistics and applied probability. In this talk, we provide a simple way to obtain the probability generating functions for waiting time distributions of compound patterns by using the finite Markov chain imbedding method. It also studies the characters of waiting time distribution for compound pattern. A computer algorithm based on Markov chain imbedding technique has been developed for automatically computing the distribution, probability generating function, and mean of waiting time for a compound pattern.