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

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

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Article ID: iaor2013715
Volume: 41
Issue: 1
Start Page Number: 116
End Page Number: 120
Publication Date: Jan 2013
Journal: Operations Research Letters
Authors: ,
Keywords: decision theory, statistics: distributions
Abstract:

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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