A run is a sequence of more than one consecutive identical outcomes, also known as a clump.
Let be the probability that a run of or more
consecutive heads appears in independent tosses of a coin (i.e., Bernoulli
trials). This is equivalent to repeated picking from an urn containing two distinguishable
objects with replacement after each pick. Let the probability of obtaining a head
be . Then there is a beautiful formula for
given in terms of the coefficients of the generating function
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(1)
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(Feller 1968, 2nd ed. p. 300). Then
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(2)
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The following table gives the triangle of numbers
for , 2, ... and , 2, ..., (Sloane's A050227).
The special case gives the sequence
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(3)
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where is a Fibonacci
number. Similarly, the probability that no consecutive tails
will occur in tosses is given by ,
where is a Fibonacci k-step number.
Feller (1968, pp. 278-279) proved that for ,
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(4)
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where
(Sloane's A086253)
is the positive root of the above polynomial and
(Sloane's A086254) is the positive root of the above polynomial. The corresponding constants for a run
of heads are , the smallest
positive root
of
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(10)
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and
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(11)
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These are modified for unfair coins with and to , the smallest positive root of
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(12)
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and
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(13)
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(Feller 1968, pp. 322-325).
Given Bernoulli
trials with a probability of success (heads) , the expected number
of tails is , so the expected number of tail runs is . Continuing,
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(14)
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is the expected number of runs . The longest expected run is therefore
given by
![R=log_(1/p)[n(1-p)]](/images/equations/Run/NumberedEquation10.gif) |
(15)
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(Gordon et al. 1986, Schilling 1990). Given 0s and 1s, the number
of possible arrangements with runs is
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(16)
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for an integer,
where is a binomial
coefficient (Johnson and Kotz 1968, p. 268). Then
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(17)
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Now instead consider picking of objects without replacement from
a collection of containing indistinguishable
objects of one type and indistinguishable objects of another.
Let denote the number of permutations of these
objects in which no -run occurs. For example, there are 6
permutations of two objects of type and two of type
. Of these, , , , and contain runs
of length two, so . In general, the probability
that an -run does occur is given by
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(18)
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where is a binomial
coefficient. Bloom (1996) gives the following recurrence sequence for ,
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(19)
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where for or negative and
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(20)
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Another recurrence which has only a fixed number of terms is given by
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(21)
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where
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(22)
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(Goulden and Jackson 1983, Bloom 1996).
These formulas can be used to calculate the probability of obtaining a run of cards of the same color in a deck of 52 cards. For , 2, ..., this
yields the sequence 1, 247959266474051/247959266474052, ... (Sloane's A086439 and A086440). Normalizing by multiplying by gives 495918532948104,
495918532948102, 495891608417946, 483007233529142, ... (Sloane's A086438). The result
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(23)
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disproves the assertion of Gardner (1982) that "there will almost always be a clump of six or seven cards of the
same color" in a normal deck of cards.
Bloom (1996) gives the expected number of noncontiguous -runs (i.e., split
the sequence into maximal clumps of the same value and count the number of such clumps
of length ) in a sequence of 0s and 1s as
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(24)
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where is the falling
factorial. For , has an approximately
normal distribution with
mean and variance
Bloom, D. M. "Probabilities of Clumps in a Binary Sequence (and How to Evaluate Them Without Knowing a Lot)." Math. Mag. 69, 366-372,
1996.
Feller, W. An Introduction to Probability Theory and Its Application, Vol. 1,
3rd ed. New York: Wiley, 1968.
Finch, S. R. "Feller's Coin Tossing Constants." §5.11 in Mathematical
Constants. Cambridge, England: Cambridge University Press, pp. 339-342,
2003.
Gardner, M. Aha! Gotcha: Paradoxes to Puzzle and Delight. New York:
W. H. Freeman, p. 124, 1982.
Godbole, A. P. "On Hypergeometric and Related Distributions of Order ." Commun. Stat.: Th. and Meth. 19, 1291-1301,
1990.
Godbole, A. P. and Papastavridis, G. (Eds.). Runs and Patterns in Probability: Selected Papers. New
York: Kluwer, 1994.
Gordon, L.; Schilling, M. F.; and Waterman, M. S. "An Extreme Value Theory for Long Head Runs." Prob. Th. and Related Fields 72, 279-287,
1986.
Goulden, I. P. and Jackson, D. M. Combinatorial Enumeration. New York: Wiley, 1983.
Johnson, N. and Kotz, S. Discrete Distributions. New York: Wiley, 1968.
Mood, A. M. "The Distribution Theory of Runs." Ann. Math. Statistics 11,
367-392, 1940.
Philippou, A. N. and Makri, F. S. "Successes, Runs, and Longest Runs."
Stat. Prob. Let. 4, 211-215, 1986.
Schilling, M. F. "The Longest Run of Heads." Coll. Math. J. 21,
196-207, 1990.
Schuster, E. F. In Runs and Patterns in Probability: Selected Papers (Ed.
A. P. Godbole and S. Papastavridis). Boston, MA: Kluwer, pp. 91-111,
1994.
Sloane, N. J. A. Sequences A000225/M2655, A008466, A050227, A050231, A050232, A050233, A086253, A086254, A086438, A086439, and A086440 in "The On-Line Encyclopedia of Integer Sequences."
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