Abstract
A generalized binomial distribution that was proposed by Drezner & Farnum in 1993 comes from a correlated Bernoulli process with interesting asymptotic properties which differ strikingly in the neighbourhood of a critical point. The basic asymptotics and a short-range/long-range dependence dichotomy are presented in this note.
Original language | English |
---|---|
Pages (from-to) | 53-57 |
Number of pages | 5 |
Journal | Australian and New Zealand Journal of Statistics |
Volume | 46 |
Issue number | 1 |
DOIs | |
Publication status | Published - Mar 2004 |