Abstract
ABSTRACTWe consider the longest run of either successes or failures in a sequence of Bernoulli trials. The exact distribution of this random variable is obtained using probability generating function techniques. We consider approximating the tail areas of this random variable using a partial fraction approximation and a saddlepoint approximation with various continuity corrections. We investigate and compare the performance of the approximations for various values of sequence length and various values of the probability of success.
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