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Sooner and later waiting time problems for Bernoulli trials: frequency and run quotas

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  • Ebneshahrashoob, M.
  • Sobel, Milton

Abstract

For a sequence of independent Bernoulli trials with probabilities of success and failure p and q respectively, the sooner and later waiting time random variables for the succession quota (s successes and r failures) is studied by deriving a generalized pgf and obtaining the means and variances. The same problems are considered with the usual frequency quota (s successes and r failures) using Dirichlet integral methodology; the above results hold for general p (0

Suggested Citation

  • Ebneshahrashoob, M. & Sobel, Milton, 1990. "Sooner and later waiting time problems for Bernoulli trials: frequency and run quotas," Statistics & Probability Letters, Elsevier, vol. 9(1), pages 5-11, January.
    • Handle: RePEc:eee:stapro:v:9:y:1990:i:1:p:5-11
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    Cited by:

    1. Inoue, Kiyoshi & Aki, Sigeo, 2010. "On the conditional and unconditional distributions of the number of success runs on a circle with applications," Statistics & Probability Letters, Elsevier, vol. 80(9-10), pages 874-885, May.
    2. Kiyoshi Inoue & Sigeo Aki, 2002. "Generalized Waiting Time Problems Associated with Pattern in Polya's Urn Scheme," Annals of the Institute of Statistical Mathematics, Springer;The Institute of Statistical Mathematics, vol. 54(3), pages 681-688, September.
    3. Demetrios Antzoulakos, 1999. "On Waiting Time Problems Associated with Runs in Markov Dependent Trials," Annals of the Institute of Statistical Mathematics, Springer;The Institute of Statistical Mathematics, vol. 51(2), pages 323-330, June.
    4. Sigeo Aki & Katuomi Hirano, 1994. "Distributions of numbers of failures and successes until the first consecutivek successes," Annals of the Institute of Statistical Mathematics, Springer;The Institute of Statistical Mathematics, vol. 46(1), pages 193-202, March.
    5. P. S. Chan & H. K. T. Ng & N. Balakrishnan, 2008. "Statistical inference for start-up demonstration tests with rejection of units upon observing d failures," Journal of Applied Statistics, Taylor & Francis Journals, vol. 35(8), pages 867-878.
    6. Sigeo Aki, 1999. "Distributions of Runs and Consecutive Systems on Directed Trees," Annals of the Institute of Statistical Mathematics, Springer;The Institute of Statistical Mathematics, vol. 51(1), pages 1-15, March.
    7. Sharma, Dheeraj & Talpur, Mir Ghulam Haider, 2016. "An Examination of One Dimension Marginal Distributions: Selling and Non-selling Activities of a Salesperson," IIMA Working Papers WP2016-03-48, Indian Institute of Management Ahmedabad, Research and Publication Department.
    8. Masayuki Uchida & Sigeo Aki, 1995. "Sooner and later waiting time problems in a two-state Markov chain," Annals of the Institute of Statistical Mathematics, Springer;The Institute of Statistical Mathematics, vol. 47(3), pages 415-433, September.
    9. K. K. Kamalja, 2017. "Markov binomial distribution of order k and its applications," Statistical Papers, Springer, vol. 58(3), pages 831-853, September.
    10. Kiyoshi Inoue & Sigeo Aki, 2014. "On sooner and later waiting time distributions associated with simple patterns in a sequence of bivariate trials," Metrika: International Journal for Theoretical and Applied Statistics, Springer, vol. 77(7), pages 895-920, October.
    11. Morteza Ebneshahrashoob & Tangan Gao & Mengnien Wu, 2005. "An Efficient Algorithm for Exact Distribution of Discrete Scan Statistics," Methodology and Computing in Applied Probability, Springer, vol. 7(4), pages 459-471, December.
    12. Kiyoshi Inoue & Sigeo Aki, 2018. "Joint distributions of numbers of runs of specified lengths on directed trees," Statistical Papers, Springer, vol. 59(1), pages 249-269, March.
    13. Kiyoshi Inoue, 2004. "Joint distributions associated with patterns, successes and failures in a sequence of multi-state trials," Annals of the Institute of Statistical Mathematics, Springer;The Institute of Statistical Mathematics, vol. 56(1), pages 143-168, March.
    14. Sigeo Aki, 2012. "Statistical modeling for discrete patterns in a sequence of exchangeable trials," Annals of the Institute of Statistical Mathematics, Springer;The Institute of Statistical Mathematics, vol. 64(3), pages 633-655, June.
    15. Kiyoshi Inoue & Sigeo Aki, 2013. "Distributions of numbers of runs and scans on directed acyclic graphs with generation," Computational Statistics, Springer, vol. 28(3), pages 1133-1150, June.
    16. Kim, Sungsu & Park, Chongjin & Oh, Jungtaek, 2013. "On waiting time distribution of runs of ones or zeros in a Bernoulli sequence," Statistics & Probability Letters, Elsevier, vol. 83(1), pages 339-344.
    17. Michael V. Boutsikas & Markos V. Koutras, 2000. "Reliability Approximation for Markov Chain Imbeddable Systems," Methodology and Computing in Applied Probability, Springer, vol. 2(4), pages 393-411, December.
    18. Chang, Yung-Ming, 2005. "Distribution of waiting time until the rth occurrence of a compound pattern," Statistics & Probability Letters, Elsevier, vol. 75(1), pages 29-38, November.
    19. Martin, Donald E.K. & Aston, John A.D., 2008. "Waiting time distribution of generalized later patterns," Computational Statistics & Data Analysis, Elsevier, vol. 52(11), pages 4879-4890, July.
    20. Dheeraj Sharma & Mir Ghulam Talpur, 2016. "An Examination of One Dimension Marginal Distributions: Selling and Non - Selling Activities of a Salesperson," Working Papers id:10970, eSocialSciences.
    21. Kim, Bara & Kim, Jeongsim, 2019. "Sooner waiting time problems in a sequence of multi-state trials with random rewards," Statistics & Probability Letters, Elsevier, vol. 153(C), pages 171-179.
    22. K. Kotwal & R. Shinde, 2006. "Joint distributions of runs in a sequence of higher-order two-state Markov trials," Annals of the Institute of Statistical Mathematics, Springer;The Institute of Statistical Mathematics, vol. 58(3), pages 537-554, September.
    23. Ebneshahrashoob, M. & Sobel, Milton, 1995. "Dirichlet analysis for inverse multinomial with both quota and quota-free cells," Computational Statistics & Data Analysis, Elsevier, vol. 19(3), pages 293-307, March.

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