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Numbers of Success-Runs of Specified Length Until Certain Stopping Time Rules and Generalized Binomial Distributions of Order k

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Abstract

A new distribution called a generalized binomial distribution of order k is defined and some properties are investigated. A class of enumeration schemes for success-runs of a specified length including non-overlapping and overlapping enumeration schemes is rigorously studied. For each nonnegative integer μ less than the specified length of the runs, an enumeration scheme called μ-overlapping way of counting is defined. Let k and ℓ be positive integers satisfying ℓ < k. Based on independent Bernoulli trials, it is shown that the number of (ℓ− 1)-overlapping occurrences of success-run of length k until the n-th overlapping occurrence of success-run of length ℓ follows the generalized binomial distribution of order (k−ℓ). In particular, the number of non-overlapping occurrences of success-run of length k until the n-th success follows the generalized binomial distribution of order (k− 1). The distribution remains unchanged essentially even if the underlying sequence is changed from the sequence of independent Bernoulli trials to a dependent sequence such as higher order Markov dependent trials. A practical example of the generalized binomial distribution of order k is also given.

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Aki, S., Hirano, K. Numbers of Success-Runs of Specified Length Until Certain Stopping Time Rules and Generalized Binomial Distributions of Order k . Annals of the Institute of Statistical Mathematics 52, 767–777 (2000). https://doi.org/10.1023/A:1017585512412

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  • DOI: https://doi.org/10.1023/A:1017585512412

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