Article ID Journal Published Year Pages File Type
1152558 Statistics & Probability Letters 2016 9 Pages PDF
Abstract
Let {ξn,n≥1} be a sequence of independent trials with three possible outcomes 0, 1, 2 labeled as failure, success of type I and success of type II, respectively. Suppose that at each time a success of type I (type II) occurs in {ξn,n≥1} a random reward of type I (type II) is received. We obtain distributions of the number of trials until either the sum of consecutive rewards of type I is equal to or exceeds the level k1 or the sum of consecutive rewards of type II is equal to or exceeds the level k2 under two different schemes.
Related Topics
Physical Sciences and Engineering Mathematics Statistics and Probability
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