From: "r.e.s."
Subject: Re: modified geometrical distribution?
Date: Sun, 27 Jun 1999 15:18:07 -0700
Newsgroups: sci.math
Keywords: negative binomial distribution
Yes, it makes sense to consider the probability that,
in independent repeated trials, the n-th success
occurs on the k-th trial (k=n, n+1, n+2, ...),
where in each trial p=pr(success).
pr(n-th success on the k-th trial)
=pr(n-th trial is a success, and among the (k-1)
preceding trials, there are (n-1) successes)
=pr(n-th trial is a success)
* pr(among the (k-1) preceding trials, there are
(n-1) successes| n-th trial is a success)
= p * pr(among the (k-1) preceding trials, there are
(n-1) successes), because of independence
= p * C(k-1, n-1) p^(n-1) (1-p)^(k-n), applying the
usual binomial distribution, C()=binomial coeff.
= C(k-1, n-1) p^n (1-p)^(k-n), k=n, n+1, n+2,...
This is called the "negative binomial distribution"
or "Pascal distribution". (It was found by Pascal
while answering the questions of a nobleman whose
gaming interest was in the occurrence of a 6-6 when
repeatedly throwing a pair of dice.)
--
r.e.s. (Spam-block=XX)
James wrote ...
: Given p as a probability of a sucess.
: The question is the waiting time distribution
: until n successes.
: If n=1, it is a geometric distribtution.
: But I don't know how to solve this for n>1.
: For example, n=2, how can I solve this?
: Or it doesn't make a sense at all.