Omey, Edward; Santos, J.; Van Gulck, Stefan - Faculteit Economie en Bedrijfswetenschappen, … - 2007
Let fXi; i _ 1g denote a sequence of f0; 1g-variables and suppose that the sequence forms a Markov Chain. In the paper we study the number of successes Sn = X1 + X2 + ::: + Xn and we study the number of experiments Y (r) up to the rth success. In the i.i.d. case Sn has a binomial distribution and...
