Kim, Sungsu; Park, Chongjin; Oh, Jungtaek - In: Statistics & Probability Letters 83 (2013) 1, pp. 339-344
Consider an infinite sequence of Bernoulli trials {Xi|i=1,2,…}. Let W(k) denote the waiting time, the number of trials needed, to get either consecutive k ones or k zeros for the first time. The probability distribution of W(k) is derived for both independent and homogeneous two-state...