On the mean number of trials until the last trials satisfy a given condition

Daniel Thorburn

Stochastic Processes and their Applications, 1984, vol. 16, issue 2, 211-217

Abstract: Random variables are collected one at a time until the last k variables satisfy a given condition. The mean waiting time until this happens is studied and a general lemma is given. If the condition is satisfied by many possible stopping sequences the probability distribution of the k last variables is discussed. A fairly general treatment is given for the case when k = 2. Two other special cases are mentioned, viz. the case when the condition is defined by order relations between the last variables, and the case when the variables are discrete.

Date: 1984
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