Parameter Estimation on Geometric Distribution of Order k with Different Reward Laws

Abstract

Let $\ksi1, \ksi2, ....$ be a sequence of independent trials with two possible outcomes, “0” and “1” where “1” represents the success of Type-I, and “0” denotes the success of Type-II. For nonnegative integers kr and kl using a reward scheme, we obtained the distribution of the number of trials (W) until the sum of consecutive rewards of Type-I is equal to or exceeds the level kr, or the sum of consecutive rewards of Type-II is equal to or exceeds the level kl. The geometric distributed rewards are studied by Eryılmaz et al. in [1]. In this study, the survival function of W is obtained for binary sequence with Bernoulli and exponential rewards as well as geometric rewards. A simulation study is performed to compare the theoretical and simulated probabilities. Proportion estimates are also discussed for distribution of with geometric rewards.

Keywords

• Geometric distribution of order k
• Bernoulli reward
• Exponential reward
• Estimation

References

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