Generalized distributions of order k associated with success runs in Bernoulli trials

Abstract

In a sequence of independent Bernoulli trials, by counting multidimensional lattice paths in order to compute the probability of a first-passage event, we derive and study a generalized negative binomial distribution of order k, type I, which extends to distributions of order k, the generalized negative binomial distribution of Jain and Consul (1971), and includes as a special case the negative binomial distribution of order k, type I, of Philippou et al. (1983). This new distribution gives rise in the limit to generalized logarithmic and Borel-Tanner distributions and, by compounding, to the generalized Pólya distribution of the same order and type. Limiting cases are considered and an application to observed data is presented.