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On the Number of Failures Until a First Success in n Bernoulli Trials Containing \(m = 1,…, n \) Successes.

William E. Wright1, Sakthivel Jeyaratnam2
1Dept. of Computer Science
2Dept. of Mathematics Southern Illinois University Carbondale Carbondale, IL 62901

Abstract

We describe a random variable \(\text{D}_\text{{n,m}}\), \(\text{n} \geq \text{m} \geq 1\), as the number of failures until the first success in a sequence of n Bernoulli trials containing exactly m successes, for which all possible sequences containing m successes and n-m failures are equally likely. We give the probability density function, the expectation, and the variance of \(\text{D}_\text{{n,m}}\). We define a random variable \(\text{D}_\text{n}\), \(\text{n} \geq 1\), to be the mean of \(\text{D}_\text{n,1}, \ldots, \text{D}_\text{n,n}\). We show that E\([\text{D}_\text{n}]\) is a monotonically increasing function of n and is bounded by \(\ln\) n. We apply these results to a practical application involving a video-on-demand system with interleaved movie files and a delayed start protocol for keeping a balanced workload.