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  • Article
    Citation - WoS: 27
    Citation - Scopus: 30
    The Distributions of Sum, Minima and Maxima of Generalized Geometric Random Variables
    (Springer, 2015) Tank, Fatih; Eryilmaz, Serkan
    Geometric distribution of order as one of the generalization of well known geometric distribution is the distribution of the number of trials until the first consecutive successes in Bernoulli trials with success probability . In this paper, it is shown that this generalized distribution can be represented as a discrete phase-type distribution. Using this representation along with closure properties of phase-type distributions, the distributions of sum, minima and maxima of two independent random variables having geometric distribution of order are obtained. Numerical results are presented to illustrate the computational details.
  • Article
    Citation - WoS: 14
    Citation - Scopus: 17
    Compound Geometric Distribution of Order k
    (Springer, 2017) Koutras, Markos V.; Eryilmaz, Serkan
    The distribution of the number of trials until the first k consecutive successes in a sequence of Bernoulli trials with success probability p is known as geometric distribution of order k. Let T (k) be a random variable that follows a geometric distribution of order k, and Y (1),Y (2),aEuro broken vertical bar a sequence of independent and identically distributed discrete random variables which are independent of T (k) . In the present article we develop some results on the distribution of the compound random variable Y-t.