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Serguei Popov
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See Example 8d of Section 4.8 of "A 1st course in Probability" by Sheldon Ross.

Here it is:

If independent trials, each resulting in a success with probability $p$, are performed, what is the probability of $r$ successes occurring before $m$ failures?

Solution. The solution will be arrived at by noting that $r$ successes will occur before $m$ failures if and only if the $r$th success occurs no later than the $(r + m − 1)$th trial. This follows because if the $r$th success occurs before or at the $(r + m − 1)$th trial, then it must have occurred before the $m$th failure, and conversely. Hence, from Equation (8.2) (that's the explicit form of the Negative Binomial distribution), the desired probability is $$ \sum_{n=r}^{r+m-1} \binom{n-1}{r-1}p^r(1-p)^{n-r}. $$

See Example 8d of Section 4.8 of "A 1st course in Probability" by Sheldon Ross.

See Example 8d of Section 4.8 of "A 1st course in Probability" by Sheldon Ross.

Here it is:

If independent trials, each resulting in a success with probability $p$, are performed, what is the probability of $r$ successes occurring before $m$ failures?

Solution. The solution will be arrived at by noting that $r$ successes will occur before $m$ failures if and only if the $r$th success occurs no later than the $(r + m − 1)$th trial. This follows because if the $r$th success occurs before or at the $(r + m − 1)$th trial, then it must have occurred before the $m$th failure, and conversely. Hence, from Equation (8.2) (that's the explicit form of the Negative Binomial distribution), the desired probability is $$ \sum_{n=r}^{r+m-1} \binom{n-1}{r-1}p^r(1-p)^{n-r}. $$

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Serguei Popov
  • 1.9k
  • 12
  • 21

See Example 8d of Section 4.8 of "A 1st course in Probability" by Sheldon Ross.