September 2020 Archives

If At First You Don't Succeed

Last time we took a first look at Bernoulli processes which are formed from a sequence of independent experiments, known as Bernoulli trials, each of which is governed by the Bernoulli distribution with a probability p of success. Since the outcome of one trial has no effect upon the next, such processes are memoryless meaning that the number of trials that we need to perform before getting a success is independent of how many we have already performed whilst waiting for one.
We have already seen that if waiting times for memoryless events with fixed average arrival rates are continuous then they must be exponentially distributed and in this post we shall be looking at the discrete analogue.

Full text...