A new class of negative binomial distributions of order k (Q1120207)

The distributions of order k, including the negative binomial distribution of order k, were introduced by \textit{A. N. Philippou}, \textit{C. Georghiou} and the reviewer [Stat. Probab. Lett. 1, 171-175 (1983; Zbl 0517.60010)]. The present author introduces a new class of negative binomial distributions. More precisely: Consider \(Y_ i=X_{i-k+1}X_{i-k+2}...X_ i\), where \(X_ j\) is a sequence of independent and identically distributed random variables having a geometric distribution of order k and define \(M_ k^{(r)}\) to be the smallest integer such that \(Y_ k+Y_{k+1}+...+Y_{m_ r}(k)=r\). The distribution of \(M_ k^{(r)}\) is shown to be represented as a mixture of the relocated usual negative binomial distribution of order k. The probability generating function of this general distribution is also derived.