A generalization of the sooner and later waiting time problem for Bernoulli trials: Frequency quota (Q1199014)

\textit{M. Ebneshahrashoob} and \textit{M. Sobel} [ibid. 9, No. 1, 5-11 (1990; Zbl 0695.60016)] considered a sequence of independent Bernoulli trials with success probability \(p\) (\(0<p<1\)) and examined the succession quota (SQ) problem as well as the frequency quota (FQ) one. In the present paper the author reconsiders the FQ problem and derives the exact distribution of the waiting time random variable \(W_ S(s,r)\) \((W_ L(s,r))\) for a frequency of \(s\) successes or a frequency of \(r\) failures, whichever comes sooner (later), by conditioning on the last trial. He also derives recurrences for the mean \(\mu_ \alpha((s,r);p)\) and probability generating function (pgf) \(\phi_ \alpha(t;(s,r))\) of \(W_ \alpha(s,r)\), for \(\alpha=S\) or \(L\), by noting that \(W_ \alpha(s,r)=1+W_ \alpha(s-1,r)\) with probability \(p\) and \(W_ \alpha(s,r)=1+W_ \alpha(s,r-1)\) with probability \(q\). The author also considers a generalization of the FQ problem and derives recurrences for the mean and pgf of appropriate waiting time random variables \(W_ \alpha(r;p)\), \(\alpha=S\) or \(L\).