AN APPROXIMATION FOR N, THE UPPER 100GAMMA% CONFIDENCE BOUND ON THE NUMBER OF THETRIAL ON WHICH THE RTH SUCCESS OCCURS IN A BERNOULLI EXPERIMENT.
NAVAL WEAPONS LAB DAHLGREN VA
Pagination or Media Count:
The memorandum provides a close approximation to N, the upper 100gamma confidence bound on the number of the trial on which the rth success occurs in a sequence of Bernoulli trials, when p, the probability of success on a single trial, is small. Constants which are used in the approximation are derived for r 1, 2, and 3, and gamma 0.90, 0.95, and 0.99, and the methodology for their derivation is set forth for extended values of r and gamma. Author
- Operations Research