Cumulative distribution function of Markov order 2 Geometric Distribution of order k
Efraim Shmerling · Functional Differential Equations · 2014
Simple formulas for calculating the values of probability mass function, cumulative distribution function and moments about the origin of Markov order 2 geometric order k random variables are derived from a system of first-order difference equations for the probabilities of non-occurrence of a success run of length k in the first n trials. Results of experimental calculations that verified the obtained formulas are presented.