On the asymptotic normality of the number of replications of a paired comparison

Abstract

Consider the number Xm of comparisons made in a sequence of comparisons between two opponents, which terminates as soon as one opponent wins m comparisons. The convergence of Xm to the normal variable is completely characterized. The normal approximations to the probability function and to the distribution function of Xm are obtained for any sufficiently large m, together with estimates of the errors in these approximations. Similar results are obtained for the negative binomial distribution as well. Finally, some simple estimates of the mean, variance and the incomplete beta function with equal arguments are constructed.