A discrete distribution has the memoryless property if for X a random variable with that

Chapter 4, Problem 29

(choose chapter or problem)

A discrete distribution has the memoryless property if for X a random variable with that distribution, P(X j + k|X j) = P(X k) for all nonnegative integers j, k. (a) If X has a memoryless distribution with CDF F and PMF pi = P(X = i), find an expression for P(X j + k) in terms of F(j), F(k), pj , pk. (b) Name a discrete distribution which has the memoryless property. Justify your answer with a clear interpretation in words or with a computation.

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