Consider a random variable with a geometric distribution (Section 3.5); that is, p(y) =

Chapter 4, Problem 4.6

(choose chapter or problem)

Consider a random variable with a geometric distribution (Section 3.5); that is, p(y) = qy1 p, y = 1, 2, 3,..., 0 < p < 1. a Show that Y has distribution function F(y) such that F(i) = 1 qi ,i = 0, 1, 2,... and that, in general, F(y) = $ 0, y < 0, 1 qi , i y < i + 1, for i = 0, 1, 2,.... b Show that the preceding cumulative distribution function has the properties given in Theorem 4.1.

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