Let Y be an exponentially distributed random variable with mean . Define a random
Chapter 4, Problem 4.95(choose chapter or problem)
Let Y be an exponentially distributed random variable with mean . Define a random variable X in the following way: X = k if k 1 Y < k for k = 1, 2,.... a Find P(X = k) for each k = 1, 2,.... b Show that your answer to part (a) can be written as P(X = k) = e1/ k1 1 e1/ , k = 1, 2,... and that X has a geometric distribution with p = 1 e1/
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