If X is a geometric random variable, show
analytically that
PX = n + k|X> n = PX = k
Using the interpretation of a geometric random
variable, give a verbal argument as to why the
preceding equation is true.
flacomath
5.0
0
1
Let X distribute geometric with success probability p, and failure probability
q=1, p. Then,
-
P(X = n +k and X > n)
P(X = n + k|X > n) =
P(X > n)
P(X = n + k)
1- P(X <n)
qn+k-1p
1-21-1 q-1p
qn+k-1p
qn+k-1p
q"
-
-
=qk-1p = P(X = k)