Suppose X and Y are two independent and identically distributed geometric random rariables. The pmd of X is P(X = 1) = p(1 - p)*-1 for r = 1,2, ... Show that P(X 2) = (1– p)*-1. Show that P(X 2 *+T)|(X > T)] = P(X > x) where T is a positive integer, i.e., Find the moment-generating function of X. Let Z = X + Y. What is the moment generating function of Z?

Algebra & Trigonometry with Analytic Geometry
13th Edition
ISBN:9781133382119
Author:Swokowski
Publisher:Swokowski
Chapter10: Sequences, Series, And Probability
Section10.8: Probability
Problem 31E
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Suppose X and Y are two independent and identically distributed geometric random
variables. The pmd of X is
P(X = x) = p(1 – p)*-1 for x = 1,2, ...
Show that P(X >x) = (1- p)-1.
Show that P(X 2r+T)|(X > T)] = P(X > x) where T is a positive integer, i.e.,
Find the moment-generating function of X.
Let Z = X +Y. What is the moment generating function of Z?
Transcribed Image Text:Suppose X and Y are two independent and identically distributed geometric random variables. The pmd of X is P(X = x) = p(1 – p)*-1 for x = 1,2, ... Show that P(X >x) = (1- p)-1. Show that P(X 2r+T)|(X > T)] = P(X > x) where T is a positive integer, i.e., Find the moment-generating function of X. Let Z = X +Y. What is the moment generating function of Z?
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