Exercise 4.29

Answers

Random variable f(X) takes values that are the probabilities of a random value taken by X. Since X ∼Geom(p), f(X) ∈{(1 − p)kp|k ∈ ℤ≥0}, and each value (1 − p)kp of f(X) occurs with probability (1 − p)kp. Thus,

E(X) = ∑ k=0∞((1 − p)kp)2 = − p p − 2

for |p − 1|2 < 1.

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2021-12-05 00:00
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