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 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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