Hello everyone, I've came across this problem and I need to see if my approach is right...
An urn initially contains one Black and one White ball. At each stage, a ball is randomly chosen and then replaced along with another of the same color. Let denote the selection number of the 1st Black ball chosen.
(a)Find the pdf of .
(b)Show that the doesn't exist for .
for (a), I thought that if I came accross a black ball I'll replace it so
and for any .
As for (b), which is 2!!
How could this be?!
Any help is very much appreciated!