Suppose that X and Y are independent random variables with the same geometric distribution, where

Find

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- Mar 7th 2011, 01:18 PMabrahamtimindependant random variables ?
Suppose that X and Y are independent random variables with the same geometric distribution, where

Find

- Mar 7th 2011, 04:43 PMmr fantastic
- Mar 8th 2011, 02:29 PMMoo
Hello,

Let's call f the function :

We can notice that

From Bayes Formula, it appears that

(by independence for the last line)

But is the disjoint union

Hence

Back to the formula...

Ain't that nice ? (Itwasntme)