Suppose that X and Y are independent random variables with the same geometric distribution, where Find
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Originally Posted by abrahamtim Suppose that X and Y are independent random variables with the same geometric distribution, where Find I suggest you first work with concrete cases. eg. n = 2 and k = 0, 1, 2, 3. etc. Then see if you can generalise.
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 ?
Last edited by Moo; Mar 8th 2011 at 03:45 PM.
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