Thread: Geometric distribution

Hello everybody!
Can you please help me with the following problem:

Let ^ be random independent variables with geometric distribution.

Find

Please help me.

Which form of the geometric distribution are you using: for k = 1, 2, ..., or for k = 0, 1, ...?

In the first case, Pr(X = Y) = Pr(X = 1 /\ Y = 1) + Pr(X = 2 /\ Y = 2) + ... = Pr(X = 1)Pr(Y = 1) + Pr(X = 2)Pr(Y = 2) + ... since X and Y are independent. I believe this series is a geometric series.