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Math Help - Discrete Random Variable

  1. #1
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    Discrete Random Variable

    Let x be a geometrically distributed random variable having parameter p. Let Y = X if X < M and let Y = M if X >= M; that is, Y = Min(X, M). Compute the density of Y.

    So the density of Y will be split into two cases
    Case 1: For values from 0 to M-1, which will just be the geometric density.
    Case 2: For the value M.

    How do you calculate the density when the value is equal to M?
    (Is there a way to find it without using the definitions of a density function by doing 1 - (all the values in case 1))

    Thanks
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  2. #2
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    Quote Originally Posted by feiyingx View Post
    Let x be a geometrically distributed random variable having parameter p. Let Y = X if X < M and let Y = M if X >= M; that is, Y = Min(X, M). Compute the density of Y.

    So the density of Y will be split into two cases
    Case 1: For values from 0 to M-1, which will just be the geometric density.
    Case 2: For the value M.

    How do you calculate the density when the value is equal to M?
    (Is there a way to find it without using the definitions of a density function by doing 1 - (all the values in case 1))

    Thanks
    p(y=M) = p(x>=M)

    RonL
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  3. #3
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    Thanks =P

    Is there way to find the survival function of a geometric RV without doing 1-F(X)?
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