Originally Posted by

**feiyingx** 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