Let α be the probability that a geometric random variable Xwith parameter pis an even number.

(a) Find αby using the identity α=i=1P{X=2i}.

(b) Find α by conditioning on whether X=1 or X>1.

Short Answer

Expert verified

a)αis found to be1-p2-p

b)αis found to be1-p2-p

Step by step solution

01

Given Information ( Part a)

Let α be the probability that a geometric random variable X with parameter p is an even number.

02

Calculation ( Part a)

Define X~Geom(p)

We have that,

role="math" localid="1646740231382" α=i=1P(X=2i)

=i=1(1-p)2i-1p

Substitute the given expression,

=p1-pi=1(1-p)2i

=p1-pi=1(1-p)2i

Substitute he given expression,

=p1-p·(1-p)21-(1-p)2

We get,

=1-p2-p.

03

Final answer ( Part a)

Theαis found to be1-p2-p.

04

Given Information (Part b)

Let α be the probability that a geometric random variable X with parameter p is an even number.

05

Calculation ( Part b)

For mathematically accurate writing, indicate with Ean event where Xis an even number. Using LOTP, we have that

P(E)=P(EX=1)P(X=1)+P(EX>1)P(X>1)=0·p+P(EX>1)·q

Now, the trick here is to utilize the memoryless property of Geometric distribution. If we are given that X>1, we can begin regarding random variable Xfrom the second trial and so on.

Hence, the necessary event, in that case, is that the unique variable (Xshifted for one trial) is odd. The probability for that event is 1-α. Thus, we end up with an equation.

α=q·(1-α)α=1-p2-p

06

Final answer (Part b)

The αis found to be 1-p2-p.

It remembers the memoryless property of Geometric distribution

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Most popular questions from this chapter

If X has distribution function F, what is the distribution function of eX?

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(a)P{X=2}whenn=8,p=.1;

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