Let Y denote a geometric random variable with probability of success p. a Show that for a positive integer a, P(Y > a) = qa . b Show that for positive integers a and b, P(Y > a + b|Y > a) = qb = P(Y > b). This result implies that, for example, P(Y > 7|Y > 2) = P(Y > 5). Why do you think this property is called the memoryless property of the geometric distribution? c In the development of the distribution of the geometric random variable, we assumed that the experiment consisted of conducting identical and independent trials until the first success was observed. In light of these assumptions, why is the result in part (b) "obvious"?

Respuesta :

Answer:

a) For this case we can find the cumulative distribution function first:

[tex] F(k) = P(Y \leq k) = \sum_{k'=1}^k P(Y =k')= \sum_{k'=1}^k p(1-p)^{k'-1}= 1-(1-p)^k[/tex]

So then by the complement rule we have this:

[tex]P(Y>a) = 1-F(a)= 1- [1-(1-p)^a]= 1-1 +(1-p)^a = (1-p)^a = q^a[/tex]

b) [tex] P(Y>a)= q^a[/tex]

[tex] P(Y>b) = q^b[/tex]

So then we have this using independence:

[tex] P(Y> a+b) = q^{a+b}[/tex]

We want to find the following probability:

[tex] P(Y> a+b |Y>a) [/tex]

Using the definition of conditional probability we got:

[tex] P(Y> a+b |Y>a)= \frac{P(Y> a+b \cap Y>a)}{P(Y>a)} = \frac{P(Y>a+b)}{P(Y>a)} = \frac{q^{a+b}}{q^a} = q^b = P(Y>b) [/tex]

And we see that if a = 2 and b=5 we have:

[tex] P(Y> 2+5 | Y>2) = P(Y>5)[/tex]

c) For this case we use independent identical and with the same distribution experiments.

And the result for part b makes sense since we are interest in find the probability that the random variable of interest would be higher than an specified value given another condition with a value lower or equal.

Step-by-step explanation:

Previous concepts

The geometric distribution represents "the number of failures before you get a success in a series of Bernoulli trials. This discrete probability distribution is represented by the probability density function:"

[tex]P(X=x)=(1-p)^{x-1} p[/tex]

If we define the random of variable Y we know that:

[tex]Y\sim Geo (1-p)[/tex]

Part a

For this case we can find the cumulative distribution function first:

[tex] F(k) = P(Y \leq k) = \sum_{k'=1}^k P(Y =k')= \sum_{k'=1}^k p(1-p)^{k'-1}= 1-(1-p)^k[/tex]

So then by the complement rule we have this:

[tex]P(Y>a) = 1-F(a)= 1- [1-(1-p)^a]= 1-1 +(1-p)^a = (1-p)^a = q^a[/tex]

Part b

For this case we can use the result from part a to conclude that:

[tex] P(Y>a)= q^a[/tex]

[tex] P(Y>b) = q^b[/tex]

So then we have this assuming independence:

[tex] P(Y> a+b) = q^{a+b}[/tex]

We want to find the following probability:

[tex] P(Y> a+b |Y>a) [/tex]

Using the definition of conditional probability we got:

[tex] P(Y> a+b |Y>a)= \frac{P(Y> a+b \cap Y>a)}{P(Y>a)} = \frac{P(Y>a+b)}{P(Y>a)} = \frac{q^{a+b}}{q^a} = q^b = P(Y>b) [/tex]

And we see that if a = 2 and b=5 we have:

[tex] P(Y> 2+5 | Y>2) = P(Y>5)[/tex]

Part c

For this case we use independent identical and with the same distribution experiments.

And the result for part b makes sense since we are interest in find the probability that the random variable of interest would be higher than an specified value given another condition with a value lower or equal.

The probabilities are as follows;

A.  [tex]\rm F(k) = q^a[/tex]

B.  [tex]\rm P(Y > 2+5|Y > 2) = P(Y > 5)[/tex]

C.  For this case we use independent identical and with the same distribution experiment.

What is normal a distribution?

It is also called the Gaussian Distribution. It is the most important continuous probability distribution. The curve looks like a bell, so it is also called a bell curve.

Let Y denote a geometric random variable with a probability of success p.

A.  Show that for a positive integer a, P(Y > a) = qa.

[tex]\rm F(k) = P(Y\leq k) = \Sigma_{k'=1}^k P(Y=k') \\\\F(k) = \Sigma _{k'=1}^k p(1-p)^{k'-1} = \Sigma _{k'=1}^k 1-(1-p)^{k}[/tex]

By complementary rule, we have

[tex]\rm P(Y > a) = 1 - F(a) = 1-[1-(1-p)^a] = (1-p)^a = q^a[/tex]

B.  Show that for positive integers a and b, P(Y > a+b|Y>a) = qb = P(Y>b).

[tex]\rm P(Y > a) = q^a\\\\P(Y > b) = q^b[/tex]

So then we have

[tex]P(Y > a+b) = q^{a+b}[/tex]

Then the probability will be

[tex]P(Y > a+b|Y > a) = \dfrac{P(Y > a +b\cap Y > a)}{P(Y > a)} \\\\P(Y > a+b|Y > a)= \dfrac{P(Y > a+b)}{P(Y > a)} = \dfrac{q^{a+b}}{q^a} = q^b = P(Y > b)[/tex]

And we see that if a = 2 and b = 5, we have

[tex]P(Y > 2+5|Y > 2) = P(Y > 5)[/tex]

C.  For this case we use independent identical and with the same distribution experiment.

More about the normal distribution link is given below.

https://brainly.com/question/12421652