contestada

The probability generating function of the dis- crete nonnegative integer valued random variable X having probability mass function pj, j = 0, is defined by ø(s) = E[s] =Σp;si j=0 Let Y be a geometric random variable with param- eter p 1 s, where 0 < s < 1. Suppose that Y is independent of X, and show that ø(s) = P{XY}

Respuesta :

The probability generating function of a discrete nonnegative integer valued random variable X is defined by ø(s) = E[s] = Σp;si j=0, where pj is the probability mass function of X. P{XY} = P{X=i,Y=j} = P{X=i}P{Y=j} = pi pj sij,Therefore, ø(s) = Σ pi pj sij = P{XY}

In this problem, we are also given a geometric random variable Y with parameter p 1 s, where 0 < s < 1. Y is independent of X. To show that ø(s) = P{XY}, we must show that the two expressions are equal.

First, we note that the probability of X and Y being equal to i and j, respectively, is given by P{X=i,Y=j} = P{X=i}P{Y=j} = pi pj sij. This is because the probability of X being equal to i is pi, and the probability of Y being equal to j is pj (where p is the parameter of the geometric distribution). Since sij is the product of i and j, the probability of both X and Y being equal to i and j, respectively, is pi pj sij.

We can now substitute this expression into the probability generating function for X. We have that ø(s)

= E[s] = Σp;si j=0

= Σ pi pj sij

= P{XY}

Learn more about probability here

https://brainly.com/question/11234923

#SPJ4

Otras preguntas