← 返回数学题库
206概率简单derivationshort

Memorylessness of the Geometric Distribution

题目

Let XGeometric(p)X \sim \text{Geometric}(p) count the number of independent Bernoulli(pp) trials until the first success (so P(X=k)=(1p)k1pP(X = k) = (1-p)^{k-1} p for k=1,2,k = 1, 2, \ldots).

(a) Derive a closed-form expression for P(X>n)P(X > n).

(b) Prove the memorylessness property: for all positive integers m,nm, n, P(X>m+nX>m)=P(X>n).P(X > m + n \mid X > m) = P(X > n).

(c) Is there any other discrete distribution on {1,2,3,}\{1, 2, 3, \ldots\} that is memoryless? Justify briefly.

解题计时

0:00

提交作答时记录,用于后续平均用时统计。

你的答案

a

c