1. Geometric Thoughts Starting with the probability mass function for the geometric distribution (“success" on the k +1 trial) f(k) = (1 – p)*p, k = 0, 1, 2, 3, .. %3D (a) Derive the cumulative mass function F(k) = 1 – – (1 – p)k+1 (b) Show that all of the probabilities do indeed add up to 100% in the following ways: i. Ef(k) k=0 ii. lim F(k) (c) Given |x| < 1, take the derivative of both sides of > 1 with respect to 1- x k=0 x.

A First Course in Probability (10th Edition)
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Chapter1: Combinatorial Analysis
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## Geometric Thoughts

Starting with the probability mass function for the geometric distribution (where "success" occurs on the \( k + 1 \) trial):

\[ f(k) = (1 - p)^k p, \quad k = 0, 1, 2, 3, \ldots \]

### Tasks:

(a) **Derive the cumulative mass function** 

\[ F(k) = 1 - (1 - p)^{k+1} \]

(b) **Show that all of the probabilities do indeed add up to 100%** in the following ways:

i. Evaluate:

\[ \sum_{k=0}^{\infty} f(k) \]

ii. Evaluate:

\[ \lim_{k \to \infty} F(k) \]

(c) **Given \( |x| < 1 \), take the derivative of both sides** of:

\[ \sum_{k=0}^{\infty} x^k = \frac{1}{1-x} \]

with respect to \( x \).

(d) **Use the above result to derive the expected value** for the geometric distribution.

(e) **Using the complementary cumulative mass function**:

\[ P(X > k) = 1 - F(k) = (1 - p)^{k+1} \]

Prove the memoryless property.
Transcribed Image Text:## Geometric Thoughts Starting with the probability mass function for the geometric distribution (where "success" occurs on the \( k + 1 \) trial): \[ f(k) = (1 - p)^k p, \quad k = 0, 1, 2, 3, \ldots \] ### Tasks: (a) **Derive the cumulative mass function** \[ F(k) = 1 - (1 - p)^{k+1} \] (b) **Show that all of the probabilities do indeed add up to 100%** in the following ways: i. Evaluate: \[ \sum_{k=0}^{\infty} f(k) \] ii. Evaluate: \[ \lim_{k \to \infty} F(k) \] (c) **Given \( |x| < 1 \), take the derivative of both sides** of: \[ \sum_{k=0}^{\infty} x^k = \frac{1}{1-x} \] with respect to \( x \). (d) **Use the above result to derive the expected value** for the geometric distribution. (e) **Using the complementary cumulative mass function**: \[ P(X > k) = 1 - F(k) = (1 - p)^{k+1} \] Prove the memoryless property.
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