5. Justify the following sampling formula for the geometric random variable X with parameter pЄ (0, 1) (i.e. P(X = k) = (1 − p)*p, k = 0, 1, 2, . . .): X = In(1 – U) In(1 - p) U Є Unif(0, 1).

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ISBN:9780470458365
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5. Justify the following sampling formula for the geometric random variable X with parameter
pЄ (0, 1) (i.e. P(X = k) = (1 − p)*p, k = 0, 1, 2, . . .):
X
=
In(1 – U)
In(1 - p)
U Є Unif(0, 1).
Transcribed Image Text:5. Justify the following sampling formula for the geometric random variable X with parameter pЄ (0, 1) (i.e. P(X = k) = (1 − p)*p, k = 0, 1, 2, . . .): X = In(1 – U) In(1 - p) U Є Unif(0, 1).
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