Let X₁, X₂ be independent and identically distributed random variables following a geometric distribution with parameter p = (0, 1), that is, P(X₁ = k) = pk-¹ (1-p) for k = N. a) Derive a formula for P(X₁2 k) for k € N. b) Determine the cumulative distribution function of Y= min(X₁, X₂). c) Let Z= max(X₁, X₂). Are Y and Z independent? Justify your answer.

A First Course in Probability (10th Edition)
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ISBN:9780134753119
Author:Sheldon Ross
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Chapter1: Combinatorial Analysis
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Let X₁, X₂ be independent and identically distributed random variables following a geometric
distribution with parameter p € (0, 1), that is, P(X₁ = k) = pk-1(1-p) for k € N.
a) Derive a formula for P(X₁2 k) for ke N.
b) Determine the cumulative distribution function of Y = min(X₁, X₂).
c) Let Z= max(X₁, X₂). Are Y and Z independent? Justify your answer.
Transcribed Image Text:Let X₁, X₂ be independent and identically distributed random variables following a geometric distribution with parameter p € (0, 1), that is, P(X₁ = k) = pk-1(1-p) for k € N. a) Derive a formula for P(X₁2 k) for ke N. b) Determine the cumulative distribution function of Y = min(X₁, X₂). c) Let Z= max(X₁, X₂). Are Y and Z independent? Justify your answer.
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