Suppose X is a random variable taking possible values in {1, 2, 3,... } and 0 < P(X = 1) < 1, and that X satisfies the memoryless property. Prove that X must be a geometrically distributed random variable for some parameter value p.

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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Suppose \( X \) is a random variable taking possible values in \(\{1, 2, 3, \ldots\}\) and \(0 < P(X = 1) < 1\), and that \( X \) satisfies the memoryless property. Prove that \( X \) must be a geometrically distributed random variable for some parameter value \( p \).
Transcribed Image Text:Suppose \( X \) is a random variable taking possible values in \(\{1, 2, 3, \ldots\}\) and \(0 < P(X = 1) < 1\), and that \( X \) satisfies the memoryless property. Prove that \( X \) must be a geometrically distributed random variable for some parameter value \( p \).
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