Let X, Y be i.i.d. Geom(p) random variables, and let Z = X+Y. Using convolution, show that P(Z = z) = (1-P)-2p2(2-1) Hin
-
answerhappygod
- Site Admin
- Posts: 899604
- Joined: Mon Aug 02, 2021 8:13 am
Let X, Y be i.i.d. Geom(p) random variables, and let Z = X+Y. Using convolution, show that P(Z = z) = (1-P)-2p2(2-1) Hin
Let X, Y be i.i.d. Geom(p) random variables, and let Z = X+Y. Using convolution, show that P(Z = z) = (1-P)-2p2(2-1) Hint: carefully consider the bounds of the conuolution sum given the supports of X and Y.
Join a community of subject matter experts. Register for FREE to view solutions, replies, and use search function. Request answer by replying!