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
Posted: Thu Apr 28, 2022 7:09 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) Hint: carefully consider the bounds of the conuolution sum given the supports of X and Y.