Page 1 of 1

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
by answerhappygod
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 1
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 1 (71.66 KiB) Viewed 21 times
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.