Q2(iv.) If X1, X2, · are independent and identically distributed exponential random variables with parameter A and N is a geometric random variable with parameter p independent of the sequence X1, X2, ... (ie P(N =n) = p(1 – p)"-1), then show that N Y =X; i=1 s exponentially distributed with parameter Xp using the moment generating function from part (i). Hint: The m.g.f. of an exponential random variable with parameter A is A/(A – t).
Q2(iv.) If X1, X2, · are independent and identically distributed exponential random variables with parameter A and N is a geometric random variable with parameter p independent of the sequence X1, X2, ... (ie P(N =n) = p(1 – p)"-1), then show that N Y =X; i=1 s exponentially distributed with parameter Xp using the moment generating function from part (i). Hint: The m.g.f. of an exponential random variable with parameter A is A/(A – t).
Functions and Change: A Modeling Approach to College Algebra (MindTap Course List)
6th Edition
ISBN:9781337111348
Author:Bruce Crauder, Benny Evans, Alan Noell
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Chapter5: A Survey Of Other Common Functions
Section5.6: Higher-degree Polynomials And Rational Functions
Problem 5E: Population Genetics In the study of population genetics, an important measure of inbreeding is the...
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