/*! This file is auto-generated */ .wp-block-button__link{color:#fff;background-color:#32373c;border-radius:9999px;box-shadow:none;text-decoration:none;padding:calc(.667em + 2px) calc(1.333em + 2px);font-size:1.125em}.wp-block-file__button{background:#32373c;color:#fff;text-decoration:none} Q.4.20  Show that if X is a geometric ... [FREE SOLUTION] | 91Ó°ÊÓ

91Ó°ÊÓ

Show that if X is a geometric random variable with parameter p, then E[1/X]=-plog(p)1-pHint: You will need to evaluate an expression of the form∑i=1∞ai/i

to do so, writeai/i=∫0axi-1dx

and then interchange the sum and the integral.

Short Answer

Expert verified

In the given information the answer isE(1/X)=p1-p·-log(p)

Step by step solution

01

:Given Information

We have that X~Geom(p)by the theorem about the mean of a function of random variable, we have that

E(1/X)=∑k=1∞1k·P(X=k)=∑k=1∞1k(1-p)k-1p

=p1-p∑k=1∞(1-p)kk

02

Calculation

∑k=1∞(1-p)kk=∑k=1∞∫01-pxk-1dx=∫01-p∑k=1∞xk-1dx=∫01-p∑k=0∞xkdx

This sum and integral can be written as

∫01-p∑k=0∞xkdx=∫01-p11-xdx

making substitution y=1-xwe get that

∫01-p11-xdx=∫1p1y(-dy)=∫p11ydy=log(1)-log(p)=-log(p)

plug these calculations back in (2) and we get that

E(1/X)=p1-p·-log(p)

03

Final Answer

The answer is E(1/X)=p1-p·-log(p)

Unlock Step-by-Step Solutions & Ace Your Exams!

  • Full Textbook Solutions

    Get detailed explanations and key concepts

  • Unlimited Al creation

    Al flashcards, explanations, exams and more...

  • Ads-free access

    To over 500 millions flashcards

  • Money-back guarantee

    We refund you if you fail your exam.

Over 30 million students worldwide already upgrade their learning with 91Ó°ÊÓ!

One App. One Place for Learning.

All the tools & learning materials you need for study success - in one app.

Get started for free

Most popular questions from this chapter

A man claims to have extrasensory perception. As a test, a fair coin is flipped 10times and the man is asked to predict the outcome in advance. He gets 7out of 10 correct. What is the probability that he would have done at least this well if he did not have ESP?

In some military courts, 9judges are appointed. However, both the prosecution and the defense attorneys are entitled to a peremptory challenge of any judge, in which case that judge is removed from the case and is not replaced. A defendant is declared guilty if the majority of judges cast votes of guilty, and he or she is declared innocent otherwise. Suppose that when the defendant is, in fact, guilty, each judge will (independently) vote guilty with probability .7,whereas when the defendant is, in fact, innocent, this probability drops to .3.

(a) What is the probability that a guilty defendant is declared guilty when there are (i) 9, (ii) 8, and (iii) 7judges?

(b) Repeat part (a) for an innocent defendant.

(c) If the prosecuting attorney does not exercise the right to a peremptory challenge of a judge, and if the defense is limited to at most two such challenges, how many challenges should the defense attorney make if he or she is 60percent certain that the client is guilty?

If the distribution function of Xis given by

F(b)=0 â¶Ä…â¶Ä…â¶Ä…b<012 â¶Ä…â¶Ä…â¶Ä…0≤b<135 â¶Ä…â¶Ä…â¶Ä…1≤b<245 â¶Ä…â¶Ä…â¶Ä…2≤b<3910 â¶Ä…â¶Ä…â¶Ä…3≤b<3.51 â¶Ä…â¶Ä…â¶Ä…b≥3.5

calculate the probability mass function of X.

Three dice are rolled. By assuming that each of the 63=216 possible outcomes is equally likely, find the probabilities attached to the possible values that X can take on, where X is the sum of the 3 dice.

Consider a random collection of nindividuals. In approximating the probability that no 3of these individuals share the same birthday, a better Poisson approximation than that obtained in the text (at least for values of nbetween 80and 90) is obtained by letting Eibe the event that there are at least 3 birthdays on dayi,i=1,...,365.

(a) Find PEi.

(b) Give an approximation for the probability that no3individuals share the same birthday.

(c) Evaluate the preceding when n=88(which can be shown to be the smallest value ofnfor which the probability exceeds.5).

See all solutions

Recommended explanations on Math Textbooks

View all explanations

What do you think about this solution?

We value your feedback to improve our textbook solutions.

Study anywhere. Anytime. Across all devices.