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Let W1 and W2 be independent geometric random variables with parameters p1 and p2. Find: a)
P(W1=W2) [Hint: Note that we can express P(W1=W2) as P(W1=W2)=k=1P(W1=k,W2=k).] b)
P(W1n)=(1p)n for every n1 (Homework 6, Problem 7)]. c) P(W1>W2);

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Let W1 and W2 be independent geometric random variables with paramete.pdf

  • 1. Let W1 and W2 be independent geometric random variables with parameters p1 and p2. Find: a) P(W1=W2) [Hint: Note that we can express P(W1=W2) as P(W1=W2)=k=1P(W1=k,W2=k).] b) P(W1n)=(1p)n for every n1 (Homework 6, Problem 7)]. c) P(W1>W2);