An Introduction to Mathematical Statistics and Its Applications (6th Edition)

Published by Pearson
ISBN 10: 0-13411-421-3
ISBN 13: 978-0-13411-421-7

Chapter 3 Random Variables - 3.3 Discrete Random Variables - Questions - Page 127: 15

Answer

$\color{blue}{f_X(x) = p(1-p)^{x-1}, x=1,2,3,\ldots}.$

Work Step by Step

For $X=1,$ $\begin{align*} f_X(1) &= P(X\le 1) - P(X\lt 1) \\ &= F(1) - 0 & [\text{since}\ F_X(x)\ne 0,\ \text{only for}\ x=1,2,3,\ldots] \\ &= (1-(1-p)^1) - 0\\ &= 1-1+p \\ f_X(1) &= p. \end{align*}$ For $X=2,3,4\ldots,$ $\begin{align*} f_X(x) &= P(X=x) \\ &= P(X\le x) - P(X\lt x),\ x=2,3,4,\ldots \\ &= P(X\le x) - P(X\le x-1) & [\text{since}\ F_X(x)\ne 0,\text{only for}\ x=1,2,3\ldots] \\ &= F(x) -F(x-1) \\ &= (1-(1-p)^x) - (1-(1-p)^{x-1}) \\ &= 1-(1-p)^x -1 + (1-p)^{x-1} \\ &= -(1-p)^x + (1-p)^{x-1} \\ &= -(1-p)(1-p)^{x-1} + (1-p)^{x-1} \\ &= (-(1-p)+1)(1-p)^{x-1} \\ &= (-1+p+1)(1-p)^{x-1} \\ f_X(x) &= p(1-p)^{x-1},\ x=2,3,\ldots. \end{align*}$ Since $f_X(1) = p = p(1-p)^0 = p(1-p)^{1-1},$ we can then define $\color{blue}{f_X(x) = p(1-p)^x, x=1,2,3,\ldots}.$
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