Mathematics
Mathematics, 19.12.2019 19:31, bankroll42

Let x1, . . be independent random variables with the common distribution function f, and suppose they are independent of n, a geometric random variable with parameter p. let m = max(x1, . . ,xn). (a) find p{m … x} by conditioning on n. (b) find p{m … x|n = 1}. (c) find p{m … x|n > 1}. (d) use (b) and (c) to rederive the probability you found in (a).

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