Friday 12 April 2019

probability - Expectation of geometric random variable

Let $X$ be geometric random variable with parameter $p$.



How to prove that:





(1) $E[X-1|X>1] = E[X]$



(2) $E[X^2|X>1] = E[(X+1)^2]$




Author explains the fact below and states it is used to prove (1)
$$P(X-1=k|X>k) = P(X=k).$$




I understood how the fact is true but could not understand how it is used to derive (1)



(2) was stated without explanation. Could someone help in deriving (1) and (2)?

No comments:

Post a Comment

real analysis - How to find $lim_{hrightarrow 0}frac{sin(ha)}{h}$

How to find $\lim_{h\rightarrow 0}\frac{\sin(ha)}{h}$ without lhopital rule? I know when I use lhopital I easy get $$ \lim_{h\rightarrow 0}...