Geometric rv and exponential rv question

In summary, the conversation is discussing how to find the probability of a given range for a random variable with an exponential distribution. The solution involves subtracting the values of the cumulative distribution function, rather than the probability density function.
  • #1
nacho-man
171
0
Please refer to the attached image.for part
a) this is what i did:

$G = k$, $k-1< X < k$

so I substituted $k-1$ and $k$ into the given exponential rv,

this gave me

$\lambda e^{-\lambda(k-1)}$ and $\lambda e^{-\lambda k}$
$= \lambda e^{-\lambda(k-1)} + \lambda e^{-\lambda k}$
But I feel like I am on the wrong track.

This question is really hard for me to comprehend, could someone water it down for me a bit, or help me out?

Thanks in advance!
 

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  • #2
To find $P(k-1\le X<k)$ where $X$ has exponential distribution, you need to subtract the values of CDF, not PDF:
\[
P(k-1\le X<k)=F(k)-F(k-1) =(1-e^{-\lambda k})-(1-e^{-\lambda (k-1)})
\]
After canceling 1's, factor out $e^{-\lambda(k-1)}$.
 

FAQ: Geometric rv and exponential rv question

What is a geometric random variable?

A geometric random variable is a discrete random variable that represents the number of trials needed to achieve the first success in a series of independent trials, where each trial has a fixed probability of success.

How is a geometric random variable different from a binomial random variable?

A binomial random variable represents the number of successes in a fixed number of trials, while a geometric random variable represents the number of trials needed to achieve the first success.

What is an exponential random variable?

An exponential random variable is a continuous random variable that represents the time between events occurring in a Poisson process, where the events occur at a constant rate and independently of each other.

How is an exponential random variable related to a geometric random variable?

An exponential random variable can be thought of as a continuous version of a geometric random variable, where the number of trials is replaced by time and the probability of success is replaced by the rate of occurrence.

What are some real-life examples of geometric and exponential random variables?

Examples of geometric random variables include the number of coin flips needed to get heads for the first time, the number of attempts needed to make a free throw in basketball, and the number of trials needed to successfully answer a multiple choice question. Examples of exponential random variables include the time between website visits, the time between arrivals at a store, and the time between failures of a machine.

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