5. Let X and Y be independent discrete random variables, X having the geometric distribution with parameter

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5. Let X and Y be independent discrete random variables, X having the geometric distribution with parameter p and Y having the geometric distribution with parameter r . Show that U = min{X, Y } has the geometric distribution with parameter p + r − pr .

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Probability An Introduction

ISBN: 9780198709978

2nd Edition

Authors: Geoffrey Grimmett, Dominic Welsh

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