If X is a negative binomial rv, then the rv Y = X r is the
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If X is a negative binomial rv, then the rv Y = X − r is the total number of failures preceding the rth success.
a. Use an argument similar to the one presented in this section to derive the pmf of Y.
b. Obtain the mgf of Y.
c. Determine the mean and variance of Y. Are these intuitively consistent with the expressions for E(X) and V(X)? Explain.
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Related Book For
Modern Mathematical Statistics With Applications
ISBN: 9783030551551
3rd Edition
Authors: Jay L. Devore, Kenneth N. Berk, Matthew A. Carlton
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