2.10 Verify the results of Section 2.3, that under the beta-geometric model, the expected remaining waiting time
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2.10∗ Verify the results of Section 2.3, that under the beta-geometric model, the expected remaining waiting time for couples who have had j failed cycles is given by:
E[(X − j)|X>j] = 1 − θ
μ − θ
+ jθ
(μ − θ) .
Hint: First of all show that under the beta-geometric model, conditional upon the event X>j, the distribution of the parameter p is Be μ
θ
, 1 − μ
θ + j
.
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