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(10 points) Let X1, X2, X3, ... Bernoulli(p); i.e., we imagine that we see an infinite se- quence of Bernoulli RVs in order X1 then
(10 points) Let X1, X2, X3, ... Bernoulli(p); i.e., we imagine that we see an infinite se- quence of Bernoulli RVs in order X1 then X2 then X3 and so on. We define a new random variable Y that denotes the number of trials necessary to obtain the first success - that is, the smallest value of i for which Xi = 1. (a) Define the pmf of Y; i.e., find P(Y = y). What distribution is this? (b) Find the method-of-moments estimator for p based on a single observation of Y
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