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5. Let X1, X2, ... be independent random variables. Fix p in the interval (0, 1), and for n 2 1 let X, have the
5. Let X1, X2, ... be independent random variables. Fix p in the interval (0, 1), and for n 2 1 let X, have the geometric ( ) distribution on { 1, 2, 3, ... }. In what follows, remember that if you have infinite sums in your answers, then you must simplify them. a) For k 2 1, write P(X1 > k) in terms of p and k. b) Find P(X1 > X2). c) Find an exponential approximation to P(X, > n) for large n
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