2. Let X1 and X2 be independent geometric random variables having the same parameter p. Guess the...

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2. Let X1 and X2 be independent geometric random variables having the same parameter p. Guess the value of P{X1 = i|X1 + X2 = n}

Hint: Suppose a coin having probability p of coming up heads is continually flipped. If the second head occurs on flip number n, what is the conditional probability that the first head was on flip number i, i = 1, . . . , n − 1?

Verify your guess analytically.

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