If X has the geometric distribution P{X=k} = qp (where k = 0, 1, ...), show that
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If X has the geometric distribution P{X=k} = qp (where k = 0, 1, ...), show that Var (X) = qp. Conclude that the negative binomial distri- bution {f(k; r,p)} has variance rqp 2 provided r is a positive integer. Prove by direct calculation that the statement remains true for all r > 0.
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Related Book For
An Introduction To Probability Theory And Its Applications Volume 1
ISBN: 9780471257110
3rd Edition
Authors: William Feller
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