Worked solution
Normalize an infinite geometric probability law
has probability mass function for integers . Find (i) and (ii) .
CJC · Lecture · Example 3
(i) Sum the entire geometric progression
Normalization gives , hence . Expand the source series: . Recap the GP parameters from the Teacher note: first term , ratio , with . Thus and .
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(ii) Method 1: sum the tail as another GP
. This tail has first term and ratio . Therefore .
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(ii) Method 2: subtract the first three masses
.
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Common mistakes
The support starts at zero. The first tail term for X≥3 uses exponent three, and the complement contains 0, 1 and 2. The source calls this a probability distribution function; here it is a mass function, not a cumulative distribution function.