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Worked solution

Normalize an infinite geometric probability law

XX has probability mass function P(X=x)=c(4/5)xP(X=x)=c(4/5)^x for integers x≥0x\ge0. Find (i) cc and (ii) P(X≥3)P(X\ge3).

CJC · Lecture · Example 3

(i) Sum the entire geometric progression

Normalization gives ∑x=0∞c(4/5)x=1\sum_{x=0}^{\infty}c(4/5)^x=1, hence c∑x=0∞(4/5)x=1c\sum_{x=0}^{\infty}(4/5)^x=1. Expand the source series: c[(4/5)0+(4/5)1+(4/5)2+⋯ ]=1c[(4/5)^0+(4/5)^1+(4/5)^2+\cdots]=1. Recap the GP parameters from the Teacher note: first term a=1a=1, ratio r=4/5r=4/5, with ∣r∣<1|r|<1. Thus c[1/(1−4/5)]=1c[1/(1-4/5)]=1 and c=1/5c=1/5.

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(ii) Method 1: sum the tail as another GP

P(X≥3)=15(45)3+15(45)4+15(45)5+⋯P(X\ge3)=\frac15(\frac45)^3+\frac15(\frac45)^4+\frac15(\frac45)^5+\cdots. This tail has first term a=15(45)3a=\frac15(\frac45)^3 and ratio r=4/5r=4/5. Therefore P(X≥3)=15(45)31−45=64/125P(X\ge3)=\dfrac{\frac15(\frac45)^3}{1-\frac45}=64/125.

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(ii) Method 2: subtract the first three masses

P(X≥3)=1−P(X≤2)=1−[15(45)0+15(45)1+15(45)2]=64/125P(X\ge3)=1-P(X\le2)=1-[\frac15(\frac45)^0+\frac15(\frac45)^1+\frac15(\frac45)^2]=64/125.

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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.

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