Re: Geometric (Random Variable)
- From: hrubin@xxxxxxxxxxxxxxxxxxxx (Herman Rubin)
- Date: 28 Sep 2005 15:47:24 -0500
In article <1127929397.990069.140460@xxxxxxxxxxxxxxxxxxxxxxxxxxxx>,
statcat <lusots@xxxxxxxxx> wrote:
>to show:
>E{ 1/(1+X)} = log ((1-p)^(p/(p-1)))
>given X (a random variable) be Geometric (p)
>I will assume E is expect vaule here.
>I am wodering that shouldn't it be 1/(1-X) on the left side?
>Since X is a RV, it should be <1.
>Can anyone help me to show this?
>thanks
Random variables can take on arbitrary real values.
I do not get your result; if the distribution is
P(X = k) = (1-p)*p^k, k = 0, 1, ...,
I get that E(1/(1+X)) = (p-1)*log(1-p).
--
This address is for information only. I do not claim that these views
are those of the Statistics Department or of Purdue University.
Herman Rubin, Department of Statistics, Purdue University
hrubin@xxxxxxxxxxxxxxx Phone: (765)494-6054 FAX: (765)494-0558
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