Geometric rv and exponential rv question

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nacho-man
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Please refer to the attached image.for part
a) this is what i did:

$G = k$, $k-1< X < k$

so I substituted $k-1$ and $k$ into the given exponential rv,

this gave me

$\lambda e^{-\lambda(k-1)}$ and $\lambda e^{-\lambda k}$
$= \lambda e^{-\lambda(k-1)} + \lambda e^{-\lambda k}$
But I feel like I am on the wrong track.

This question is really hard for me to comprehend, could someone water it down for me a bit, or help me out?

Thanks in advance!
 
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  • Printed problem 2: Let X be an exponential random variable with parameter lambda and G be the integer-valued random variable defined by G = k whenever k - 1 ≤ X < k for k = 1, 2, ...; parts (a) and (b) ask for geometric distribution and P(X > x + k | G > k).
    mth2222 midsemq.png
    8.7 KB · Views: 127
To find $P(k-1\le X<k)$ where $X$ has exponential distribution, you need to subtract the values of CDF, not PDF:
\[
P(k-1\le X<k)=F(k)-F(k-1) =(1-e^{-\lambda k})-(1-e^{-\lambda (k-1)})
\]
After canceling 1's, factor out $e^{-\lambda(k-1)}$.