Probability proving the series of a pmf converges to a probability.

In summary, the conversation discusses two related series involving rolling a fair die until a six comes up. The first series is a geometric series and the sum of the series is shown to be equal to 5. The second series is also a geometric series with a different ratio and the sum is shown to be equal to 6/11. The conversation also mentions using induction to solve the first series, but it is clarified that it is not necessary as the sum of a geometric series can be found without induction.
  • #1
ryanj123
24
0

Homework Statement



There are two separate series I'm having trouble with, although they're related.

The scenario: Roll a fair die until a six comes up.

pmf = (5/6)^(x-1) * (1/6)

So first, show the sum from 1 to infinity of p(x) =1

Next, determine P(X=1,3,5,7,...) that it will appear on an odd roll.


Homework Equations



I'm trying to prove 1=sum (5/6)^(x-1) * (1/6)

and sum (5/6)^(2x-1) * (1/6) = ?


The Attempt at a Solution



For the first, I tried induction but got lost along the way.

The second, the back of the book states = 6/11 but getting there sends me back to computing the first series.
 
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  • #2
Your first series is a geometric series. What's the sum of 1+a+a^2+a^3+... for a<1? The second series will be a geometric series as well with a different ratio.
 
  • #3
Dick said:
Your first series is a geometric series. What's the sum of 1+a+a^2+a^3+... for a<1? The second series will be a geometric series as well with a different ratio.

I'm getting sum (1/5)*(5/6)^n

So,

1 = sum (1/5)*(5/6)^n
1 = (1/5) sum (5/6)^n
5 = sum (5/6)^n
5 = (5/6) + (5/6)^2 + (5/6)^3 + ... + (5/6)^n
5 = (5/6)[1 + (5/6) + (5/6)^2 +...+ (5/6)^(n-1)]

Now, I need to show this for n+1.

5 = (5/6)[1 + (5/6) + (5/6)^2 +...+ (5/6)^(n-1)]+(5/6)*(5/6)^(n-1+1)
5 = (5/6)[1 + (5/6) + (5/6)^2 +...+ (5/6)^(n-1)]+(5/6)*(5/6)^n
= 5 + (5/6)(5/6)^n
= 5 + (5/6)^(n+1)
so true for all n.

I'm not sure if that was correct? But I need a derivation instead of the geometric assumption.
 
  • #4
You don't need induction. Just sum the geometric series. It's not an assumption. It's a fact. Can you write something a little clearer next time?
 

1. What is a pmf?

A pmf (probability mass function) is a function that assigns probabilities to each possible value of a random variable in a discrete probability distribution. It is often represented as a graph or a table.

2. How is a pmf used to prove the convergence of a series to a probability?

A pmf can be used to prove the convergence of a series to a probability by showing that the sum of all probabilities in the pmf equals 1. This ensures that the series converges to a single value, which is the probability of the event occurring.

3. What is meant by "convergence" in the context of probability?

In probability, convergence refers to the idea that as the number of trials or observations increases, the probability of an event occurring approaches a certain value. This can be seen in the convergence of a series of probabilities to a single value.

4. What is the significance of proving the convergence of a pmf to a probability?

Proving the convergence of a pmf to a probability is important because it allows us to make reliable predictions about the likelihood of an event occurring. It also helps to ensure that our calculations and estimations are accurate and consistent.

5. Are there any assumptions or limitations when using probability to prove convergence?

Yes, there are a few assumptions and limitations when using probability to prove convergence. One assumption is that the events in the series are independent and identically distributed. Another limitation is that the series must be a finite or countably infinite number of events. Additionally, the series must have a well-defined probability space and the probabilities assigned by the pmf must be non-negative and sum to 1.

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