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

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Homework Help Overview

The discussion revolves around proving that the sum of a probability mass function (pmf) converges to a probability, specifically in the context of rolling a fair die until a six appears. The original poster presents two series related to this scenario and seeks to demonstrate their convergence.

Discussion Character

  • Exploratory, Mathematical reasoning, Assumption checking

Approaches and Questions Raised

  • The original poster attempts to prove the sum of the pmf equals one and questions the derivation of a second series related to odd rolls. Some participants suggest recognizing the first series as a geometric series and inquire about the sum formula for such series.

Discussion Status

Participants are exploring the properties of geometric series and discussing the original poster's attempts at induction. Some guidance has been offered regarding the nature of the series, but there is no explicit consensus on the correctness of the original poster's derivation.

Contextual Notes

The original poster expresses uncertainty about their approach and seeks a derivation rather than relying on geometric series assumptions. There is mention of a specific result from the back of the book that the original poster is trying to reach.

ryanj123
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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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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.
 
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.
 
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?
 

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