Proof of a formula with two geometric random variables

  • #1
2
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Homework Statement
If G_1 and G_2 are independent geometric random variables with parameters p_1 and p_2 respectively, show that
Relevant Equations
P(G_1<G_2)=p_1(1-p_2)/(p_1+p_2-p_1p_2)
The image above is the problem and the image below is the solution I have tried but failed.

MVIMG_20210209_102231_recompress.jpg
1612521305080_recompress.jpg
 

Answers and Replies

  • #2
You first equation is multiple-counting many cases. You should sum the cases where ##G_1 = k##, not ##G_1 \le k##
 
  • #3
You first equation is multiple-counting many cases. You should sum the cases where ##G_1 = k##, not ##G_1 \le k##
Get it, thank you very much!
 

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