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Stats - find the distribution function of an infinite sample space.

  1. Dec 13, 2011 #1
    1. The problem statement, all variables and given/known data

    A die is rolled until the first time that a six turns up. We shall see that the
    probability that this occurs on the nth roll is (5/6)n−1 · (1/6). Using this fact,
    describe the appropriate infinite sample space and distribution function for
    the experiment of rolling a die until a six turns up for the first time. Verify
    that for your distribution function the Ʃ(ω)=1, as ω→∞

    2. Relevant equations

    Relevant equations are in the question.

    3. The attempt at a solution
    Ω = { 6, N6, NN6, NNN6, ... , N...N6 }
    Also, I know that the equation is exponential decay, but I just don't know how to get the formula...
    I also know that it adds up, because (1/6)+(5/6)(1/6) + (5/6)^2(1/6) .. etc eventually equal to 1 as N→∞
    Last edited: Dec 13, 2011
  2. jcsd
  3. Dec 13, 2011 #2

    Ray Vickson

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    Homework Helper

    (i) What you wrote was (5/6)n-1 - 1.(1/6), which means (5n/6) - (1/6). You should have written either (5/6)^(n-1) - (1/6) or used the "S U P" button to get (5/6)n-1 - (1/6).
    (ii) Saying Ʃ(ω)=1, as ω→∞ makes no sense: the ω need not be numbers, so they can't "go to infinity". Just saying Ʃ(ω)=1 is enough.
    (iii) You write Ω as though it has an "end", but it doesn't just write Ω = {6, N6, NN6, NNN6, ... }. Also, if you use N here you should not later say "as N → ∞". Use a different symbol.

    Aside from these writing issues, I don't see your problem; you seem to have answered the questions you were asked. For example, when you say "I just don't know how to get the formula...", that is not relevant: you are *given* the formula, and are asked to use it. You have done that correctly.

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