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Q41Section ST (Statistics (Q11–Q65))41 of 65

Conditional expectation given a sum of geometric variables

Let XX and YY be independent and identically distributed geometric random variables having the following probability mass function P(X=x)=p(1−p)xP(X = x) = p(1-p)^x, x=0,1,2,…x = 0, 1, 2, \dots, where p∈(0,1)p \in (0, 1). Then which of the following statements is correct?

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