设X~Ge(P),则任取m、n∈N 有P[(X>n+m)|(X >m)]=P(X>n)
证明:P(X>n+m|X>m)=P(X>n+m)/P(X>m)
P(X>m)=∑P(X=k) (其中∑上面是∞ ∑下面是k=m+1 )
=(∑q^k+1)p (其中∑上面是∞ ∑下面是k=m+1 )
=(q^m +q^m+1 +···)p
=[q^m/(1-q)]p=q^m
P(X>n+m)=q^n+m
P(X>n)=q^n
希望可以帮到你!
设X~Ge(P),则任取m、n∈N 有P[(X>n+m)|(X >m)]=P(X>n)
证明:P(X>n+m|X>m)=P(X>n+m)/P(X>m)
P(X>m)=∑P(X=k) (其中∑上面是∞ ∑下面是k=m+1 )
=(∑q^k+1)p (其中∑上面是∞ ∑下面是k=m+1 )
=(q^m +q^m+1 +···)p
=[q^m/(1-q)]p=q^m
P(X>n+m)=q^n+m
P(X>n)=q^n
希望可以帮到你!