Question: Exercise 3.5 (Pascal Distribution) In Bernoulli trials with success probability p, let T represent the time epoch of the mth success. That is, denoting the

Exercise 3.5 (Pascal Distribution) In Bernoulli trials with success probability p, let T represent the time epoch of the mth success. That is, denoting the time interval between the (i − 1)th success and the ith success by Ti, we have T = T₁ +T₂ +· · ·+T_m. Prove that the probability function of T is given by

m P{T=k}=-1Ck-mp (1 - p)k-m km, m+1,....

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