Question: Let Y, Y,. . be independent and identically distributed with P{Y = 0} = P{Y,y} (1a)e, y >0. Define the random variables X, n 0

Let Y, Y,. . be independent and identically distributed with P{Y = 0} = P{Y,y} (1a)e, y >0.

Define the random variables X, n 0 by X = 0 = Xn+ax +Y+1 Prove that P{X = 0} = " P{X>x} (1 a")e, x>0

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