Question: Let X n be a binomial negative random variable with n degrees of freedom or Binomial (p, -n) with 0 (or equal) 2 we have:
Let Xn be a binomial negative random variable with n degrees of freedom or Binomial (p, -n) with 0
(or equal) 2 we have:
n/(n+Xn) >(or equal) (n-1)/(n-1+Xn) and E[(n-1)/(n-1+Xn)] = 1-p
Now show that if Y1,Y2,Y3, ... , is a sequence of i.i.d. Geometric(p) random variables, then we can simulate Xn as:
Xn = Y1 ... Yn
Finally, show this implies that:
lim (n-->inf) (n/n+Xn) = lim (n-->inf) (n-1)/(n-1+Xn) = 1-p
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