Let the sequence Xn, n = 1, 2, 3, ..., be a Bernoulli process with parameter P(Xn = 1) = p for all n = 1. Let be the time when a value of 0 is first observed: U = min{n: Xn = 0} Then, the random variable is:

Question

Let the sequence Xn, n = 1, 2, 3, ..., be a Bernoulli process with parameter P(Xn = 1) = p for all n >= 1. Let be the time when a value of 0 is first observed: U = min{n: Xn = 0} Then, the random variable is:

A) Geometric with parameter p
 
B) Geometric with parameter 1 - p
 
C) None of the above

Ali · Accepted Answer

1-p Geometric with parameter