In: Statistics and Probability
A coin with P[Heads]= p and P[Tails]= 1p is tossed repeatedly (the tosses are independent). Define (X = number of the toss on which the first H appears, Y = number of the toss on which the second H appears. Clearly 1X<Y. (i) Are X and Y independent? Why or why not? (ii) What is the probability distribution of X? (iii) Find the probability distribution of Y . (iv) Let Z = Y X. Find the joint probability mass function
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