In: Statistics and Probability
Let X1,...,Xn ∼ Geo(θ).
(a) Find a 90% asymptotic confidence interval for θ.
(b) Find a 99% asymptotic lower confidence intervals for φ = 1/θ, the expected number of trials until the first success.
quite a long calculation. The student is advised to go through minutely and in case find it difficult to understand, comment.