Solution

ID: past-exam-of-the-mathematics-course-of-the-university-of-oxford/undated/prelims/mathematics-iii-resit/4/c/ii/solution

Summing the joint probability mass function over with the geometric series gives the marginal probability mass function
Divide the joint probability mass function by this positive marginal probability mass function to obtain the conditional distribution:
It is the geometric distribution counting failures before the first success, with success probability . For the other nonnegative integers , ; the elementary conditional probability given is undefined and supplies no additional case.

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