Solution

ID: past-exam-of-the-mathematics-course-of-the-year-1-of-the-natural-sciences-course-of-the-university-of-cambridge/2007/paper-2/section-b/3/a/solution

Normalization of a probability distribution and the geometric series give , so . For a nonnegative integer , the strict tail starts at :
For nonnegative integers , the event is contained in . Therefore
This is the memorylessness of the geometric distribution with the zero-based counting convention. Keeping strict versus non-strict inequalities explicit is essential: , conditional on , has the original distribution of .

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