Consider independent trials, each of which results in outcome i, i = 0, 1, .., k, with probability Pi, where o Pi = 1. Let N denote the number of trials needed to obtain an outcome that is not equal to 0, and let X be that outcome. (a) Find P(N = n), n > 1 %3D (b) Find P(X = j),j = 1, ..., k (c) Show that P(N = n, X = j) = P(N = n)P(X = j)
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