Problem 2 (Exponential as the limit of Geometric) Let Y - Geometric(p), where p = \A. Define X =YA,where X, A > 0. Prove that for any x € (0, 0), we have lim Fx(x) = 1 – e¯dz. A→0

A First Course in Probability (10th Edition)
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Probability distribution.
Problem 2 (Exponential as the limit of Geometric)
Let Y - Geometric(p), where p = \A. Define X =YA,where X, A > 0. Prove that for any
x E (0, 0), we have
%3D
lim Fx(x) = 1 – e-dz.
A→0
Transcribed Image Text:Problem 2 (Exponential as the limit of Geometric) Let Y - Geometric(p), where p = \A. Define X =YA,where X, A > 0. Prove that for any x E (0, 0), we have %3D lim Fx(x) = 1 – e-dz. A→0
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