- Discrete Math
- Discrete Structures
The Minimum of Two Independent Geometric Random Variables
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Let H be a random variable with probability p1 that has a Geometric distribution G1 Let Y be a random variable with probability p2 that has a Geometric distribution G2
H and Y are two independent geometric random variables.
What is distribution of Z =min(H,Y)
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This problem shows in detail that the minimum of two independent geometrically-distributed random variables is itself geometrically distributed.