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QUESTION
Let X be a geometric random variable with parameter P, where P is itself random and uniformly distributed from 0 to (n - 1 )/n. Let Z = E[X P]. Find...
Let X be a geometric random variable with parameter P, where P is itself random and uniformly distributed from 0 to (n - 1 )/n. Let Z = E[X P]. Find E[Z] and lim_n-->infinity E[Z).
