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Proof A geometric random variable X has the memoryless property if for all nonnegative

integers s and t,

P (X s + t | X t) = P (X s)

or, equivalently

P (X s + t) = P (X s)P (X t).

The probability mass function for a geometric random variable X is

P (X x) = (1 p)x x = 0, 1, 2, . . . .

P (X s + t, X t)

P (X s + t | X t) =

P (X t)

P (X s + t)

=

P (X t)

(1 p)s+t

=

(1 p)t

= (1 p)s

= P (X s),

APPL verification: The APPL statements

1 - simplify(op(CDF(GeometricRV(p))(s + t)[1]));

(1 p )s+t .

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