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Ω = {(i, j) : i, j ∈ 0, 1, 2, · · ·}
λ i µj
P({(i, j)}) = C
i!j!
(a) Find C.
(b) Define X : Ω → R as X((i, j)) = i + j. Find ΩX and the p.m.f.
of X.
5) Consider infinite tosses of a coin. Let An,k denote the probability that
the nth head occurs in the kth toss. Assume that P(A1,k ) = p(1−p)k−1
for k ≥ 1. Further, assume that P(A2,k |A1,j ) = p(1 − p)k−j−1 for
k ≥ j + 1. (Assume 0 < p < 1.)