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PN K
PN n
n k
1 p
n 1
k 1
1
1n
1 p
p
k
1 p
n 1
PN
P
B
n
1 p 9 p
1
1 p
1 p
n 10
PN K B n k
n k B
otherwise
n 10 p
1 p
0
n n 10 11 ; k
otherwise
1 n
The conditional PMF PN B n b could be found directly from PN n using Theorem 2.19. However,
we can also find it just by summing the conditional joint PMF.
n
PN K B
PN B n
1 p
0
n k
k 1
n 10 p
n 10 11
otherwise
From the conditional PMF PN B n , we can calculate directly the conditional moments of N given B.
Instead, however, we observe that given B, N
N 9 has a geometric PMF with mean 1 p. That
is, for n 1 2 ,
PN B n
Hence, given B, N
P
N
n 9 B
PN B n 9
1 p
n 1
E N
Var N
9 B
E N B
1 p 9
Var N B
9 B
1 p p2
Note that further along in the problem we will need E N 2 B which we now calculate.
E N2 B
Var
N B E
N B
2
17
81
2
p
p
1
For the conditional moments of K, we work directly with the conditional PMF PN K B n k .
1 p n
k
n
n 10 k 1
E
K B
Since nk
1k
10 p
n 10
1 p n
n
10 p n
k 1
n n 1 2,
n 1
1 p
1 2
E
K B
n
n 1
1
E
N 1 B
2
1
5
2p
E
N B! E
K B
1 p 9 1 2p" 5
3
14
2p
E K B
Using the identity nk
1k
E K B
10 p
n 10
1 p n
n
10 p n
k2
k 1
n n 1 2n 1 6, we obtain
1 p n
k
n
n 10 k 1
n 1 2n 1
1 p
6
n 10
n 10
1
E
N 1 2N 1# B
6
E K2 B
E
N B
2
1
6
2
3p2
2
37
31
6p
3
Var
K B
E
K B
5
12p2
7
2
6
6p
3
E
NK B
nk
n 10 k 1
Since nk
1k
1 p n
n
10 p
1 p
n 10
n 1
pk
k 1
n n 1 2,
E
NK B
n n 1
2 1 p
n 10
n 10
1
E
N N 1# B
2
1
p2
9
45
p