Suppose I have an urn with 9 balls: 4 green, 3 yellow and 2 white ones. I draw a ball from
the urn repeatedly with replacement, until I see the first green or yellow ball, and then I stop. Let
N be the number draws I needed. Let Y equal 1 if the last draw is green and 2 if the last draw is
yellow. Find the joint and marginal probability mass functions of N and Y and determine whether
N and Y are independent. Is there an intuitive explanation for the probability mass function of Y
that you discovered?
I'm completely loss and can't even start. From what I understand, $N \sim Geom(\frac{7}{9})$, but I can't get what is the distribution of Y. What is the pmf of Y? And how to find joint pmf? Thank you.
Answer
Guide:
Note that\begin{align}
Pr(N=n, Y=1) &=\left( \frac29\right)^{n-1}\frac{4}{9}
\end{align}
Finding $Pr(N=n, Y=2)$ should be similar and you should be able to compute the marginal distribution.
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