Solved – Confidence interval for the parameter of a geometric distribution

confidence intervalgeometric-distribution

I have a problem proving this:
Given $C(x)=[0, 3/x]$ for all $x\in\chi$, with $\chi=\Omega$ being the sample space and $P_q=Geom(q)$ being the geometric distribution.

I have to show that C(x) is a confidence Interval for q but I don't know how to get started.

I've been given the tip $P_q([0,3/q])=P_q(x\in[0,3/q])=P_q(\{1,2,\lfloor3/q\rfloor\})$ and then use the geometric series. It also says that the function wont be steady and that I should nest it between two steady ones.

Why am I supposed to do that? Any tips are very appreciated.

Best Answer

Thanks for the help. I solved the problem using the geometric sum and the definition of the floor function to define two enveloping functions of the probability: $q\sum_{i=1}^{\lfloor3/q\rfloor}(1-q)^{i-1}=1-(1-‌​q)^{\lfloor3/q\rfloor}$ The level for the confidence interval is then 0.05, or $e^{-3}$

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