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Let $X$ have the exponential distribution. For $n=1,2,\ldots$ let $Y_{n}$ equal $\lfloor X\rfloor /n$. Prove that $Y_{n}$ is a random variable, and calculate and identify its distribution function.

My approach: To prove that $Y_{n}$ is a random variable it is necessary to verify that $$\{\omega : Y_{n}(\omega)\leq y\}\in \mathscr{F},\ \text{for every}\ y\in\mathbb{R}.$$ Where $\mathscr{F}$ is a $\sigma$-algebra.

Now, $$\{\omega : Y_{n}(\omega)\leq x\}=\{\omega : \frac{\lfloor X(\omega)\rfloor}{n}\leq y\}=\bigcup_{i=1}^{n}\{\omega: \lfloor X(\omega)\rfloor\leq yi\}$$ Since $X(\omega)$ is a random variable and $iy\in\mathbb{R}$, for each $i=1,2,\ldots$, then every element of the precedieng union is an element of the $\sigma$-lagebra, hence $$\bigcup_{i=1}^{n}\{\omega: \lfloor X(\omega)\rfloor\leq yi\}\in \mathscr{F}.$$

Is this a good reasoning?.

As for the distribution: I know that $Y_{n}$ is a descrete R.V. and since $l\leq X\leq l+1$, then \begin{equation}F(x)=P(\omega :X(\omega)\leq yn +1)=P(\omega :X(\omega)< [yn] +1)\end{equation}
I know this distribution is a geometric one, but how can I find it.

  • Why do you believe it's geometric? What's the probability associated with $Y_1$? $Y_2$? $Y_3$? $Y_n$? – Glen_b Sep 25 '19 at 01:43
  • I think is in some way related to this question an its solution: https://stats.stackexchange.com/questions/136950/what-is-the-limiting-distribution-of-exponential-variates-modulo-1/136956#136956 But this problem is a little bit deferent. – utello10 Sep 25 '19 at 01:49
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    Your question says "I know this distribution is geometric." Having a problem that looks somewhat similar to (but different from) another problem is not a basis to *know* something so definite. How do you *know* it? – Glen_b Sep 25 '19 at 03:36
  • Have a look at https://stats.stackexchange.com/questions/297746/proof-that-the-floor-of-an-exponential-random-variable-is-a-geometric-variable and https://stats.stackexchange.com/questions/322258/how-random-variable-y-following-geometric-distribution-in-the-following-situat/322282#322282 – kjetil b halvorsen Sep 25 '19 at 07:57
  • I'll take a look. Thnx. – utello10 Sep 26 '19 at 01:55

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