Let X1,...be independent random variables with the common distribution function F, and sup...

Let X1,...be independent random variables with the common distribution function F, and suppose they are independent of N, a geometric random variable with parameter p. Let M = max(X1,..., XN).

(a) Find  by conditioning on N.

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(b) Find .

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(c) Find .

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(d) Use (b) and (c) to rederive the probability you found in (a).