Yet Another Application of a Binomial Recurrence
Wojciech Szpankowski, Vernon J. Rego · Purdue e-Pubs (Purdue University System) · 1988
We investigate the moments of the maximum of a set of U.d geometric random variables.Computationally, the exact formula for the moments (which does not seem to be available in the literature) is inhibited by the presence of an alternating sum.A recursive expression for the moments is shown to be superior.However, the recursion can be both computationally intensive as well as subject to large round-off error when the set of random variables is large, due to the presence of factorial terms.To get around this difficulty we develop accurate asymptotic expressions for the moments and verify OUf results numerically.