Let be a discrete random variable having the following probability density function,
where and is a positive integers . What is the number of digits of ?
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An important property of discrete random variables is that the sum of the probabilities of its possible values is equal to 1. So:
n 1 + n + 1 1 + n + 2 1 + ... = 1
but the left side is the harmonic series without the first n-1 terms. Noticing that:
∑ k = 1 ∞ a ( k ) converges if and only if ∑ k = n ∞ a ( k ) converges for any n ∈ N
As the harmonic series diverges, for any n ∈ N the right side will diverge, so it is impossible.