Beautiful Multiplicative Property of Geometric Expectation
DOI:
https://doi.org/10.5281/zenodo.10999414Keywords:
Geometric expectation, Discrete Random Variable, Multiplicative PropertyAbstract
Concepts of geometric expectation and harmonic expectation of random variable were introduced in a recent study with formulating their definitions in the case of discrete random variable. It was thought that geometric expectation might carry some properties. A beautiful multiplicative property of geometric expectation has been derived in this study. The property has been derived in the case of discrete random variable. This article presents derivation of this property of geometric expectation with numerical example.