Let X and Y be independent random variables, each with a Geom(0.12) distribution, and let N = X + Y.
Find the joint pmf of (X, N), P(X = m, N = n) for 0 ≤ m ≤ n < ∞.
Hint: {X=m,N=n}={X=m,Y=n-m}
Find the pmf of N, P(N = n) for 0 ≤ n < ∞.
Find the conditional pmf of X given N = n, P(X = m | N = n) for 0 ≤ m ≤ n < ∞.
Do you recognize this distribution? It is a named distribution.