Suppose $X$ is random variable from some unknown distribution $f(X)$. I'm given a black-box/algorithm that takes a number $c\;: 0 \leq c < 1$ and outputs a number(randomly generated) using the truncated distribution $f_c(X)$ where the domain of $X = [c, 1]\; \therefore f_0(X) = f(X)$. Now I need to estimate the $E[\text{count}]$ for the values of $count$ returned by the following code:
Input: rho (where $0<\rho <1$)
$Q(1-\rho)$: Value of Quantile Function [$(1-\rho)^{\text{th}}$-quantile] of the distribution function $f_0(X)$
int get_count(float rho) {
float c = 0.0;
int count = 0;
while(c < Q(1-rho)) {
c = blackbox_algo(c);
count++;
}
return count;
}
I tried to construct a recurrence by conditional expectation(as generally done in case of geometric distribution) but it seems to be not correct as the memoryless property is not valid here. Any help is welcome :)
Disclaimer: It's not a homework problem. I'm a budding researcher in engineering and ran into situation where such kind of problems are arising. This problem has a similarity with this one but these are not identical