Geometric distribution

From Maths
Revision as of 03:06, 15 January 2018 by Alec (Talk | contribs) (Fixed erroneous data)

Jump to: navigation, search
Stub grade: A*
This page is a stub
This page is a stub, so it contains little or minimal information and is on a to-do list for being expanded.The message provided is:
It's crap, look at it
This page is a dire page and is in desperate need of an update.
Geometric Distribution
[ilmath]X\sim\text{Geo}(p)[/ilmath]

for [ilmath]p[/ilmath] the probability of each trials' success

[ilmath]X\eq k[/ilmath] means that the first failure occurred on the [ilmath]k^\text{th} [/ilmath] trial, [ilmath]k\in\mathbb{N}_{\ge 1} [/ilmath]
Definition
Defined over [ilmath]X[/ilmath] may take values in [ilmath]\mathbb{N}_{\ge 1}\eq\{1,2,\ldots\} [/ilmath]
p.m.f [ilmath]\mathbb{P}[X\eq k]:\eq (1-p)^{k-1}p[/ilmath]
c.d.f / c.m.f[Note 1] [ilmath]\mathbb{P}[X\le k]\eq 1-(1-p)^k[/ilmath]
cor: [ilmath]\mathbb{P}[X\ge k]\eq (1-p)^{k-1} [/ilmath]
Properties
Expectation: [math]\mathbb{E}[X]\eq\frac{1}{p} [/math]
Variance:
TODO: Unknown
[Note 2]

Notes

during proof of [ilmath]\mathbb{P}[X\le k][/ilmath] the result is obtained using a geometric series, however one has to align the sequences (not adjust the sum to start at zero, unless you adjust the [ilmath]S_n[/ilmath] formula too!)

Check the variance, I did part the proof, checked the MEI formula book and moved on, I didn't confirm interpretation.


Make a note that my Casio calculator uses [ilmath]1-p[/ilmath] as the parameter, giving [ilmath]\mathbb{P}[X\eq k]:\eq (1-p)^{k-1}p[/ilmath] along with the interpretation that allows 0

Definition

References

Notes

  1. Do we make this distinction for cumulative distributions?
  2. Due to different conventions on the definition of geometric (for example [ilmath]X':\eq X-1[/ilmath] for my [ilmath]X[/ilmath] and another's [ilmath]X'\sim\text{Geo}(p)[/ilmath]) or even differing by using [ilmath]1-p[/ilmath] in place of [ilmath]p[/ilmath] in the [ilmath]X[/ilmath] and [ilmath]X'[/ilmath] just mentioned - I cannot be sure without working it out that it's [math]\frac{1-p}{p^2} [/math] - I record this value only for a record of what was once there with the correct expectation - DO NOT USE THIS EXPRESSION