Geometric distribution

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Geometric Distribution
XGeo(p)

for p the probability of each trials' success

X=k means that the first failure occurred on the kth trial, kN1
Definition
Defined over X may take values in N0={1,2,}
p.m.f P[X=k]:=pk1(1p)
c.d.f / c.m.f[Note 1] P[Xk]=1pk
cor: P[Xk]=pk1
Properties
Expectation: E[X]=1p
Variance: Var(X)=1pp2

Notes

during proof of P[Xk] 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 Sn 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 1p as the parameter, giving P[X=k]:=(1p)k1p along with the interpretation that allows 0

Definition

References

Notes

  1. Jump up Do we make this distinction for cumulative distributions?