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Geometric distribution

created by Uberfetus

(thing) by Uberfetus (4.4 y) (print)   ?   (I like it!) Sun Feb 25 2001 at 18:52:33

Discrete distribution used to find the probability of success after a certain number of trials, in which "success" is defined as occurance of a certain event. If X is a random variable representing the number of independent trials until success, and p is the fixed probability of success for each trial, then we say X ~ Geometric(p). The probability density function is given as follows:

P(X = x) = ƒ(x) = (1 - p)x-1p for x = 1, 2, ...

P(X = x) = ƒ(x) = 0 otherwise

With the geometric distribution, the mean and population variance are given by μ = 1/p and σ2 = (1 - p)/p2 respectively.

The origin of the pdf is relatively easy to understand. The probability of success on the xTH trial is equal to (x - 1) failures (each with probability of (1 - p)) and one success (with probability p). So multiply the two probabilities and you get (1 - p)x-1p.


Example: Suppose the probability that a randomly selected E2 writeup is deleted by dannye is 0.015. Find the probability that none of your next 100 writeups have a date with dannye's "kill" button.

Let X be a random variable for the number of writeups you create before dannye kills one. Assume X ~ Geometric(0.015)

P(X ≥ 100) = P(X = 100) + P(X = 101) + P(X = 102) + ...

P(X ≥ 100) = 0.985990.015 + 0.9851000.015 + 0.9851010.015 + ...

P(X ≥ 100) = 0.98598(0.015)(0.985 + 0.9852 + 0.9853 + ...)

* Recall that z + z2 + z3 + ... is the geometric series, and it approximates z/(1-z). Thus:

P(X ≥ 100) = 0.98598(0.015)(0.985/0.015) = 0.224

So, there's a 22.4% chance that dannye won't kill one of your next 100 writeups!


printable version
chaos

negative binomial distribution Probability Density Function Gaussian Distribution Poisson distribution
random variable binomial distribution Variance Mack the Knife
power law statistics probability mean
Geometric distribution normal distribution
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