GEOMETRIC DISTRIBUTION

Consider a sequence of trials, where each trial has only two possible outcomes
(designated failure and success). The probability of success is assumed to be the same
for each trial. In such a sequence of trials, the geometric distribution is useful to
model the number of failures before the first success. The distribution gives the
probability that there are zero failures before the first success, one failure before the
first success, two failures before the first success, and so on.

Definition:

Geometric distribution is a distribution of number x of independent trials

required to obtain a first success; where the probability in each is p, the probability
that x=r is 𝑝(1 − 𝑝)𝑟−1 where r=1,2,3, …

𝑔(𝑥; 𝑝) = 𝑝𝑞 𝑥−1 for 𝑥 = 1,2,3, …

Properties:

1. The experiment consists of a sequence of independent trials.

2. Each trial results in one of two outcomes; Success(s) or failure(f).
3. The geometric random variable X is defined as the number of trials until
the first success(s) is observed.
4. The probability 𝑝(𝑥) is the same for each trial.

𝑝(𝑥) = 𝑝(1 − 𝑝)𝑥−1 = 𝑝𝑞 𝑥−1 𝑥 = 1,2,3, ….

Mean Variance
1 1−𝑝
𝜇=𝑝 𝜎= 𝑝2

where;

p= probability of S outcomes

x= the number of trials until the first S is observed

Derivation of Mean and Variance

Mean

𝜇𝑥 = 𝑃[1 + 2(1 − 𝑝) + 3(1 − 𝑝)1 + 3(1 − 𝑝)2 + 4(1 − 𝑝)3 + ⋯ 𝐸𝑞𝑛 1.

(1 − 𝑝) 𝜇𝑋 = 𝑃[(1 − 𝑝) + 2(1 − 𝑝)2 + 3(1 − 𝑝)3 + 4(1 − 𝑝)4 + ⋯ 𝐸𝑞𝑛 2

Eqn. 1 – Eqn. 2

[1 − (1 − 𝑝)]𝜇𝑥 = 𝑃[1 + (1 − 𝑝) + (1 − 𝑝)2 + (1 − 𝑝)3 + (1 − 𝑝)4 + ⋯

1
[1 − (1 − 𝑝)]𝜇𝑥 = 𝑃 ⋅
1 − (1 − 𝑃)

1
𝑃𝜇𝑥 = 𝑃 ⋅
1 − (1 − 𝑝)

1
𝜇𝑥 =
𝑝

Variance
1
𝑉𝑎𝑟[𝑥] = 𝐸[𝑋 2 ] − [𝐸(𝑋)]2 where 𝐸(𝑋) = 𝑝

𝐸[𝑋 2 ] = ∑ 𝑥 2 𝑝(1 − 𝑝)𝑥−1 𝑞 = 1−𝑝

𝑥=1

∞ ∞
2 𝑥−1
1+𝑞
= ∑𝑥 𝑞 ∑ 𝑥 2 𝑞 𝑥−1 =
(1 − 𝑞)3
𝑥=1 𝑥=1

(1 + 𝑞)
=𝑃⋅
(1 − 𝑞)3

[1 + (1 − 𝑝)]
=𝑃⋅
𝑃3
2−𝑝 1
= − 2
𝑝2 𝑝

1−𝑝
=
𝑝2
Example 1.

Assume that the probability of a defective computer component is 0.02.

Components are randomly selected. Find the probability that the first defect is caused
by the seventh component tested. How many components do you expect to test until
unit one is found be defective?

Solution:

Let 𝑋= the number of components tested until the first defect is found.

𝑥= takes on the value 1,2,3, . .. where 𝑝 is equal to 0.02

To find the probability of 𝑥 = 7,

Substitute to the formula 𝑝(𝑥) = 𝑝𝑞 𝑥−1 ; 𝑝 = 0.02 𝑞 = 0.98

𝑃(𝑥 = 7) = 0.02(0.98)7−1

= 0.0177

Therefore, the probability that the seventh component is the first defect is 0.0177.

MEAN: VARIANCE:
1 1−0.02
𝜇 = 0.02 𝜎 2 = (0.02)2

= 50 = 2,450

Example 2.

If your probability that the seventh component is 0.02, what is the probability
you meet an independent voter on your third try?

Solution:

𝑝(𝑥) = 𝑝𝑞 𝑥−1 where,

𝑝 = 0.02

𝑞 = 0.8

𝑥=3

𝑃(𝑥 = 3) = 0.02(0.8)3−1

= 0.128
Exercises:

1. A certain basketball player has a 65% chance of making a free throw.

Assume all free throws are independent. What is the probability that:

A. He makes his first free throw on the third try?

B. It takes him 2 to 3 trues to make his first throw?

2. After a long day at work, you hop into your car in the parking lot and try to
start it up. The engine turns but doesn't start. Your battery is dead. You
need to jump start your engine. Suppose 73% of people keep jumper cables
in their cars. You go to haphazardly from car to car in the parking lot asking
people for jumper cables. What is the probability that you will have to ask
three people for jumper cables?