Geometric Distribution

Chucky Chung

1
1. PMF

∑
∞
Let ζ(s) = x−s , s ∈ (1, ∞)
x=1

x−s
f (x) = , x = 1, 2, ...
ζ(s)

2. Sum to 1.

∑
f (x)
x∈Sx

1 ∑ −s
∞
1
= x = ζ(s) = 1
ζ(s) x=1 ζ(s)

3. Expected value

E[X k ]

∑
= xk f (x)
x∈Sx

∑
∞
x−s
= xk
x=1
ζ(s)

1 ∑ k−s
∞
= x
ζ(s) x=1

ζ(s − k)
= for s > k + 1
ζ(s)

ζ(s − 1)
E[X] = for s > 2
ζ(s)

2
4. Variance

ζ(s − 2)
E[X 2 ] = for s > 3
ζ(s)

V ar(X)

= E[X 2 ] − E[X]2

ζ(s − 2) ζ(s − 1)2

=
ζ(s) ζ(s)2

ζ(s − 2)ζ(s) − ζ(s − 1)2

=
ζ(s)2

5. MGF

Doesn’t exist.