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Shilpa G.
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Geometric random variable
• Suppose that we perform an experiment E and are concerned only
about the occurrence or nonoccurrence of some event A.
• We perform E repeatedly, that the repetitions are independent, and
that on each repetition P(A) = p and P(Ac ) = 1 p = q remain
the same.
• Define the random variable X as the number of repetitions required
up to and including the first occurrence of A.
• Thus X assumes the possible values 1, 2, · · · Since X = x if and
only if the first (x- 1) repetitions result in Ac while the xth
repetition results in A, we have
P(X = x) =
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Example
Problem
If the probability that a certain test yields a ”positive” reaction
equals 0.4, what is the probability that fewer than 5 ”negative”
reactions occur before the first positive one?
Ans.
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CDF of geometric random variable
Lemma
Let X be a geometric random variable. Let p be probability of
success and q = 1 p. Then, the cumulative distribution function
of X is given by
F (x) =
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Generating function, Mean, Variance
Theorem
Let X be a geometric random variable with parameter p and
q = 1 p. Then
mX (t) =
E [X ] = and Var X =
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Problem
Suppose that the cost of performing an experiment is $1000. If the
experiment fails, an additional cost of $300 occurs because of
certain changes that have to be made before the next trial is
attempted. If the probability of success on any given trial is 0.2, if
the individual trials are independent, and if the experiments are
continued until the first successful result is achieved, what is the
expected cost of the entire procedure?
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Problem
Let X1 , X2 ⇠ Geom(p) and let X1 , X2 be independent. Calculate
PDF of Y := X1 + X2 . Can you do it for n independent variables
with identical geometric distribution?
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Binomial Experiments
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Examples
• Consider the experiment where three balls are drawn without
replacement from a box containing 20 red and 40 blue balls,
and the number of red balls drawn is recorded. Is this a
binomial experiment?
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Binomial Distribution
Transition from Geometric to Binomial
• If a family decides to have children (atmost n) until they have
the first girl and then stop, the the number of children in the
family has a Geometric distribution. It would be counting the
number of boys in the family before the first girl was born,
and not the total number of children!
• Suppose the family decides to have n children. The number of
girls (successes) in the family has a binomial distribution.
Definition
Suppose that n independent Bernoulli trials are performed, each
with the same success probability p. Let X be the number of
successes. The distribution of X is called the Binomial distribution
with parameters n and p. We write X ⇠ Bin(n, p).
• Bernoulli distribution is a special case of Binomial distribution
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Theorem
Let a random variable X has a binomial distribution with
parameters n and p. Then its probability density function is given
by
f (x) =
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