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AMS 207: GROUP 4

GEOMETRIC DISTRIBUTION

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AMS 207: GROUP 4
GEOMETRIC DISTRIBUTION

Geometric distribution in statistics, a discrete probability distribution that describes the


chances of achieving success in a series of independent trials, each having two possible
outcomes.

In a geometric distribution, each event is called a Bernoulli trial and each Bernoulli trial
has two outcomes “success” or “failure” with affixed probability. The probability of success in a
trial does not change across trials, hence each trial is independent of past or future trials.

A geometric distribution can be defined in two different ways:

- By number of trials to achieve success


- By number of failures before success

Because the geometric distribution is a discrete distribution (i.e each trial can have only
2 outcomes), the Probability mass function (PMF) is used as opposed to the probability
density function (PDF).

The formula to calculate the probability mass function (PMF) or “Probability of success
after n trials is given as thus;

- On any individual trial P(Success) (Probability of success) = P


- On any individual trial P(failure) (Probability of failure) = 1-P
- Let X represent number of trials needed to get first success for the first success to occur
on the xth trial;
- The probability that the nth trial will be success = P
- The probability that the first (n-1)th trials are failures = (1-P) x-1
Since the trials are independent
P(X = x) = (1-P) x-1 P

The probability that the random Variable X takes on x is given as (1-P) x-1 P

P(X = x) = (1-P) x-1 * P


AMS 207: GROUP 4
GEOMETRIC DISTRIBUTION
Mean E(x)
The mean of geometric distribution is also the expected value of the geometric distribution
p(x) = (1-p)x-1 * p x = 1,2,3…
Assuming (1-p) = q

Mean E(x) = ∑ 𝑥 𝑝(𝑥)


Recall P(x) = qx-1p

E[x] = 𝑥(𝑞 ,p
1, q0p + 2q1p + 3q2
= p + 2qp +3q2p
Recall q = 1-p
E[x] = p + 2p (1-p) + 3p(1-p)2

Multiplying by (1-p)
(1-p) E(x) = p(1-p) + 2p(1-p)2

Subtracting: E(x) – (1-p) + 2p(1-p)2


E[x] - (1-p) E[x] = p(1-p) + 2p(1-p)2
[(3p(1-p)2) – (2p(1-p)2) ……
E[x] – (1-p) E[x] = E[x] + (-1 + p) E[x] =
E[x] + (p-1) E[x] = E[x] +pE[x] – Ex
E[x] + pE[x] – E[x] = p + p(1-p) + p[1-p]2….

Dividing through by p
E[x] = 1 + (1-p) + (1-p)2 …….

Recall from infinite sum of geometric progression

( )
S∞ = , r= = (1-p) a=1

S∞ = ( )
= 1+(1-p) + (1-p)2
AMS 207: GROUP 4
GEOMETRIC DISTRIBUTION

E[x] = ( )

E[x ] = =

E[x]=

Variance:

Var[x] = E[x2] – (E[x2])

E[x] =

E[x2] = ∑ 𝑥 P =[y] = ∑ 𝑥 P( 1 - P )x-1 = P∑ 𝑥 ( 1 - P )x-1

LET 1 – P = q

= P∑ 𝑥 qx-1;

from geometric sum of infinite series, ∑ 𝑥 qx-1 can be proven to be ;

∑ 𝑥 qx-1 =
( )

→P*
( )

( – ) –
P* =
– – –
Var[x] = − → =

Hence;

Var [x] =

EXAMPLE 1

4% of the population in a small town works as teachers (a) what is the probability that the 10 th person
you encounter in this town is a teacher (b) calculate the mean, and variance
AMS 207: GROUP 4
GEOMETRIC DISTRIBUTION

Solution
X=10, p= 0.04, q= i-p = 0.96
a. [P(x=x) = (i-p)^x-1]
P(x=10) = (0.96)^9 * (0.04) = 0.0277 = 2.77%

bi. Mean = E(x) = = = 25


.

.
bii. variance=V[x] = = = 600
^ ( . )^

EXAMPLE 2
2% of all tires produced by company XYZ has a defect. A random sample of 100 tires is tested
for quality assurance .
a. What is the probability that the first defect is identified among the first three samples
b. Find the mean and variance
Solution
P = 0.02 Q = 1-p = 0.98 X≥3
a. P(x≤3) = P(x=1) + P(x=2) + P(x=3) , from [P(x=x) = (1-p)^x-1]
P(x=1) = (0.98)^0 * 0.02 = 0.020
P(x=2) = (0.98)^1 * 0.02 = 0.0196
P(x=3) = (0.98)^2 * 0.02 =0.0192
P(x≤3)= 0.020 + 0.0196 + 0.0192 = 0.058808 approx 0.06

bi. mean = + = 50
.

.
bii. variance = V(x) = + = 2450
^ . ^

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