Geometric Distribution

• As with the Binomial distribution, the Geometric Distribution

involves the Bernoulli distribution.
• In the Geometric distribution, the n sequence of trials is not
predetermined.
• Geometric distribution is a probability distribution for obtaining
the number of independent trials in order for the first ‘success’
to be achieved.
Geometric distribution formula can be described
under the following assumption.
1. There is only one outcome for any trial, that
is, a success or failure.
2. The probability of success ‘p’ and the
probability of failure ‘q’ are related as q = 1 –
p.
3. The outcome of one event does not affect
the outcome of other event.
4. Suppose the first success occurs on xth trial
and the experiment is stopped.
Definition. Assume Bernoulli trials — that is,
(1) there are two possible outcomes,
(2) the trials are independent, and
(3) p, the probability of success and q, the probability of failure

Let X denote the number of trials until the first success.

Then, the probability mass function of X is:

𝑓 𝑥 = 𝑃 𝑋 = 𝑥 = 𝑝𝑞 𝑥−1

for x = 1, 2, ... In this case, we say that X follows a geometric

distribution.

https://onlinecourses.science.psu.edu/stat414/node/75
 Geometric Distribution Proof
•
=> f(x) = p*(1 – p)(x – 1), where, x = 1, 2, 3, 4, . . . . . .
Now, let us plug in different values for ‘x’ and determine the probability in each
case.
f(1) = p * q(1 – 1) = p, f(2) = p * q(2 – 1) = p * q, f(3) = p * q(3 – 1) = p * q2 and so
on for higher values of x.
Since we do not know when the first success occurs, the value of ‘x’ might
extend up to infinity. Thus, the probability of the variable X is a sequence like
p, p(q), p(q)2,. . . . . . . It is very clear that the sequence is a geometric sequence
and hence the probability function P(X) can be defined as geometric function.

• http://math.tutorvista.com/statistics/geometric-distribution.html
Mean of Geometric Distribution
• The geometric distribution is the appropriate distribution when the probability is obtained of the
single success occurring on the x-th trial. Geometric probability distribution is a statistical data. In
any statistical data it is important to know the mean and variance.
• We know, f(x) = p * q(x – 1), where ‘x’ takes the values from 1 to infinity.
• Now let us check what the infinite sum ∑f(X) is.
∑f(X) = p + pq + p(q)2 + . . . . . . = p(1 + q + q2 + . . . . .)
• The series inside the parenthesis is an infinite geometric series with a common ratio of ‘q’.
∑f(X) = p + pq + p(q)2 + . . . . . . = p[1/(1 – q)] = p/p = 1. In other words the geometric
series is convergent and converges to 1.
• The mean of the geometric distribution µ is defined as, ∑x * p * q(x – 1)
So, µ = ∑xf(X) = p + 2pq + 3pq2 + . . . . . .
Multiplying both sides by ‘q’, µq = pq + 2pq2 + 3pq3 + . . . . . .
Now, µ - µq = [ p + 2pq + 3pq2 + . . . . .] – [pq + 2pq2 + 3pq3 + . . . . . .]
Or, µ(1 – q) = p + pq + p(q)2 + . . . . . . = p[1/(1 – q)] = p/p = 1.
1 1
E X =𝜇= =
1−𝑞 𝑝
 Expected Value of Geometric
Distribution
• In a probability distribution the expected value is towards the
mean if the distribution is convergent. In case of geometric
probability distribution we had seen it is a geometric function
and converging to 1. Therefore, for a geometric probability
distribution the expected value is same as the mean. In notation,
the expected value is denoted as E(X).
1
• 𝐸 𝑋 =𝑝
• By using same method of proofing we have
𝑞
𝑉𝑎𝑟 𝑥 =
𝑝2
Example 1(a)
• League’s Marketing Division randomly selects people on a random street in
Kansas City, the last home football game. Let p, the probability that he
succeeds in finding such a person, equal 0.20. And let X denote the number of
people he selects until he finds his marketing representative must select 4
people before he finds one who attended the last home football game?

• Solution:
To find the desired probability, we need to find 𝑃 𝑋 = 4 , which can be
determined readily using probability mass function of a geometric random
variable with 𝑝 = 0.20, 𝑞 = 0.8 𝑎𝑛𝑑 𝑥 = 4.

𝑃 𝑋 = 4 = 0.83 × 0.2 = 0.1024.

It means there is about 10% chance that the marketing representative

would have to select 4 people before he would find one who attended the last
home football game.
Example 1(b)
• What is the probability that the marketing representative must
select more than 6 people before he finds one who attended the
last home football game?

• Solutions:
To find the desired probability we need to find 𝑃 𝑋 > 6 , which
can be determined readily using cumulative distribution function of
a geometric random variable with q = 0.8 𝑎𝑛𝑑 𝑥 = 6

𝑃 𝑋 > 6 = 𝑞 6 = 0.86 = 0.262

There is about 26% chance that the marketing representative would
have to select more than 6 people before he would find one who
attended the last home football game.
Example 1(c)
• How many people should we expect the marketing
representative needs to select before he finds one who
attended the last home football game?
• Solutions:
To find the average number is:
1 1
𝜇=𝐸 𝑋 = = =5
𝑝 0.2
That is we should expect the marketing representative
to have to select 5 people before he finds one who attended
the last football game.