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Understanding Geometric Distribution

The document defines the geometric distribution and provides its key properties: 1) The geometric distribution describes a random variable X that takes on non-negative integer values, with probability mass function P(X=x) = pq^x, where 0 < p < 1 and q = 1 - p. 2) The mean of a geometric distribution is μ = q/p. The variance is σ^2 = q/(p^2). 3) It proves that if a non-negative integer valued random variable X "lacks memory", meaning the probability of an outcome does not depend on past outcomes, then X has a geometric distribution.

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Neelarka Roy
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33 views8 pages

Understanding Geometric Distribution

The document defines the geometric distribution and provides its key properties: 1) The geometric distribution describes a random variable X that takes on non-negative integer values, with probability mass function P(X=x) = pq^x, where 0 < p < 1 and q = 1 - p. 2) The mean of a geometric distribution is μ = q/p. The variance is σ^2 = q/(p^2). 3) It proves that if a non-negative integer valued random variable X "lacks memory", meaning the probability of an outcome does not depend on past outcomes, then X has a geometric distribution.

Uploaded by

Neelarka Roy
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© All Rights Reserved
We take content rights seriously. If you suspect this is your content, claim it here.
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GEOMETRIC DISTRIBUTION

Presented
By
Mr. Pradip Panda
Asstt. Prof., Deptt. of Statistics
Serampore College
Definition: A random variable X is said to have a
geometric distribution if it assumes
only non – negative values and its
probability mass function is given by:
P ( X  x)  pq x ; x  0,1,2,3,.....; 0  p  1; q  1  p
 0, otherwise

Note: Since the various probabilities for


x = 0,1,2,3,…… are the terms of geometric
progression series, hence the name geometric
distribution.
MOMENTS OF GEOMETRIC DISTRIBUTION
 

Mean   '1   x.P ( X  x) 


 x
x. pq
x 0 x 0

 p[1.q  2.q  3.q  ..........]


2 3

 pq[1  q ]2  q .
p
V ( X )  E[ X  E ( X )]2  E ( X 2 )  E 2 ( X )
 
E[ X 2 ]   x 2 .P ( X  x)   x 2 . pq x
x 0 x 0

 p[q  2 2.q 2  32.q 3  4 2.q 4  ........]


 p.q[1  2 .q  3 .q  4 .q  ........]
2 2 2 2 3

3
 p.q (1  q )(1  q )
q (1  q )
 2
p
2
q (1  q )  q  qq q q 2 2

V (X )  2
 
 
  2
 2
p  p p p
Problem: Suppose X is a non-negative integral valued
random variable. Show that the distribution
of X is geometric if it ‘lacks memory’, i.e., if
for each k >= 0 and Y = X-k, one has
P(Y = t / X >= k ) = P(X = t).

Proof: Let , P ( X  r )  pr ; r  0,1,2,....


Define, qk  P ( X  k )  pk  pk 1  pk  2  ....
Given, P (Y  t / X  k )  P ( X  t )  pt
P (Y  t  X  k )
P (Y  t / X  k ) 
P( X  k )
P( X  k  t  X  k )

P( X  k )
P( X  k  t ) pk 1
 
P( X  k ) qk
pk  t
 pt  , for every t  0 and all k  0.
qk
When, k  1 then
pt 1  pt q1  ( p1  p2  ....) pt  (1  p0 ) pt
 pt  (1  p0 ) pt 1
 (1  p0 ) pt  2
2

 ......
 (1  p0 ) p0
t

Hence, pt  P ( X  t )  p0 (1  p0 ) ; t  0,1,2,..
t

 X has a geometric distributi on.

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