GEOMETRIC DISTRIBUTION

As with the Binomial distribution, the Geometric Distribution involves the Bernoulli distribution.

1.0 Introduction

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.

2.0 Definition
Assume Bernoulli trials that is,
(1) There are two possible outcomes/chances that is a success or failure.,
(2) The trials are independent, and
(3) p, the probability of success and q, the probability of failure (q = 1 p)

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 x1

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

3.0 Characteristics

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 another event (independent).

(4) Suppose the first success occurs on xth trial and the experiment is stopped.

4.0 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.

5.0 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 is defined as, x * p * q(x 1) . So,

= xf(X) = p + 2pq + 3pq2 + . . . . . .

Multiplying both sides by q, q = pq + 2pq2 + 3pq3 + . . . . . .Now,

- q = [ p + 2pq + 3pq2 + . . . . .] [pq + 2pq2 + 3pq3 + . . . . . .]

or

(1 q) = p + pq + p(q)2 + . . . . . . = p[1/(1 q)] = p/p = 1.

By right, the expected value (mean) for Geometric Distribution is

 1 1
E ( X )== =
1q p

By using same method of proofing we have the variance for Geometric Distribution

q
Var ( x )=
p2

6.0 Real Life Examples

Example 1

Leagues 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.
(a) 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?

(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?

(c) How many people should we expect the marketing representative needs to select before he
finds one who attended the last home football game?

Solution

(a) To find the desired probability, we need to find P ( X=4 ) , which can be determined using

probability mass function of a geometric random variable with p=0.20, q=0.8x=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.
(b) 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=0.8x=6

P ( X >6 ) =q6 =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.

(c) To find the average number is:

1 1
=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.

Example 2

If the probability is 0.75 that an applicant for a drivers license will pass the road test on any
given try, what is the probability that an applicant will finally pass the test on the fourth try?

Solution

Substituting x = 4, and = 0.75 into the formula for the geometric distribution, we get

p ( x )=0.75(10.75)4 1=0.75(0.25)3=0.01171875

Of course, this result is based on the assumption that the trials are all independent, and there may
be some question here about its validity.

Example 3

From past experience, it is known that 3% of accounts in a large accounting population are in
error.

(a) What is the probability that 5 accounts are audited before an account in error is found?

(b) What is the probability that the first account in error occurs in the first five accounts audited?
Solution

(a) Substituting x = 5, and p = 0.03 into the formula for the geometric distribution, we get

p ( x )=0.03(10.03)51=0.03 (0.97)4=0.02656

(b) p ( x 5 )=1 p ( x> 5 )=1q x =1( 10.03 )5=0.14127

Example 4

A rat must choose between five doors, one of which contains a chocolate. If the rat chooses the
wrong door, it is returned to the starting point and chooses again, and continues until it gets the
chocolate. Let X be the trial on which the chocolate is found.

(a) What is the probability of the rat getting chocolate on the first attempt? 2nd attempt?

(b) Find the expected value and variance of X.

Solution

(a) Since there are 5 doors p = 1/ 5 = 0.20.

11
P (X = 1) = p(x) = 0.2(10.2) = 0.2.

21
P (X = 2) = p(x) = 0.2(10.2) = 0.16

1 1
(b) =E ( X )= = =5
p 0.2

1 p 10.2
2= = =20
p2 0.22