Geometric Distribution

Geometric Experiment

Geometric experiment possesses the following properties.

i. The outcomes of each trail may be classified into one of two categories, i.e. success &
failure.
ii. The probability of success is denoted by p, remains constant.
iii. The successive trails are independent.
iv. The experiment is repeated a variable number of times until first success appear.

Explanation: Let X trails are performed to obtain first success.

Geometric distribution

Let X is number of trails needed for first success is to appear, then X is a geometric random
variable and its probability function is given by;
X −1
f ( x )=q p X=1 , 2 ,3 , … .

Remember that f (x) at x=0 is not possible.

Properties:

i. f ( x ) ≥ 0 for all X .
ii. ∑ f ( x )=1
Proof:
∞

∑ f ( x )= ∑ q X −1 p
X=1
 ∞

∑ f ( x )= p ∑ q X −1
X =1

∑ f ( x )= p [ q0 + q1 +q 2+⋯ ]
∑ f ( x )= p [ 1+ q+q 2 +⋯ ]
∑ f ( x )= p ( 1−q )−1
∑ f ( x )= p p−1
∑ f ( x )=1
Mean and Variance
∞
E ( X )=∑ Xf (x ) E ( X )= ∑ X q X −1 p
X=1

∞
E ( X )=p ∑ X q X −1
X =1

E ( X )=p [1. q 1−1+2. q 2−1+3. q 3−1+ 4. q4 −1+⋯ ]

E ( X )=p [1+2. q 1+ 3.q 2 +4. q 3+⋯ ]

−2
E ( X )=p (1−q )

E ( X )=p p−2

1
E ( X )=
p

Note: E( X )≥ 1

E ( X 2) =E [ X ( X −1 )+ X ]

E ( X 2) =E ( X ( X −1 ) ) + E ( X )

1
E ( X ) =E ( X ( X −1 ) ) + →(1)
2
p

E ( X ( X −1 ) )=∑ ( X ( X−1 ) ) f (x )
∞
E ( X ( X −1 ) )= ∑ ( X ( X −1 ) ) q X −1 p
X =1
 ∞
E ( X ( X −1 ) )= p ∑ ( X ( X−1 ) ) q X −1
X =1

E ( X ( X −1 ) )= p [ 2.1 q 2−1 +3.2 q3 −1 + 4.3 q4 −1+5.4 q5−1 +⋯ ]

E ( X ( X −1 ) )= p [ 2.1 q+3.2 q 2+ 4.3 q 3+5.4 q 4 +⋯ ]

E ( X ( X −1 ) )= p 2 q [ 1+3. q+ 6 q2 +10. q3 +⋯ ]

E ( X ( X −1 ) )=2 qp ( 1−q )
−3

E ( X ( X −1 ) )=2 qp p
−3

2q
E ( X ( X −1 ) )= 2
p

Substitute in equation 1.

1
E ( X ) =E ( X ( X −1 ) ) + →(1)
2
p

2q 1
E ( X )=
2
+
p p
2

Var ( X )=E ( X 2 )−( E (X ) )

2

()
2
2q 1 1
Var ( X )= 2
+ −
p p p

2q 1 1
Var ( X )= + − 2
p p p
2

2 q+ p−1
Var ( X )= 2
p

2 q+ p−( q+ p)
Var ( X )=
p2

2 q+ p−q− p
Var ( X )= 2
p

q
Var ( X )= 2
p

Moment Generating Function of Geometric Distribution

 M 0 ( t )=E ( etx )

M 0 ( t )=∑ e q p
tx x

M 0 ( t )= p ∑ ( q e )
t x

M 0 ( t )= p [ ( q e t ) + ( q e t ) + ( q et ) +⋯ ]
0 1 2

M 0 ( t )= p [ 1+ ( q e t ) + ( q et ) +⋯ ]
1 2

t −1
M 0 ( t )= p ( 1−q e )

p
M 0 ( t )=
( 1−q e t )
Moments from m.g.f

¿ d p
μ1 =
dt ( 1−q et )

( 1−q e t ) d p− p d ( 1−q e t )
dt dt
μ¿1= t 2
( 1−q e )

¿ pq ( e t )
μ1 = 2
→1
( 1−q e t )
Put t=0

¿ pq q
μ1 = =
( 1−q ) p
2

¿ d ¿
μ2 = M (t)
dt 0

d pq ( e )
t
μ¿2=
dt ( 1−q et )2

( 1−q e t ) d ( pq et )−( pq e t ) d
2

¿
dt dt ( 1−q e )
t 2
μ=
2 4
( 1−q e t )
 2
¿ ( 1−q e t ) ( pq et )−( pq et ) 2 ( 1−q e t ) (−q et )
μ=
2 4
( 1−q et )
Put t = 0

( 1−q )2 ( pq )+ ( pq ) 2 ( 1−q ) ( q )
μ¿2= 4
( 1−q )
3 2 2
¿ p q+2 p q
μ2 = 4
p
2
¿q 2q
μ= + 2
2
p p

Memoryless property

The probability function of geometric distribution

X −1
f ( x )=q p X=1 , 2 ,3 , … .

P ( X >k )=P ( X=k +1 ) + P(X =k +2)+ P(X =k +3)+⋯

k k +1 k+ 2
P ( X >k )=q p+ q p+q p+⋯

P ( X >k )=q k p ( 1+q 1 +q2 +⋯ )

k −1
P ( X >k )=q p ( 1−q )
k
P ( X >k )=q

P ( X >s +t ∩ X >s )
P ( X > s+t ⋰ X > s )=
P(X > t)

P ( X >s +t )
P ( X > s+t ⋰ X > s )=
P( X >t)
s+t
q
P ( X > s+t ⋰ X > s )= t
q
s
P ( X > s+t ⋰ X > s )=q

Example:
A safety engineer feels that 35% of all industrial accidents in her plant are caused by failure of
employees to follow instructions. She decides to look at the accident reports (selected randomly
and replaced in the file after reading) until she finds one that shows an accident caused by failure
of employees to follow instructions. On average, how many reports would the safety
engineer expect to look at until she finds a report showing an accident caused by employee
failure to follow instructions? What is the probability that the safety engineer will have to
examine at least three reports until she finds a report showing an accident caused by employee
failure to follow instructions?

Solution:

Let X= the number caused by employee failure to follow instructions. X takes on the values 1, 2,
3, …. The first question asks you to find the expected value or the mean. The second question
asks you to find P(x≥3).

p=0.35

q=1− p=0.65

1 1
E ( X )= = =2.857
p 0.35

P ( X ≥3 )=1−P( X <3)
x−1
f ( x )=q p
2
P ( X <3 )= ∑ ( 0.65 )
X −1
( 0.35 )
X=1

2
P ( X <3 )=( 0.35 ) ∑ ( 0.65 )
X −1

X=1

P ( X <3 )=( 0.35 ) [ ( 0.65 )1−1 + ( 0.65 )2−1 ]

P ( X <3 )=( 0.35 ) [ ( 0.65 )0 + ( 0.65 )1=0.5775 ]

P ( X ≥3 )=1−P( X <3)

P ( X ≥3 )=1−0.5775=0.4225

Example:

An instructor feels that 15% of students get below a C on their final exam. She decides to look
at final exams (selected randomly and replaced in the file after reading) until she finds one that
shows a grade below a C. We want to know the probability that the instructor will have to
examine at least ten exams until she finds one with a grade below a C. What is the probability
question stated mathematically?

Solution:

p=0.15

q=1− p=0.85

P ( X ≥10 )=?

P ( X ≥10 )=1−P( X <10)

x−1
f ( x )=q p
9
P ( X <10 ) = ∑ ( 0.85 )
X −1
( 0.15 )
X =1

9
P ( X <10 ) =( 0.15 ) ∑ ( 0.85 )
X −1

X =1

P ( X <10 ) =( 0.15 ) [ ( 0.85 )1−1 + ( 0.85 )2−1 + ( 0.85 )3−1 + ( 0.85 )4 −1+ ( 0.85 )5−1+ ( 0.85 )6−1 + ( 0.85 )7−1 + ( 0.85 )8−1 + ( 0.85 )9−1 ]

P ( X <10 ) =( 0.15 ) [ ( 0.85 )0 + ( 0.85 )1+ ( 0.85 )2+ ( 0.85 )3 + ( 0.85 )4 + ( 0.85 )5 + ( 0.85 )6 + ( 0.85 )7+ ( 0.85 )8 ]

P ( X <10 ) =( 0.15 ) [ 4.307 ]=0.646

P ( X ≥10 )=1−0.646=0.354

Example:
Suppose that you are looking for a student at your college who lives within five miles of you.
You know that 55% of the 25,000 students do live within five miles of you. You randomly
contact students from the college until one says he or she lives within five miles of you. What is
the probability that you need to contact four people?
a. Let X= the number of ____________ you must ask ____________ one says yes.
b. What values does X take on?
c. What are p and q?
d. The probability question is P(_______).

Solution: This is a geometric problem because you may have a number of failures before you
have the one success you desire. Also, the probability of a success stays the same each time you
ask a student if he or she lives within five miles of you. There is no definite number of trials
(number of times you ask a student).
a. Let X= the number of students you must ask until one says yes.
b. X =1, 2, 3, ……, 2500
 c. P = 0.55 and q = 0.45
d. The probability question is P( X = 4)
x−1
f ( x )=q p

3
P ( X=4 )=( 0.45 ) ( 0.55 )=0.075

Example:
Assume that the probability of a defective computer component is 0.02. Components are
randomly selected. Find the probability that the first defect is caused by the seventh component
tested. How many components do you expect to test until one is found to be defective?
Solution:
Let X= the number of computer components tested until the first defect is found.
X takes on the values 1, 2, 3, … where p=0.02.
q=1− p=0.98
6
P ( X=7 )=( 0.98 ) ( 0.02 )=0.0177

The expected number of defective components:

1 1
E ( X )= = =50
p 0.02

The variance of defective components:

0.98
Var ( X )= 2
=2450
(0.02)

Example:

The lifetime risk of developing pancreatic cancer is about one in 78 (1.28%). Let X= the number
of people you ask until one says he or she has pancreatic cancer. Then X is a discrete random
variable with a geometric distribution:

a. What is the probability of that you ask ten people before one says he or she has pancreatic
cancer?
b. What is the probability that you must ask 20 people?
c. Find the (i) mean and (ii) standard deviation of X.
Solution:

1
p= =0.0128
78

q=1− p=0.9872
 a. P ( X=10 )=?
9
P ( X=10 )=( 0.9872 ) ( 0.0128 ) =0.0114
b. P ( X=20 )=?
19
P ( X=20 )=( 0.9872 ) ( 0.0128 )=0.01002
c. Mean
1 1
E ( X )= = =78.125
p 0.0128
Standard deviation

q
Var ( X )= 2
p

S . D ( X )=
√ q
p2

S . D ( X )=
√ 0.9872
( 0.0128 )
2
=77.62

MCQ’s on Geometric Distribution

1. The mean and Variance of geometric distribution are

i. p/q and p/q
ii. q/p and q/p
iii. q/p and q/p2
iv. p/q and p2/q
2. If the probability of success is 0.5, then the mean of geometric distribution is
i. 1
ii. 2
iii. 5
 iv. 7
3. If the probability of success is 0.5, then the variance of geometric distribution is
i. 2
ii. 4
iii. 6
iv. 7
4. In geometric distribution, the last trail is
i. Success
ii. Failure
iii. Both i & ii are possible
iv. Anything possible
5. geometric distribution is of continuous type
a. true
b. false