9/23/2016

Geometric Distribution

• Waiting for the first success in a sequence of Bernoulli trials
• If X is the number of Bernoulli trials in order to get the first success, then P(X=k)=(1-p)^k-1*p, for k=1, 2, ....
• Using RStudio for Geometric Probability Calculations 
  • dgeom(x, p)
  • pgeom(x, p)
  • qgeom(q, p)

The mean, variance, and standard deviation of a geometric random variable

• Mean = 1/p
• Variance = (1-p)/p^2
• Standard deviation = sqrt((1-p)/p^2)

Class Exercise - Example 3.33 with RStudio

Please read Section 4.1 for class on Monday.