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Unit-3 The Geometric Distribution: Dr. Rupal C. Shroff 1

The document discusses the geometric distribution, which models the probability of the number of failures before a success. It defines the geometric distribution and provides examples of situations that follow a geometric model, such as rolling a die until a target number appears. The key properties of the geometric distribution are described, including the probability mass function and expected value formulas. Differences between the geometric and binomial distributions are outlined. Examples of calculating probabilities and expected values for geometric distribution problems are provided.

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0% found this document useful (0 votes)
65 views18 pages

Unit-3 The Geometric Distribution: Dr. Rupal C. Shroff 1

The document discusses the geometric distribution, which models the probability of the number of failures before a success. It defines the geometric distribution and provides examples of situations that follow a geometric model, such as rolling a die until a target number appears. The key properties of the geometric distribution are described, including the probability mass function and expected value formulas. Differences between the geometric and binomial distributions are outlined. Examples of calculating probabilities and expected values for geometric distribution problems are provided.

Uploaded by

arnav deshpande
Copyright
© © All Rights Reserved
We take content rights seriously. If you suspect this is your content, claim it here.
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Download as PDF, TXT or read online on Scribd
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Unit-3

The Geometric
Distribution

Dr. Rupal C. Shroff 1


The Geometric Distribution
• Geometric distribution is a type of discrete probability
distribution that represents the probability of the number
of successive failures before a success is obtained in a
Bernoulli trial. A Bernoulli trial is an experiment that can
have only two possible outcomes, ie., success or failure. In
other words, in a geometric distribution, a Bernoulli trial is
repeated until a success is obtained and then stopped.
• Geometric distribution is widely used in several real-life
scenarios. For example, in financial industries, geometric
distribution is used to do a cost-benefit analysis to estimate
the financial benefits of making a certain decision. In this
article, we will study the meaning of geometric
distribution, examples, and certain related important
aspects.
Dr. Rupal C. Shroff 2
Geometric Distribution Definition:
• Geometric distribution can be defined as a discrete probability
distribution that represents the probability of getting the first
success after having a consecutive number of failures. A
geometric distribution can have an indefinite number of trials
until the first success is obtained.
• Definition: “The Geometric Setting” :
A situation is said to be a “GEOMETRIC SETTING”, if the following
four conditions are met:
1.Each observation is one of TWO possibilities - either a success
or failure.
2.All observations are INDEPENDENT.
3.The probability of success (p), is the SAME for each
observation.
4.The variable of interest is the number of trials required to
obtain the FIRST success.

Dr. Rupal C. Shroff 3


The Geometric Distribution
• Example.1: ROLL A DIE
• Suppose a dice is repeatedly rolled until "3" is obtained.
Then the probability of getting "3" is p = 1 / 6 and the
random variable, X, can take on a value of 1, 2, 3, ...., until
the first success is obtained. This is an example of a
geometric distribution with p = 1 / 6.
• Example.2: DRAW AN ACE

Dr. Rupal C. Shroff 4


The Geometric Distribution

• A geometric distribution can be described by both


the probability mass function (pmf) and the
cumulative distribution function (CDF). The
probability of success of a trial is denoted by p and
failure is given by q. Here, q = 1 - p. A discrete
random variable, X, that has a geometric
probability distribution is represented as X∼G(p).
Given below are the formulas for the pmf and CDF
of a geometric distribution.

Dr. Rupal C. Shroff 5


The Geometric Distribution
• A Rule for Calculating Geometric Probabilities:
• If X has a Geometric Distribution with probability p of success
and (1-p) of failure on each observation, the possible values
of X are 1, 2, 3, …. If n is any one of these values, the
probability that the first success occurs on the nth trial is:

n 1
P( X  n)  (1  p) p
• Example 8.17: ROLL A DIE part 2

Dr. Rupal C. Shroff 6


The Geometric Distribution
The Geometric Expected Value, Variance
and Standard Deviation
(1  p) q
 2
X  2
 2
1 p p
E( X )  X 
p (1  p) q
X  2

p p2

Dr. Rupal C. Shroff 7


Binomial Vs Geometric Distribution
In both geometric distribution and binomial distribution, there can be only two
outcomes of a trial, either success or failure. Furthermore, the probability of
success will be the same for each trial. The difference between binomial
distribution and geometric distribution is given in the table below.

Geometric Distribution Binomial Distribution

A geometric distribution is
In a binomial distribution, there are a
concerned with the first success
fixed number of trials and the
only. The random variable, X,
random variable, X, counts the
counts the number of trials required
number of successes in those trials.
to obtain that first success.

The probability mass function is The probability mass function is


given by given by
PMF = (1 - p)x - 1p PMF = (nCx) px (1−p)n−x

Mean = 1 / p, Variance = (1 - p) / p2 Mean = np, Variance = np(1-p)

Dr. Rupal C. Shroff 8


The Geometric Distribution
• Example 1: If a patient is waiting for a suitable
blood donor and the probability that the selected
donor will be a match is 0.2, then find the expected
number of donors who will be tested till a match is
found including the matched donor.

Solution: As we are looking for only one success
this is a geometric distribution.
p = 0.2
E[X] = 1 / p = 1 / 0.2 = 5
Answer: The expected number of donors who will
be tested till a match is found is 5 (including the
donor).
Dr. Rupal C. Shroff 9
The Geometric Distribution
• Example 2: Suppose you are playing a game of
darts. The probability of success is 0.4. What is the
probability that you will hit the bulls eye on the
third try?

Solution: As we are looking for the first success,
thus, geometric distribution has to be used.
p = 0.4
P(X = x) = (1 - p)x - 1p
P(X = 3) = (1 - 0.4)3 - 1(0.4)
P(X = 3) = (0.6)2(0.4) = 0.144
Answer: The probability that you will hit the bulls
eye on the third try is 0.144
Dr. Rupal C. Shroff 10
The Geometric Distribution
• Example 3: A light bulb manufacturing factory finds 3 in
every 60 light bulbs defective. What is the probability
that the first defective light bulb with be found when
the 6th one is tested?

Solution: As the probability of the first defective light
bulb needs to be determined hence, this is a geometric
distribution.
p = 3 / 60 = 0.05
P(X = x) = (1 - p)x - 1p
P(X = 6) = (1 - 0.05)6 - 1(0.05)
P(X = 6) = (0.95)5(0.05)
P(X = 6) = 0.0386
Answer: The probability that the first defective light
bulb is found on the 6th trial is 0.0368

Dr. Rupal C. Shroff 11


The Geometric Distribution
A representative from the National Football League's Marketing Division randomly
selects people on a random street in Kansas City, Kansas until he finds a person
who attended 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 first success. What is the probability that the marketing
representative must select 4 people before he finds one who attended the last
home football game?

Dr. Rupal C. Shroff 12


The Geometric Distribution

Dr. Rupal C. Shroff 13


The Geometric Distribution

Dr. Rupal C. Shroff 14


The Geometric Distribution

Dr. Rupal C. Shroff 15


The Geometric Distribution

Dr. Rupal C. Shroff 16


The Geometric Distribution

Dr. Rupal C. Shroff 17


The Geometric Distribution

Dr. Rupal C. Shroff 18

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