Agenda
1. Geometric Random Variable
2. Negative Binomial Distribution
p(1 p)x = 1
x=0
Distribution function
Lets calculate the probability distribution function.
F (x) =
=
=
=
P (X x)
P ( you get a success at or before the (x + 1)th trial )
1 P ( first (x + 1) trials are all failures)
1 (1 p)(x+1)
xp(1 p)x
x=0
(1p)
.
p2
Example
I am new to basketball and so I am practising to shoot the ball through
the basket. If the probability of success at each throw is 0.2,
how many times would I fail on average before a success occurs.
Let X denote the number of failures before I get a success. Now I assume
that the individual throws are independent of each other, which might not
be exactly true in real life. Under that assumption, X Geometric(0.2).
So the average number of times I would fail before a success = E(X) = 10.2
0.2
= 4.
P (X i + j|X i) =
=
=
=
=
P ({X i + j} {X i})
P (X i)
P (X i + j)
P (X i)
(1 p)(i+j)
(1 p)i
(1 p)j
P (X j)
In other words, if I told you that there have been i failures initially, the
chance of atleast j more failures before the the first success; is exactly same
as if you started the experiment for the first time and the information of
initial i failures is not given to you.
CAUTION The textbook defines Geometric Random Variable in a slightly
different way. You dont have to worry about this, but if you are following
the textbook then you may remember that if we say X Geometric(p) then
textbook will say Y Geometric(p), where Y = X + 1. Its a matter of
definition.
Pmf
For x 0,
P (X = x) = P ( there will be x failures before the r-th success )
= P ( in the first x + r 1 trials there will be x failures and r 1 successes
and x + r-th trial is a success )
x + r 1 (r1)
=
p
(1 p)x p
x
x+r1 r
=
p (1 p)x
x
Homework ::
p
1q 2