Geometric Distribution
Notation:
$X \sim Geom(p)$
Probability Mass Function:
$P(X=x)=(1-p)^x p$
where:
- $0 \lt p \le 1 $ - is the success probability
- $x \in \{ 0, 1, 2, \ldots \}$ - is the number of failures before the first success
Mean:
$\mathrm{E}[X]=\dfrac{1-p}{p}$
Variance:
$\mathrm{Var}[X]=\dfrac{1-p}{p^2}$
Alternative Parameterizations:
-
$GeomII(p)$ - where $x \in \{ 1, 2, \ldots \}$ is the number of trials to get one success (including the first success). Its probability mass function is $P(X=x)=(1-p)^{x-1} p$.
References:
-
Geometric Distribution - Wikipedia
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Geometric Distribution - Wolfram MathWorld