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Geometric distribution (a discrete distribution)
2022-06-27 02:28:00 【Uncertainty!!】
Geometric distribution
Geometric distribution is a generalization of Bernoulli distribution , Repeated Bernoulli test , Until the first success , A random variable X X X Indicates the number of tests completed at the time of first success , We call X X X Is a random variable that obeys the geometric distribution
Screenshot of the source :Geometric distribution


Here we introduce the first geometric distribution

Mean and variance
We use it μ X \mu_X μX Mean value
The first test was successful , The probability of success is p p p, Number of tests completed X = 1 X=1 X=1, Expectations for this round of tests 1 ⋅ p 1\cdot p 1⋅p
The first test failed , Number of tests completed X = 1 X=1 X=1, The expectation is 1 ⋅ ( 1 − p ) 1\cdot (1-p) 1⋅(1−p), The experiment was restarted , front μ X \mu_X μX Test failed , Failure probability 1 − p 1-p 1−p, Number of tests completed X = μ X X=\mu_X X=μX, The expectation is μ X ( 1 − p ) \mu_X(1-p) μX(1−p), Expectations for this round of tests 1 ⋅ ( 1 − p ) + μ X ( 1 − p ) = ( μ X + 1 ) ( 1 − p ) 1\cdot (1-p)+\mu_X(1-p)=(\mu_X+1)(1-p) 1⋅(1−p)+μX(1−p)=(μX+1)(1−p)
μ X = 1 ⋅ p + ( μ X + 1 ) ( 1 − p ) p μ X = 1 μ X = 1 p \mu_X=1\cdot p+(\mu_X+1)(1-p)\\ ~\\ p\mu_X=1\\ ~\\ \mu_X=\frac{1}{p} μX=1⋅p+(μX+1)(1−p) pμX=1 μX=p1
Screenshot of the source :Geometric distribution
Example :
Screenshot of the source :Geometric distribution

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