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The geometric distributionEdexcel A-Level Further Maths: Flashcards

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What does a geometric random variable $X$ count?

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What does a geometric random variable XX count?
The number of independent trials up to and including the first success.
State the probability function of X∼Geo(p)X\sim\mathrm{Geo}(p).
P(X=x)=p(1−p)x−1\mathrm{P}(X=x)=p(1-p)^{x-1} for x=1,2,3,…x=1,2,3,\dots
List the conditions for a geometric model.
Two outcomes per trial, constant probability of success pp, and independent trials.
What values can a geometric random variable take?
x=1,2,3,…x=1,2,3,\dots with no upper limit.
Give P(X>x)\mathrm{P}(X>x) for X∼Geo(p)X\sim\mathrm{Geo}(p).
(1−p)x(1-p)^x, because the first xx trials all fail.
Give P(X≥x)\mathrm{P}(X\geq x) for X∼Geo(p)X\sim\mathrm{Geo}(p).
(1−p)x−1(1-p)^{x-1}
Give P(X≤x)\mathrm{P}(X\leq x) for X∼Geo(p)X\sim\mathrm{Geo}(p).
1−(1−p)x1-(1-p)^x
State E(X)\mathrm{E}(X) for X∼Geo(p)X\sim\mathrm{Geo}(p).
1p\frac1p
State Var(X)\mathrm{Var}(X) for X∼Geo(p)X\sim\mathrm{Geo}(p).
1−pp2\frac{1-p}{p^2}
A die is rolled until a six appears. Find the mean and variance.
X∼Geo(16)X\sim\mathrm{Geo}\left(\frac16\right): mean 66, variance 3030.
If E(X)=5\mathrm{E}(X)=5 for a geometric XX, what is pp?
p=15=0.2p=\frac15=0.2
How do you solve (1−p)n<k(1-p)^n<k for nn?
Take logarithms: n>ln⁡kln⁡(1−p)n>\frac{\ln k}{\ln(1-p)}, reversing the inequality because ln⁡(1−p)<0\ln(1-p)<0.
What is P(X odd)\mathrm{P}(X\text{ odd}) for X∼Geo(p)X\sim\mathrm{Geo}(p)?
p1−(1−p)2=12−p\frac{p}{1-(1-p)^2}=\frac{1}{2-p}, a geometric series with ratio (1−p)2(1-p)^2.

Exam questions on The geometric distribution

  1. A machine produces components, each of which is defective with probability 0.080.08, independently of all the others. The components are inspected one at a time. Let XX be the number of components inspected up to and including the first defective one.
    Find the smallest number nn of inspections for which the probability that the first defective component has been found by the nnth inspection exceeds 0.50.5.2 marks
  2. A driving test candidate passes at each attempt with probability 0.350.35, independently of any other attempt. Let XX be the number of attempts the candidate makes up to and including the first one that they pass.
    Find the probability that the candidate needs at least 55 attempts to pass, and the expected number of attempts needed.2 marks
  3. An archer hits the target on each shot with probability pp, independently of all other shots. Let XX be the number of shots up to and including the first hit. It is known that E(X)=5\mathrm{E}(X)=5.
    Find the value of pp, and the variance and standard deviation of XX.3 marks
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Written by the Exaim team, led by Shaun Daswani (Head of Upper Secondary, Improve ME Institute; MSc Financial Mathematics, Imperial College London; BSc, UCL) and Jason Daswani (operational lead, Improve ME Institute; LSE).