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Geometric Random Variable

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Probability

Let XX be a discrete RV with range X={1,2,}\mathcal{X}=\{1,2,\cdots\}. The number of fails XX until a first success is called a geometric RV with parameter pp and pmf p(n)=(1p)n1p, nX={1,2,}p(n)=(1-p)^{n-1}p, \ n\in\mathcal{X}=\{1,2,\cdots\}For RV X\mboxGeometric(p)X\sim \mbox{Geometric}(p) E[X]=1p\mboxVar(X)=1pp2\begin{align*} E[X]&=\frac{1}{p}\\ \mbox{Var}(X)&=\frac{1-p}{p^{2}} \end{align*}

The number of fails XX until a first success

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