Geometric Random Variable

Definition (Geometric RV)

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)=(1−p)n−1p, n∈X={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)=1−pp2\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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