zxysx的个人博客分享 http://blog.sciencenet.cn/u/zxysx

博文

The Geometric Probability Distribution(几何分布)

已有 5611 次阅读 2012-7-30 20:38 |个人分类:概率论与统计学笔记|系统分类:科研笔记| Distribution, Geometric, 几何分布, Probability

A Geometric experiment possesses the following properties:
  1. The experiment consists of a series of identical trials.
  2. Each trial results in one of two outcomes: success, S, or failure, F.
  3. The probability of success on a single trial is equal to some value p and remains the same from trial
     to trial. The probability of a failure is equal to q = (1 − p).
  4. The trials are independent.
  5. The random variable of interest is Y , the number of failures before a success occurs.
Definition:
   A random variable Y is said to have a geometric probability distribution if and only if
$$p(y) = {\left( {1 - p} \right)^{y}}p,\;\;\;\;y = 0,\;1,\;...,\;0 \le p \le 1.$$
  You can use the following Mathematica command to obtain the probability
  PDF[GeometricDistribution[p], y]
Relative Mathematica Functions
   GeometricDistribution[p] represents a geometric distribution with success probability p.
Examples:
  A = GeometricDistribution[p];
  a := {Arrowheads[0.02], Arrow[{{4, PDF[A, 0]}, {0, PDF[A, 0]}}]};
  t := Text[Style["p=" <> ToString[p], Medium], {4, PDF[A, 0]}, {-1, 0}];
  epilog = Table[{a, t}, {p, {0.1, 0.5, 0.9}}];
  DiscretePlot[Evaluate@Table[PDF[A,k], {p, {0.1, 0.5, 0.9}}], {k, 0, 15}, 
  PlotRange -> All, PlotMarkers -> Automatic, Epilog -> epilog,
  Background -> RGBColor[0.1, 0.45, 0.3, 0.9]]
 

Expection and Variance:
  If Y is a random variable with a geometric distribution,then
  $$E(Y) = \frac{1-p}{p}\;\;\;{\rm{and}}\;\;\;V(Y) = \frac{{1 - p}}{{{p^2}}}.$$
  You can use the following Mathematica command to obtain these results
    Expectation[x, x \[Distributed] GeometricDistribution[p]]
 or Mean[GeometricDistribution[p]]

    Variance[GeometricDistribution[p]]

A Important Property:
  Let Y denote a geometric random variable with probability of success p, $a$ is a nonnegative integer, then,
$$P(Y \ge a) = {(1 - p)^{a}}.$$
  For nonnegative integers $a$ and $b$,
$$P(Y  \ge  a + b|Y \ge a) = {(1 - p)^b} = P(Y \ge b).$$
  This property is called the memoryless property of the geometric distribution.



https://blog.sciencenet.cn/blog-531885-597408.html

上一篇:The Binomial Probability Distribution(二项分布)
下一篇:The Negative Binomial Probability Distribution(负二项分布)
收藏 IP: 210.75.252.*| 热度|

0

该博文允许注册用户评论 请点击登录 评论 (0 个评论)

数据加载中...

Archiver|手机版|科学网 ( 京ICP备07017567号-12 )

GMT+8, 2024-11-13 15:01

Powered by ScienceNet.cn

Copyright © 2007- 中国科学报社

返回顶部