Definition · applies to random variables

High school

Consider a sequence of independent trials, each of which succeeds with probability $p$. The number $N$ of trials up to and including the first success has a geometric distribution with parameter $p$:

\[P(N = k) = (1 - p)^{k - 1} p \quad \text{for } k = 1, 2, 3, \dots.\]

Properties

  • A geometric random variable with parameter $p$ has mean $1 / p$.
  • Some authors instead count the failures before the first success, which takes values $0, 1, 2, \dots$ and has mean $(1 - p) / p$.
  • The geometric distribution is memoryless: $P(N > j + k \mid N > j) = P(N > k)$.
  • The geometric distribution is the discrete counterpart of the exponential distribution.

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