Geometric Distribution:

𝑥−1
𝑓 𝑥 =𝑝 1−𝑝 ; 𝑥 = 1,2,3 ⋯

Geometric series:
1
1 + 𝑎 + 𝑎2 + 𝑎3 + ⋯ = ; 𝑖𝑓 𝑎 < 1
1−𝑎

Mean:
∞

𝑀𝑒𝑎𝑛 𝑋 = 𝐸 𝑋 = 𝑥𝑓 𝑥
𝑥=1

∞ ∞
𝑥−1 𝑥−1 2
𝐸 𝑋 = 𝑥𝑝 1 − 𝑝 =𝑝 𝑥 1−𝑝 =𝑝 1+2 1−𝑝 +3 1−𝑝 +⋯
𝑥=1 𝑥=1

𝐸 𝑋 = 𝑝𝑆 → (𝑨)
2
𝑤ℎ𝑒𝑟𝑒 𝑆 = 1 + 2 1 − 𝑝 + 3 1 − 𝑝 +⋯

2 2 3
𝑆−𝑆 1−𝑝 = 1+2 1−𝑝 +3 1−𝑝 +⋯ − 1−𝑝 +2 1−𝑝 +3 1−𝑝 +⋯

2
1 1
𝑆 1− 1−𝑝 = 𝑆𝑝 = 1 + 1 − 𝑝 + 1 − 𝑝 +⋯ = =
(1 − 1 − 𝑝 ) 𝑝

1 1
𝑆𝑝 = => 𝑆 = 2
𝑝 𝑝

𝑃𝑢𝑡 𝑆 𝑖𝑛 𝑒𝑞𝑢𝑎𝑡𝑖𝑜𝑛 (𝑨)

1 1
𝐸 𝑋 =𝑝 =
𝑝2 𝑝

𝟏
𝑴𝒆𝒂𝒏 =
𝒑
Variance:
2
𝑉𝑎𝑟 𝑋 = 𝐸 𝑋 2 − 𝐸 𝑋

𝐸 𝑋 2 = 𝐸 𝑋 𝑋 − 1 + 𝑋 = 𝐸(𝑋 𝑋 − 1 ) + 𝐸(𝑋)
∞

𝐸 𝑋 𝑋−1 = 𝑥 𝑥 − 1 𝑓(𝑥)
𝑥=1

∞ ∞
𝑥−1 𝑥−1
𝐸 𝑋 𝑋−1 = 𝑥(𝑥 − 1)𝑝 1 − 𝑝 =𝑝 𝑥(𝑥 − 1) 1 − 𝑝
𝑥=1 𝑥=1

2 3 4
𝐸 𝑋 𝑋−1 = 𝑝(0 + 2(1 − 𝑝) + 6 1 − 𝑝 + 12 1 − 𝑝 + 20 1 − 𝑝 +⋯)

2 3
𝐸 𝑋 𝑋−1 = 2𝑝 1 − 𝑝 (1 + 3 1 − 𝑝 + 6 1 − 𝑝 + 10 1 − 𝑝 + ⋯)

𝐸 𝑋 𝑋−1 = 2𝑝 1 − 𝑝 T (𝐁)

2 3
𝑤ℎ𝑒𝑟𝑒 𝑇 = 1 + 3 1 − 𝑝 + 6 1 − 𝑝 + 10 1 − 𝑝 ⋯

𝑇 − 𝑇 1 − 𝑝 = 1 + 3 1 − 𝑝 + 6 1 − 𝑝 2 + 10 1 − 𝑝 3 ⋯
− 1−𝑝 +3 1−𝑝 2+6 1−𝑝 3+⋯

2 3
1
𝑇 1−1+𝑝 = 1+2 1−𝑝 +3 1−𝑝 +4 1−𝑝 ⋯ = S=
𝑝2

1 1
𝑇𝑝 = 2
=> 𝑇 = 3
𝑝 𝑝

𝑃𝑢𝑡 𝐴𝑏𝑜𝑣𝑒 𝑣𝑎𝑙𝑢𝑒 𝑜𝑓 𝑇 𝑖𝑛 𝑒𝑞𝑢𝑎𝑡𝑖𝑜𝑛 (𝑩)

1 2(1 − 𝑝)
𝐸 𝑋 𝑋−1 = 2𝑝 1 − 𝑝 3
=
𝑝 𝑝2

2(1 − 𝑝) 1
𝐸 𝑋2 = 𝐸 𝑋 𝑋 − 1 +𝐸 𝑋 = +
𝑝2 𝑝

2 2(1 − 𝑝) 1 1 2 − 2𝑝 + 𝑝 − 1 1 − 𝑝
𝑉𝑎𝑟 𝑋 = 𝐸 𝑋 2 − 𝐸 𝑋 = 2
+ − 2= = 2
𝑝 𝑝 𝑝 𝑝2 𝑝

𝟏−𝒑
𝑽𝒂𝒓𝒊𝒂𝒏𝒄𝒆 =
𝒑𝟐
 PoissonDistribution:
𝑒 −𝜇 𝜇 𝑥
𝑓 𝑥 = ; 𝑥 = 0,1,2,3 ⋯
𝑥!

Taylor series for exponential function:

𝑎 𝑎2 𝑎3
1 + + + + ⋯ = 𝑒𝑎
1! 2! 3!

Mean:
∞

𝑀𝑒𝑎𝑛 𝑋 = 𝐸 𝑋 = 𝑥𝑓 𝑥
𝑥=1

∞ ∞
𝑒−𝜇 𝜇𝑥 𝜇𝑥 𝜇2 𝜇3 𝜇4
𝐸 𝑋 = 𝑥 = 𝑒−𝜇 𝑥 =𝑒−𝜇 0+𝜇+2 +3 +4 +⋯
𝑥! 𝑥! 2! 3! 4!
𝑥=0 𝑥=0

−𝜇
𝜇2 𝜇3 𝜇4 −𝜇
𝜇 𝜇2 𝜇3
𝐸 𝑋 =𝑒 𝜇+ + + +⋯ =𝑒 𝜇 1+ + + +⋯
1! 2! 3! 1! 2! 3!

𝐸 𝑋 = 𝑒−𝜇 𝜇 𝑒𝜇 = 𝜇

𝑴𝒆𝒂𝒏 = 𝝁
Variance:
2
𝑉𝑎𝑟 𝑋 = 𝐸 𝑋 2 − 𝐸 𝑋

𝐸 𝑋 2 = 𝐸 𝑋 𝑋 − 1 + 𝑋 = 𝐸(𝑋 𝑋 − 1 ) + 𝐸(𝑋)
∞

𝐸 𝑋 𝑋−1 = 𝑥 𝑥 − 1 𝑓(𝑥)
𝑥=0

∞ ∞
𝑒−𝜇 𝜇𝑥 𝜇𝑥
𝐸 𝑋 𝑋−1 = 𝑥(𝑥 − 1) = 𝑒−𝜇 𝑥(𝑥 − 1)
𝑥! 𝑥!
𝑥=0 𝑥=0

𝜇2 𝜇3 𝜇4
𝐸 𝑋 𝑋−1 = 𝑒−𝜇 0 + 0 + 2 + 6 + 12 + ⋯
2! 3! 4!

𝜇4
𝐸 𝑋 𝑋−1 = 𝑒−𝜇 𝜇2 + 𝜇3 + +⋯
2!

𝜇2
𝐸 𝑋 𝑋−1 = 𝑒−𝜇 𝜇2 1+𝜇+ +⋯
2!

𝐸 𝑋 𝑋−1 = 𝑒−𝜇 𝜇2 𝑒𝜇 = 𝜇2

𝐸 𝑋2 = 𝐸 𝑋 𝑋 − 1 + 𝐸 𝑋 = 𝜇2 + 𝜇

2
𝑉𝑎𝑟 𝑋 = 𝐸 𝑋 2 − 𝐸 𝑋 = 𝜇2 + 𝜇 − 𝜇2 = 𝜇

𝑽𝒂𝒓𝒊𝒂𝒏𝒄𝒆 = 𝝁
 Binomial Distribution:
𝑛 𝑥 𝑛 −𝑥
𝑓 𝑥 = 𝑝 1−𝑝 ; 𝑥 = 0,1,2, ⋯ , 𝑛
𝑥

Binomialexpansion:

𝑛
𝑛(𝑛 − 1) 𝑛 −2 2 𝑛(𝑛 − 1) 2 𝑛−2
𝑎+𝑏 = 𝑎𝑛 + 𝑛𝑎𝑛−1 𝑏 + 𝑎 𝑏 + ⋯+ 𝑎 𝑏 + 𝑛𝑎𝑏 𝑛 −1 + 𝑏 𝑛
2! 2!

Mean:
𝑛

𝑀𝑒𝑎𝑛 𝑋 = 𝐸 𝑋 = 𝑥𝑓 𝑥
𝑥=0

𝑛
𝑛 𝑥 𝑛−𝑥
𝐸 𝑋 = 𝑥 𝑝 1−𝑝
𝑥
𝑥=0

𝑛−1
𝑛 𝑛−1 2 𝑛−2
𝐸 𝑋 = 0 + 𝑛𝑝 1 − 𝑝 +2 𝑝 1−𝑝 + ⋯ + 𝑛 − 1 𝑛𝑝𝑛−1 1 − 𝑝 + 𝑛𝑝𝑛
2!
𝑛−1 𝑛−2
𝐸 𝑋 = 𝑛𝑝 1 − 𝑝 + 𝑛−1 𝑝 1−𝑝 + ⋯ + 𝑛 − 1 𝑝𝑛−2 1 − 𝑝 + 𝑝𝑛−1

𝑛−1
𝐸 𝑋 = 𝑛𝑝 1 − 𝑝 + 𝑝 = 𝑛𝑝

𝑴𝒆𝒂𝒏 = 𝒏𝒑
Variance:
2
𝑉𝑎𝑟 𝑋 = 𝐸 𝑋 2 − 𝐸 𝑋

𝐸 𝑋 2 = 𝐸 𝑋 𝑋 − 1 + 𝑋 = 𝐸(𝑋 𝑋 − 1 ) + 𝐸(𝑋)
𝑛

𝐸 𝑋 𝑋−1 = 𝑥 𝑥 − 1 𝑓(𝑥)
𝑥=0

𝑛
𝑛 𝑥 𝑛−𝑥
𝐸 𝑋 𝑋−1 = 𝑥(𝑥 − 1) 𝑝 1−𝑝
𝑥
𝑥=0

𝑛 𝑛−1 2 𝑛−2
𝐸 𝑋 𝑋−1 =2 𝑝 1−𝑝 + ⋯ + 𝑛 − 1 𝑛 − 2 𝑛𝑝𝑛 −1 1 − 𝑝 + 𝑛(𝑛 − 1)𝑝𝑛
2!

= 𝑛 𝑛 − 1 𝑝2 1 − 𝑝 𝑛−2
+ (𝑛 − 2) 1 − 𝑝 𝑛−2
𝑝 ⋯ + 𝑛 − 2 𝑝𝑛−3 1 − 𝑝 + 𝑝𝑛−2
𝑛−2
𝐸 𝑋 𝑋−1 = 𝑛 𝑛 − 1 𝑝2 1 − 𝑝 + 𝑝 = 𝑛 𝑛 − 1 𝑝2

𝐸 𝑋2 = 𝐸 𝑋 𝑋 − 1 + 𝐸 𝑋 = 𝑛 𝑛 − 1 𝑝2 + 𝑛𝑝

2
𝑉𝑎𝑟 𝑋 = 𝐸 𝑋 2 − 𝐸 𝑋 = 𝑛 𝑛 − 1 𝑝2 + 𝑛𝑝 − 𝑛2 𝑝2 = 𝑛2 𝑝2 − 𝑛𝑝2 + 𝑛𝑝 − 𝑛2 𝑝2

𝑉𝑎𝑟 𝑋 = 𝑛𝑝 − 𝑛𝑝2 = 𝑛𝑝 1 − 𝑝

𝑽𝒂𝒓𝒊𝒂𝒏𝒄𝒆 = 𝒏𝒑 𝟏 − 𝒑