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Geomitric Distribution
Geomitric Distribution
Geomitric Distribution
Suppose we have a series of independent trials or repetitions and on each repetition or trial the
probability of success ‘p' remains the same. Then the probability that there are x failures preceding the
first success is given by qxp.
Definition:
A discrete random variable X is said to have a geometric distribution if it assumes only non-negative
values and its probability function is given by
x
f (x; p) = q p0; ,x=0,1,2
{ ,.... ∞
otherwise
where p is the only parameter such that 0 ≤ p ≤ 1 and p+q= 1.
Remarks: Since the various probabilities for x=0,1, 2, …... are the various terms of geometric progression
hence the name geometric distribution.
Explanation/Derivation
Suppose,
M
p=
N
M N −M
q = 1- p = 1- =
N N
Hence the probability that we don't get any marked fish at the first catch;
N −M N −M N −M M
Pr = , , ……………., ,
N N N N
[ Since the probability of getting unmarked fish remains the same from trial to trial until we get the first
marked fish.]
Until we get at least one marked fish we will continue checking. Suppose we have checked ‘x’ times; that
is ‘x’ trials till we get our first success. So, we can write:
N−M x M
Pr = ( N
.
N ) [ Here x is the variable]
This is a probability discrete distribution. This is known as Geometric Distribution. Actually, pqx is
the probability that there are x failures proceeding the first success.
= p(1-q)-1
= pp-1 = 1
∞
⸫ ∑ Pr ( X=x ) = 1
x=0
x=0
∞
tx x
= ∑ e . pq
x=0
∞
t x
= p ∑ (q e )
x=0
= p [ [1+q et + (q et )2 + ……………..]
⸫ Mx(t)= p (1−q e t )−1
t2 t3
= p [ 1- q (1+ t+ + +….)]-1
2! 3!
t2 t3
= p [ 1- q -q (t+ + +….)]-1
2! 3!
t2 t3
= p [ p -q (t+ + +….)]-1
2! 3!
q t2 t3
= pp-1 [ 1- (t+ + +….)]-1
p 2! 3!
q t2 t3
= [ 1- (t+ + +….)]-1
p 2! 3!
This is the moment generating function of geometric distribution.
The r-th general moment about the origin is obtained from the equation
d r M x (t)
'
μ =
r
dt r | t=0
d d
μ'1=
dt |
[ M x (t )] t=0 =
dt
[p(1-qet)-1]t=0
= p. ¿t=0
= pqe0 (1-qe0)-2
= pq (1-q)-2
pq pq q
= 2 = 2 =
(1−q) p p
q
⸫ Mean = μ'1 = μ1=
p
d 2 M x (t)
When r =2 then μ'2 =
dt 2 |
t=0
d d
= [M (t )
dt dt x ]|
t=0
d
= [ p qet (1- qe t ¿ ¿ ¿−2 ¿|t=0
dt
d t
= pq. [e (1- qe t ¿ ¿ ¿−2 ¿|t=0
dt
= pq [ 2 q(1- q ¿ ¿−3+ ¿]
2q 1
= pq
[ +
(1−q) (1−q)2
3
]
2q +1−q 1+ q q+ q2
= pq 3 = pq. 3 =
(1−q) p p2
2 2 2
q+ q q 2 q+ q −q q
Variance = μ2= μ'2 - ( μ'1 )2 = - ( ) = = 2
p2 2
p p p
q
Since 2
>¿ q , the men of the geometric distribution is smaller than its variance.
p p
d d2
=
[ M (t )
dt dt 2 x ]| t=0
d
= pq [ 2 q(e¿¿ t)2 ¿(1- qe t ¿ ¿ ¿−3+e t ¿|t=0
dt
d d
= pq [ 2 q(e¿¿ t)2 ¿(1- qe t ¿ ¿ ¿−3 ¿|t=0 + pq [ e t ¿|t=0
dt dt
= pq [ 2q(e ¿¿ t)2 ¿(-3) (1-qe t ¿ ¿−3−1.(−qet )+ 2q (1-qe t ¿ ¿−3. 2.(e ¿¿ t)2−1 ¿ .(e ¿¿ t) ¿|¿t=0
q+ q2
+
p2
= pq [ 2q(e ¿¿ 0)2 ¿ (-3) (1-qe 0 ¿ ¿−4 .(−qe0 )+ 2q (1-qe 0 ¿ ¿−3. 2.(e ¿¿ 0)1 ¿.(e ¿¿ 0)}¿ +
q+ q2
p2
q+ q2
= pq [ 6q2 (1-q ¿ ¿−4+4q (1-q ¿ ¿−3] +
p2
6 q2 4q q+ q2
= pq
[ 4
+
(1−q) (1−q) 3 +
p2 ]
6 q2 + 4 q−4 q2 2q 2 +4 q 2q 3 +4 q2
= pq. = pq. =
( 1−q)4 p4 p3
d 4 M x (t)
When r =4 then
'
μ =
4
dt 4 | t=0
d d3
=
[ M (t )
dt dt 3 x ]| t=0
d
= ¿pq [ 2q(e ¿¿ t)2 ¿(-3) (1-qe t ¿ ¿−3−1.(−qet )+ 2q (1-qe t ¿ ¿−3. 2.(e ¿¿ t)2−1 ¿ .
dt
q+ q2
(e ¿¿ t) ¿|¿t=0 + ]
p2
d d d
= pq [ 6q2(e ¿¿ t)3 ¿ (1-qe t ¿ ¿− 4]t=0 + pq [ 4q (1-qe t ¿ ¿−3.(e ¿¿ t)2 ¿ ]t=0 + ¿]
dt dt dt
=
Probability Generating Function (Pgf) of Geometric Distribution:
∞ ∞
x x
P[S] = E[Sx] = ∑ S . p q = p∑ ¿¿
x=0 x=0
= p [1+sq+( sq)2+…………….]
= p (1- sq)-1
p
=
1−sq
= p (1- qe it )-1
p
=
1−qe it
Suppose an event E can occur at one of the times t= 0, 1, 2….. and the occurrence (waiting) time X has a
geometric distribution. [X = Number of failures till 1 st success, x= 0, 1, 2…………]
Suppose we know that the event E has not occurred before k, i.e, x ≥,k. Let Y=x-k.
which implies that the additional time to wait has the same distribution as initial time to wait.
[Since, the distribution does not depend upon k, it in a sense, "Lacks memory" of how much we shifted
the time origin. If B were waiting for the even E and is relieved by 'c' immediately before time k, then the
waiting time distribution of 'C' is the same as that of 'B'.]
Proof:
We have
∞
x
P [ x≥ r] = ∑ pq = p [ q r+q r+ 1+q r+ 2+…………….]
x=r
= pqr(1-q)-1
pq r
= = qr
1−q
Now,
P [Y ≥ t ∩ x ≥k ] P [x−k ≥t ∩ x ≥ k ]
P [Y≥t| x≥k] = = [ Y= x- k]
P [x ≥ k ] P[ x ≥ k ]
P [x ≥t +k ∩ x ≥ k ]
=
P[ x ≥ k ]
∞
∑ pq x
P [x ≥t +k ] x=k+t qk +t
= = ∞ = = qt
P[ x ≥ k ] qk
∑ pq x
x=k
Hence,
which implies that the additional time to wait has the same distribution as initial time to wait.
Application:
The geometric distribution is used in Morkov chain models, particularly meteorological modes of
weather cycles and precipitation amounts. The geometric distribution is often referred to as the failure
time distribution. The geometric distribution would be used to describe the number of interviews that
have to be conducted by a selection board to appoint the first acceptable candidate.
Example 1:
A couple decides that they will take children until a son. Suppose the probability of a son in that
community is 1/3. (i) What is the probability that the fourth child is a son (ii) Also find the expected
number of children to get a son.
Solution:
Let X be a random variable which is defined by the number of female daughters required to get a son.
Then the probability function of X is
1 2 x Here, p = 1/3
f (x; 1/3) = ()
3 3
; x= 0, 1, 2, ……..∞
1 2
⸫ q= 1-p = 1- =
(i) Probability that the fourth child will be a son 3 3
3
P (x=3) =
1 2
3 3( ) = 818 = 0.098765
(ii) The expected number of daughters to get a first son, is the mean of the distribution which is
2
q 3 2 3
= = × =2
p 1 3 1
3
Hence, the number of children will be (2+1)= 3
Example 2:
If the probability that a target is destroyed on any one shot is 0.5, what is the probability that it
would be destroyed on 6th attempt?
Solution:
Here,
Example 3:
A die is cast until 6 appears, what is the probability that it must be cast more than five times.
Example 4: If HIV is observed in the blood of one person get of 1000, what is the probability that HIV will
be positive in the blood of a person after 9 th person?
1 999
q= 1- = = 0.999
1000 1000
Probability that HIV will be positive in the blood at a person after the 9 th person,
Example 5: A probability control team of an industry inspects the product until a defect item is found
out. What is the probability that the fifth inspected item is the first defective one? It is known that 10%
product at the industry are usually found defective?
10
Solution: Here, p= 10% = = 0.1
100
q = 1- p = 1 – 0.1 = 0.9
The probability that the fifth inspected item is the first defective one
x +r −1 p q ; x=0,1,2… , ∞
{
( r −1 )
r x
f(x; r,p) =
0 , otherwise
where r>0 and 0≤P≤1 are the parameters of the distribution such that p+q=1. Actually, f (x; r, p) is the
probability of getting exactly p successes in x+r independent Bernoulli trials.
ii) Probability of success p in a trial remains the same from trial to trial.
If we take
Let f(x; r,p) denote the probability that there are x failures preceding the r th success in x+r trials.
Now, the last trial must be a success, whose probability is p. In the remaining (x+r-1) trials we must have
(p-1) successes and a failure whose probability is given by
That is,
( x +rr −1−1) p q . p
f (x; r, p) =
r−1 x
x +r −1 p q
=(
r −1 )
r x
; x= 0,1,2, …... ∞
Moreover,
x +r −1 ( x +r −1 ) ! ( x+ r−1 ) ! ( x+r −1 ) !
( r −1
= ) =
( r−1 ) ! { x+ r−1−( r−1 ) } ! ( r−1 ) ! ( x+ r−1−r+ 1 ) !
=
( r−1 ) ! x !
( x+r −1 ) ( x +r −2 )( x +r −3 ) … … … … … .. ( r +1 ) ( r ) ( r−1 ) !
=
( r−1 ) ! x !
r ( r+ 1 )( r +2 ) … … … ( r + x−3 )( r + x−2 ) (r+ x−3)
=
x!
= (−1)
x
(−rx) [ Taking common (-1) and since there are x terms so (-1) x ]
−r
P(x) = ( ) p ¿ ; x= 0, 1,2,………….. ∞
r
x
which is the (x+1)th term in the expansion of p r (1-q)x . This expansion is a binomial one with negative
index. Hence the distribution is called negative binomial distribution.
[If we take,
∞ ∞
∑ P ( x )=¿ ∑ −rx
¿ Pr(-q)x ( )
x=0 x=0
∞
=P r
∑ (−r
x )
(-q) x
x=0
= P r (1-q)-r
If we put
1 P
P= & q= , so that Q – P = 1 we have
Q Q
r x
−r 1 −P
P(x) = ( )( ) ( ) ; x = 0, 1, 2, ……… ∞
x Q Q
x
−r −P
=( )Q (
Q )
−r
x
Mx(t) = E[etx]
∞
tx
= ∑ e P(x )
x=0
∞ x
−r Q−r −P
=∑e
x=0
tx
( ) ( )
x Q
∞ t x
−P e
(x) (
= ∑ −r Q−r
x=0 Q )
∞
=∑
x=0
(−rx ) Q −r
(-Pet)x Q-x
∞
=∑
x=0
(−rx )(-Pe ) Q
t x -x-r From binomial expansion:
n
= (Q -Pet)-r
M x(t) = (Q -Pet)-r
The rth general moment about origin is obtained from the equation
d r M x (t)
μ'r =
dt r | t=0
d
when r=1 then μ'1 = M (t) t=0
dt x |
d
=
dt
(Q−Pe t )−r | t=0
(−P et )|t=0
−r −1
= −r ( Q−Pe t )
= r P et ( Q−Pe t )
−r−1
|
t=0
= rP ( Q−P )−r−1
= rP [ Since Q-P = 1]
d2
μ'2 =
dt
2
M x (t) | t=0
d
= ¿t=0
dt
d
= ¿t=0
dt
= rP e t ¿ + (-r-1) ¿ (-Pet) . rP e t|t=0
= ¿t=0
= rP e 0 ¿ + r(r+1)P2e2.0(Q-P)-r-2
= rP + r(r+1) P2
μ2 = μ2’ – ( μ1 ' )2
= rP + r(r+1) P 2 – (rP)2
= rPQ
= NPQ [ when r = N]
We have Q-P = 1 or Q>1. Thus rP < rPQ which implies that mean < variance.
3rd Moment:
When r = 3, then
d3
μ'3 =
dt
3
M x (t) | t=0
d
= ¿t=0
dt
d
= ¿t=0
dt
=
−r−1 −r−2 −r −2 2
r P e ( Q−P et )
t
+rP e t (−r −1 ) ( Q−P et ) (−P e t ) +r ( r +1 ) 2 P e t ( P et )( Q−P et ) +r ( P e t ) ( r +1 )(−r−2 ) ( Q−P
t=0
=
2 2 3
rP e t ( Q−P e t )
−r−1
+ r ( r+ 1 ) ( P e t ) ( Q−P e t )
−r−2 −r −2
+2r ( r +1 ) ( P e t ) ( Q−P e t ) |
−r −3
+ r ( r +1 ) ( r +2 ) ( P et ) ( Q−P et )
t=0
= rP[ 1+3P + 2P 2]
= rP [ 2P2 + P + P + 1]
= NPQ (P+Q) [ r = N]
4th Moment:
When r = 4, then
μ'4 = ¿t=0
d
= ¿t=0
dt
d
= ¿t=0
dt
=
−r−1 −r −2 −r −2 2
rP e ( Q−P e t )
t
+ rP e t ( Q−Pet ) (−r −2 ) (−P e t ) + 2rP e t ( P e t ) ( r +1 ) ( Q−P e t ) + r ( r +1 ) ( P e t ) (−r−2 ) ( Q−P
=
rP+ r P2 ( r +1 ) +2 P 2 r ( r +1 ) +r ( r +1 ) P3 ( r +2 ) +4 r P2 ( r +1 ) +2 P 3 r ( r +1 ) ( r +2 ) +r ( r+ 1 )( r +2 ) 3 P3+ r ( r+ 1 )( r +2 ) ( r +3 )
= r P ¿]
4
Now, μ4 = μ ' 4 −4 μ '3 μ' 1+ 6 μ '2 μ' 1−3 ( μ' 1 )
= rP (1+P) [1+3P(1+P)(r+2)]
Solution 1: Here the random variable X follows negative binomial with parameters r=2 &
2
p= = 0.02 ⸫ q= 1-0.02 = 0.98
100
x+r = 6 ⇒ x= 6-2 = 4
2. The probability that T & T shall install a digital telephone in a residence is estimated to be 0.3.
What is the probability that the tenth telephone installed is the fifth digital one?
⸫ x+r = 10 ⇒ x = 10-5 = 5
( 5+5−1
f ( x ; r , p ) =f ( 5 ; 5 , 0.3 )=
5−1 ) 9
(0.3) (0.7) = ( )(0.3) (0.7)
5
4
5 5 5
= 0.051459
3. A drug is known to be effective in 60 percent of the cases in curing a patient from a severe pain.
Find the probability that that the fifth patient to experience relief from pain is the seventh patient
to receive such drug during a given period of time.
Solution 3:
4. A scientist inoculates several mice, one at a time with diseases germ until he finds two that have
been contracted the diseases. If the probability of contracting the diseases is 1/6, what is the
probability that eight mice are required for the experiment?
Solution 4:
5. A geological study indicates that an exploratory coal mine drilled in a particular region should
strike coal with probability 0.2. Find the probability that the third coal strike comes on the fifth
mine drilled.
Solution 5:
x +r
f(x+1; r, p) = .q f(x; r, p)
x+1
where f(x; r,p) is the probability function of a negative binomial distribution.
Proof:
( x +rr −1−1) p q ,
f(x, r, p) = r x
x= 0, 1, 2,………., ∞ ………….. (i)
x +1+r−1
and f(x+1, r, p) = (
r−1 )
r x+1
pq ,
x +r
=(
r −1)
r x+1
pq , ………………………….. (ii)
x+ r pr q x+1 ( x +r ) ! ( x +r ) (x +r−1) !
⸫
f ( x +1 ; r , p)
=
r ( )
−1
=
( r−1 ) ! ( x+ r−r +1 ) !
q
=
( r−1 ) ! ( x+1 ) x !
q
=
f ( x ; r , p) x +r −1 p r q x+1 ( x +r −1 ) ! ( x +r−1 ) !
( r −1 ) ( r −1 ) ! ( x +r −1−r +1 ) ! ( r −1 ) ! ( x ) !
( x+r )( x+r −1)! q ( r−1 ) ! x !
×
( r −1 ) ! ( x +1 ) x ! ( x+r −1 ) !
f ( x +1 ; r , p) x +r
⸫ = q
f ( x ; r , p) x+1
x +r x +r
Here f (x+1; r, p) = q f ( x ; r , p) or P(x+1) = q P( x )
x+1 x+1
which is the recurrence relation for the negative binomial probability, where q & r are to be
found out from the mean and variance of the frequency distribution to which negative binomial
distribution is to be fitted.
Value of x 0 1 2 3 4 5 6 Total
Frequency of x, f 150 88 22 10 4 2 1 277
Solution:
We have
fx 194
μ1 = μ ' 1 = x́ = ∑ = = 0.70036
N 277
1 ( 194 )2
μ2 = V(x) =
N
¿ =
1
277
416− [ 277 ] = 1.0113
Here mean < variance. So negative binomial distribution can be fitted. We have
rq
μ1 = = 0.70036
p
rq
μ2= = 1.0113
p2
From those two values we have
rq
p 0.70036
=
rq 1.0113
2
p
rq p 2
⇒ × = 0.69253
p rq
⸫ p = 0.69253
and hence q= 1-p = 1-0.69253 = 0.30747
We know
rq
= 0.70036
p
r × 0.30747
⇒ = 0.70036
0.69253
⸫ r = 1.57746
⸫ P(x=0) = pr = (0.69253)1.57746 = 0.56014
Calculation for finding probabilities and expected frequencies:
2 O2i
7
X = ∑ −N = 5.64
i=1 E i
As X 2cal< X 20.05,6 = 12.59, it can be concluded that the observed frequencies are consistent with the
theoretical frequencies of negative binomial distribution.