Math 2.0

statement proposition

Mean of the geometric distribution

Statement

Let p∈(0,1]p \in (0, 1] and let XX have the geometric distribution with parameter pp, so P(X=k)=(1−p)kpP(X = k) = (1 - p)^k p for k=0,1,2,…k = 0, 1, 2, \dots. Then E[X]=1−pp.E[X] = \frac{1 - p}{p}. For the number T=X+1T = X + 1 of trials up to and including the first success, E[T]=1/pE[T] = 1/p.

Remarks

A proof uses the tail sum formula: P(X≥n)=(1−p)nP(X \ge n) = (1 - p)^n, so E[X]=∑n≥1(1−p)n=(1−p)/pE[X] = \sum_{n \ge 1} (1 - p)^n = (1 - p)/p. The variance of XX and of TT is (1−p)/p2(1 - p)/p^2.

Explanations

L1 human

If each trial succeeds with probability pp, you need on average 1/p1/p trials to get the first success. For a fair die, you wait on average 66 rolls for the first six.

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Sources

  1. Web https://en.wikipedia.org/wiki/Geometric_distribution, Proof of expected value