Chapter 12: Problem 15
Let \(X\) be a geometric random variable with parameter \(p<1\) Find a formula for
\(\operatorname{Pr}(X
Short Answer
Expert verified
The formula for \( \text{Pr}(X < n) \) is \( 1-(1-p)^{n-1} \).
Step by step solution
01
Understand the Geometric Distribution
A geometric random variable \(X\) with parameter \(p\) represents the number of trials required to get the first success in a series of Bernoulli trials. The probability mass function (PMF) of \(X\) is given by \[ \text{Pr}(X = k) = (1-p)^{k-1} p \] for \(k = 1, 2, 3, \ldots\)
02
Define \( \text{Pr}(X < n) \)
The probability \( \text{Pr}(X < n) \) means the probability that the first success occurs before the \(n\)-th trial. This can be formulated as the sum of the probabilities of \(X\) taking the values from 1 to \(n-1\). \[ \text{Pr}(X < n) = \text{Pr}(X = 1) + \text{Pr}(X = 2) + \cdots + \text{Pr}(X = n-1) \]
03
Substitute the PMF
Using the PMF of the geometric distribution, substitute into the summation: \[ \text{Pr}(X < n) = p + (1-p)p + (1-p)^2 p + \cdots + (1-p)^{n-2} p \]
04
Identify as a Geometric Series
The above sum is a geometric series with the first term \(a = p\) and common ratio \(r = 1 - p\). The number of terms in the series is \(n-1\).
05
Apply the Formula for Sum of a Geometric Series
Use the formula for the sum of the first \(n-1\) terms of a geometric series: \[ S_{n-1} = a \frac{1-r^{n-1}}{1-r} \] Substituting \(a = p\) and \(r = 1 - p\), we get: \[ \text{Pr}(X < n) = p \frac{1-(1-p)^{n-1}}{1-(1-p)} \]
06
Simplify the Expression
Since \(1 - (1-p) = p\), the expression simplifies to: \[ \text{Pr}(X < n) = \frac{p (1-(1-p)^{n-1})}{p} = 1-(1-p)^{n-1} \]
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Key Concepts
These are the key concepts you need to understand to accurately answer the question.
geometric random variable
A geometric random variable, often denoted as \(X\), is a type of discrete random variable. It represents the number of trials needed to get the first success in a sequence of Bernoulli trials.
Bernoulli trials are simple experiments where there are only two possible outcomes: success or failure. For example, flipping a coin until you get heads can be thought of as a series of Bernoulli trials.
The key parameter for a geometric random variable is \(p\), the probability of success on any given trial. If \(p\) is the probability of success, then \(1-p\) is the probability of failure.
The geometric random variable has the following distinctive feature:
Bernoulli trials are simple experiments where there are only two possible outcomes: success or failure. For example, flipping a coin until you get heads can be thought of as a series of Bernoulli trials.
The key parameter for a geometric random variable is \(p\), the probability of success on any given trial. If \(p\) is the probability of success, then \(1-p\) is the probability of failure.
The geometric random variable has the following distinctive feature:
- Each trial is independent of others.
- The probability of success and failure remains constant across trials.
probability mass function
The probability mass function (PMF) of a geometric random variable provides the probabilities of different outcomes. Specifically, it tells us the probability that the first success occurs on the k-th trial.
Mathematically, the PMF is expressed as: \[ \text{Pr}(X = k) = (1-p)^{k-1} p \] Here, \(k\) is the trial number, \(p\) is the probability of success, and \((1-p)^{k-1}\) accounts for the previous \(k-1\) failures.
This formula captures the essence of geometric distribution: the probability decreases exponentially with each trial.
Some key points to remember about the PMF include:
Mathematically, the PMF is expressed as: \[ \text{Pr}(X = k) = (1-p)^{k-1} p \] Here, \(k\) is the trial number, \(p\) is the probability of success, and \((1-p)^{k-1}\) accounts for the previous \(k-1\) failures.
This formula captures the essence of geometric distribution: the probability decreases exponentially with each trial.
Some key points to remember about the PMF include:
- It only applies to integer values of \(k \ge 1\).
- Summing the PMF over all possible values of \(k\) yields 1, which aligns with the total probability rule.
geometric series
A geometric series is a series of numbers where each term after the first is found by multiplying the previous term by a fixed, non-zero number known as the common ratio.
In our context, the expressions we deal with in the problem form a geometric series. The terms are: \[ p, (1-p)p, (1-p)^2 p, \dots, (1-p)^{n-2} p \]
For a geometric series where the first term is \(a\) and the common ratio is \(r\), the sum of the first \(n-1\) terms is given by: \[ S_{n-1} = a \frac{1-r^{n-1}}{1-r} \]
Applying this to our expression, we have: \[ S_{n-1} = p \frac{1-(1-p)^{n-1}}{1-(1-p)} \] Substituting \(a=p\) and \(r=1-p\)
This formula helps us compute the cumulative probability \(\text{Pr}(X < n)\) by summing the probabilities of all outcomes from 1 to \(n-1\).
Geometric series are fundamental in understanding the behavior and computations involving geometric distributions.
In our context, the expressions we deal with in the problem form a geometric series. The terms are: \[ p, (1-p)p, (1-p)^2 p, \dots, (1-p)^{n-2} p \]
For a geometric series where the first term is \(a\) and the common ratio is \(r\), the sum of the first \(n-1\) terms is given by: \[ S_{n-1} = a \frac{1-r^{n-1}}{1-r} \]
Applying this to our expression, we have: \[ S_{n-1} = p \frac{1-(1-p)^{n-1}}{1-(1-p)} \] Substituting \(a=p\) and \(r=1-p\)
This formula helps us compute the cumulative probability \(\text{Pr}(X < n)\) by summing the probabilities of all outcomes from 1 to \(n-1\).
Geometric series are fundamental in understanding the behavior and computations involving geometric distributions.