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Geometric Distribution: Definition, Properties and Application.




Geometric Distribution




A discrete random variable X is said to have a geometric distribution if its probability density function is defined as,



where p is the only parameter of of geometric distribution which satisfy  0<=p<=1 and p+q=1.




Properties of Geometric Distribution

  • Geometric distribution follows the lack memory property.
  • The mean of geometric distribution is .
  • The variance of geometric distribution is .
  • Moment generating function of geometric distribution is .
  • The mean of geometric distribution is smaller then its variance, since q/p2 > q/p.

Application of Geometric distribution

  • The Geometric distribution is used in Markov chain models.
  • It is used in meteorological modes of weather cycles and precipitation amounts.
  • The geometric distribution is often referred to as the failure time distribution.
  • It would be used to describe the number of interviews that have to be conducted by a selection board to appoint the first acceptable candidate.

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