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geometric distribution

The geometric distribution models the number of trials needed until the first success occurs in a sequence of independent Bernoulli trials (like repeated coin flips).

Think of it as the math of “How long until this finally works?”

🎯 When to Use It

Use the geometric distribution when:

  • Each trial has two outcomes: success or failure
  • The probability of success is constant each time
  • Trials are independent
  • You’re counting the trial number of the first success

Examples:

  • How many coin flips until the first heads
  • How many emails until someone replies
  • How many customers until the first one buys something
  • How many free‑throws until the first make

📌 Probability Formula

If p is the probability of success on each trial, then:

P(X = k) = (1 - p)^{k-1} p

Where:

  • X = trial number of the first success
  • k = 1, 2, 3, …

Interpretation:
You fail k-1 times, then succeed on the k-th trial.

🧠 Expected Value and Variance

E(X) = \frac{1}{p}

\text{Var}(X) = \frac{1 - p}{p^2}

Meaning:
If success probability is 0.2, you expect the first success around trial 1/0.2 = 5.

⭐ Examples

Example 1: Coin Flip

Let success = “heads.”
p = 0.5

Probability the first heads is on the 3rd flip:

P(X = 3) = (0.5)^{2} (0.5) = 0.125

Example 2: Basketball Free Throws

A player makes each free throw with probability p = 0.7.

Probability the first made shot is on attempt 4:

P(X = 4) = (0.3)^3 (0.7) = 0.0189

Expected number of attempts until the first make:

E(X) = \frac{1}{0.7} \approx 1.43

Example 3: Customer Purchases

A store estimates that each customer buys something with probability p = 0.1.

Probability the first purchase happens with the 6th customer:

P(X = 6) = (0.9)^5 (0.1) \approx 0.059

Expected number of customers until the first purchase:

E(X) = \frac{1}{0.1} = 10

🎨 Intuition

The geometric distribution is like a video game where you keep trying a level until you finally beat it.
Each attempt is independent, and the chance of beating it stays the same.


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