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Thursday, July 28, 2011

mean and variance of the geometric distribution

derivation of the mean and variance of the geometric distribution is given
in the following links

mean of the geometric distribution ---------mean of the geometric distribution

variance of the geometric distribution ---------------variance of the geometric distribution


The pdf used is f(x) = p q^(x-1) , x = 1,2,3,4,... where q=1-p

in finding E(X) we use the binomial series of (1-u) ^(-2)

for E(X^2) we manipulate it into E[X(X-1)] and then use the
binomial series for (1-u)^(-3)


mean = 1/p

variance = q/[p^2]


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