Probability - Geometric Random Variable

In summary, the given conversation discusses the distribution function of a random variable X, with two constants a and p between 0 and 1. The mean of X can be derived using the geometric random variable formula, resulting in -(a-1)/2p. For part b), the derivation of the variance of a geometric random variable can be modified to calculate the variance of X. Two related series may be necessary for this approach. The given mean in the conversation is incorrect because the distribution is symmetric about 0.
  • #1
Dark Wanderer
1
0

Homework Statement



Let X be a random variable with distribution function px(x) defined by:

px(0) = a and px(x) = Px(-x) = ((1-a)/2)*p*(1-p)^(x-1), x = 1,2...

where a and p are two constants between 0 and 1, and px(0) is meant to be the probability that X=0

a) What is the mean of X?
b) Use the variance of a geometric random variable to compute the variance of X.

The Attempt at a Solution



Okay so for a) I just used the geometric random variable formula, but made ((1-a)/2) = b. Since the mean of a geometric random variable with probability of success p is E(X) = 1/p, I just multiplied it by b, giving me -(a-1)/2p. Is this correct?

Also, I have no idea how to do part b), if anyone could help me with it I'd appreciate it.

Thanks in advance.
 
Physics news on Phys.org
  • #2
Welcome to PF, Dark Wanderer. I would study the derivation of the mean and variance for geometric distribution, then just modify that derivation for your example.

You probably will need to use two series closely related to the geometric series, if you use my approach.

Your mean can't be right, because the distribution is symmetric about 0.
 

Related to Probability - Geometric Random Variable

1. What is a geometric random variable?

A geometric random variable is a type of discrete random variable that represents the number of trials needed to achieve a success in a series of independent trials, where the probability of success remains constant.

2. How is a geometric random variable different from a binomial random variable?

A geometric random variable only has two outcomes (success and failure) and the number of trials needed for success can vary, while a binomial random variable has a fixed number of trials and can have more than two outcomes.

3. What is the formula for calculating the probability of a specific outcome with a geometric random variable?

The formula for calculating the probability of a specific outcome (k) with a geometric random variable is P(X=k) = (1-p)^(k-1) * p, where p is the probability of success and k is the number of trials needed for success.

4. How is the expected value of a geometric random variable calculated?

The expected value of a geometric random variable is calculated by taking the reciprocal of the probability of success, E(X) = 1/p.

5. What real-life situations can be modeled using a geometric random variable?

A geometric random variable can be used to model situations such as the number of attempts needed to make a free throw in basketball, the number of phone calls needed to get a response, or the number of coin flips needed to land on heads for the first time.

Similar threads

  • Calculus and Beyond Homework Help
Replies
3
Views
854
  • Calculus and Beyond Homework Help
Replies
9
Views
2K
  • Calculus and Beyond Homework Help
Replies
2
Views
1K
  • Calculus and Beyond Homework Help
Replies
7
Views
1K
  • Calculus and Beyond Homework Help
Replies
0
Views
244
  • Calculus and Beyond Homework Help
Replies
8
Views
1K
  • Calculus and Beyond Homework Help
Replies
1
Views
763
  • Calculus and Beyond Homework Help
Replies
1
Views
1K
  • Calculus and Beyond Homework Help
Replies
9
Views
813
  • Calculus and Beyond Homework Help
Replies
8
Views
708
Back
Top