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What is the Formula for the Expected Value of a Geometric Distribution?

Published in Geometric Distribution Expected Value 3 mins read

The formula for the expected value of a geometric distribution, specifically when modeling the number of trials required to get the first success, is E(X) = 1/p.

This formula applies when the random variable X represents the number of Bernoulli trials needed to obtain the first success, where each trial has a constant probability of success p. The geometric distribution assumes that trials are independent.

Understanding the Geometric Distribution and Its Expected Value

A geometric distribution is a discrete probability distribution that models the number of independent Bernoulli trials required to get the first success. A Bernoulli trial is a random experiment with exactly two possible outcomes, typically labeled "success" and "failure," where the probability of success is constant for each trial.

According to the provided information:

  • If finding the expected value of the first success, with probability of success p, use the formula E(X) = 1/p.

Here's a breakdown:

  • X: The random variable representing the number of trials until the first success.
  • p: The probability of success on a single trial.
  • E(X): The expected value of X, representing the average number of trials you would expect to perform until the first success occurs over many repetitions of the experiment.

Key Components of the Formula

Component Description
E(X) Expected value (mean) of the distribution
1 A constant value in the formula
p Probability of success on a single trial (0 < p ≤ 1)

Practical Insights and Examples

The expected value gives you a sense of the average outcome. If the probability of success is high, you'd expect to need fewer trials to get the first success. If the probability is low, you'd expect to need more trials.

Example 1: Flipping a Coin

  • Scenario: You are flipping a fair coin until you get heads. The probability of getting heads on a single flip (success) is p = 0.5.
  • Question: What is the expected number of flips until you get the first head?
  • Solution: Using the formula E(X) = 1/p
    • E(X) = 1 / 0.5
    • E(X) = 2
  • Interpretation: On average, you would expect to flip the coin 2 times to get the first head.

Example 2: Rolling a Die

  • Scenario: You are rolling a standard six-sided die until you roll a 6. The probability of rolling a 6 on a single roll (success) is p = 1/6.
  • Question: What is the expected number of rolls until you get the first 6?
  • Solution: Using the formula E(X) = 1/p
    • E(X) = 1 / (1/6)
    • E(X) = 6
  • Interpretation: On average, you would expect to roll the die 6 times to get the first 6.

The formula E(X) = 1/p provides a straightforward way to calculate the average number of trials required to achieve the first success in a series of independent Bernoulli trials.

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