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Geometric and negative binomial distributions · Subtopic 1 of 1

The Geometric Distribution

How long until the first success? If each trial succeeds with probability pp, the first success comes on trial rr with probability (1−p)r−1p(1-p)^{r-1}p: r−1r-1 failures, then a success.

Cambridge 9709 Paper 5Edexcel 9FM0 Option≈ 30 minRevision 6 · updated 2026-10-27
Section 1 of 14

Learning objectives

  • Recognise a geometric situation, X∼Geo(p)X\sim\text{Geo}(p): the number of trials up to and including the first success.
  • Use P(X=r)=qr−1pP(X=r)=q^{r-1}p.
  • Use P(X>r)=qrP(X>r)=q^r and P(X≤r)=1−qrP(X\le r)=1-q^r.
  • Use E(X)=1pE(X)=\dfrac1p.
Pause and think

You throw a die until you get a six. What has to happen for the first six to come on the 44th throw? What is its probability?

Section 2 of 14

Core idea

Start hereWaiting for a six

How many rolls until your first six? Could be 1, could be 20. Rolling until the first success, with the same chance each time, gives the geometric distribution. Surprisingly, "first roll" is always the single most likely outcome.

The big idea

X∼Geo⁡(p)X\sim\operatorname{Geo}(p): trial number of the first success. P(X=r)=(1−p)r−1pP(X=r)=(1-p)^{r-1}p; P(X>r)=(1−p)rP(X>r)=(1-p)^r; E(X)=1pE(X)=\frac1p.

1. The formulas

Deriving them
  1. X=r: F⋯F⏟r−1SX=r:\ \underbrace{F\cdots F}_{r-1}S
    r−1r-1 failures then a success.
  2. P(X=r)=(1−p)r−1pP(X=r)=(1-p)^{r-1}p
    Independent: multiply.
  3. P(X>r)=(1−p)rP(X>r)=(1-p)^r
    More than rr trials needed ⇔ the first rr all failed.
Geo(p): the first try is always the most likely
246810120.10.20.30.40.50.6number of tries rP(X = r)
Each bar is (1−p)(1-p) times the one before, so they shrink steadily. Small pp gives a long tail: you may wait a long time.
Worked exampleRolling for a six

Find P(X=4)P(X=4), P(X>4)P(X>4), P(X≤4)P(X\le4), E(X)E(X).

Goal
Values.
Strategy
p=16p=\frac16.
  1. (56)316=1251296=0.0965(\tfrac56)^3\tfrac16=\tfrac{125}{1296}=0.0965
    Exactly 4th.
  2. (56)4=0.482(\tfrac56)^4=0.482
    First four fail.
  3. 1−0.482=0.5181-0.482=0.518
    Complement.
  4. E(X)=6E(X)=6
    1p\frac1p.
Answer0.09650.0965; 0.4820.482; 0.5180.518; 66.
✓ CheckP(X≤4)=16(1+56+2536+125216)=0.518P(X\le4)=\frac16(1+\frac56+\frac{25}{36}+\frac{125}{216})=0.518 ✓.
Common misconceptionP(X≥r)P(X\ge r) P(X≥r)=P(X>r−1)=(1−p)r−1P(X\ge r)=P(X>r-1)=(1-p)^{r-1}.
Pause and think

p=0.2p=0.2: P(first success on 3rd trial or later)?

Summary

  • qr−1pq^{r-1}p; qrq^r for "more than rr"; mean 1/p1/p.
Key words
Geometric distribution
Trials until the first success.
X ~ Geo(0.3): the trial on which the first success happens
2468100.050.10.150.20.250.30trial rP(X = r)
P(X=r)=(0.7)r−1(0.3)P(X=r)=(0.7)^{r-1}(0.3). Each bar is 0.70.7 times the one before, so r=1r=1 is always the most likely value. The mean is 1p=3.3˙\dfrac1p=3.\dot3.
HistoryWhy "geometric"? The probabilities p, qp, q2p,…p,\ qp,\ q^2p,\ldots form a geometric sequence with common ratio qq, which gives the distribution its name. Adding them all is a geometric series with sum p1−q=1\dfrac p{1-q}=1, which confirms they make a valid distribution.
Fun factDice have no memory. If you have thrown 1010 non-sixes in a row, the expected number of further throws to get a six is still 66. The geometric distribution is "memoryless": the past failures do not bring a success any closer. It is the mathematical version of the gambler's fallacy.
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