Geometric and negative binomial distributions · Subtopic 1 of 1
The Geometric Distribution
How long until the first success? If each trial succeeds with probability p, the first success comes on trial r with probability (1−p)r−1p: r−1 failures, then a success.
Recognise a geometric situation, X∼Geo(p): the number of trials up to and including the first success.
Use P(X=r)=qr−1p.
Use P(X>r)=qr and P(X≤r)=1−qr.
Use E(X)=p1.
Pause and think
You throw a die until you get a six. What has to happen for the first six to come on the 4th 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): trial number of the first success. P(X=r)=(1−p)r−1p; P(X>r)=(1−p)r; E(X)=p1.
1. The formulas
Deriving them
X=r:r−1F⋯FS
r−1 failures then a success.
P(X=r)=(1−p)r−1p
Independent: multiply.
P(X>r)=(1−p)r
More than r trials needed ⇔ the first r all failed.
Geo(p): the first try is always the most likelyEach bar is (1−p) times the one before, so they shrink steadily. Small p 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), E(X).
Goal
Values.
Strategy
p=61.
1
(65)361=1296125=0.0965
Exactly 4th.
2
(65)4=0.482
First four fail.
3
1−0.482=0.518
Complement.
4
E(X)=6
p1.
Answer0.0965; 0.482; 0.518; 6.
✓ CheckP(X≤4)=61(1+65+3625+216125)=0.518 ✓.
⚠️ Common misconceptionP(X≥r)P(X≥r)=P(X>r−1)=(1−p)r−1.
Pause and think
p=0.2: P(first success on 3rd trial or later)?
Summary
qr−1p; qr for "more than r"; mean 1/p.
Key words
Geometric distribution
Trials until the first success.
X ~ Geo(0.3): the trial on which the first success happensP(X=r)=(0.7)r−1(0.3). Each bar is 0.7 times the one before, so r=1 is always the most likely value. The mean is p1=3.3˙.
📜 HistoryWhy "geometric"?The probabilities p,qp,q2p,… form a geometric sequence with common ratio q, which gives the distribution its name. Adding them all is a geometric series with sum 1−qp=1, which confirms they make a valid distribution.
🤯 Fun factDice have no memory.If you have thrown 10 non-sixes in a row, the expected number of further throws to get a six is still 6. 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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