Understanding the Intuition for Geometric Random Variables

104 Views Asked by At

Could someone explain intuitively to me why for a geometric distributed Random Variable $X$

$$P(X \ge k) = (1-p)^{k-1}$$

and

$$P(X \le k) = 1- (1-p)^{k}$$

I understand the pmf of the geometric distribution but don't completely understand why these formulas are true.

1

There are 1 best solutions below

0
On

$P(X \ge k)$ means we have at least $k$ trials before the first success, which happens iff the first $k-1$ (independent) trials fail, so with chance $(1-p)^{k-1}$.

And $P(X \le k) = 1 - P(X\ge k+1)$ (complementary chances obviously: either at most $k$ trials or at least $k+1$, and not both) and we apply the previous one to get $1-(1-p)^k$.