Alternative approaches to obtain the expected value of the geometric distribution
$begingroup$
Given that $X$ has geometric distribution with $p_{X}(x) = p(1-p)^{x-1}$, determine $textbf{E}(X)$.
MY ATTEMPT
begin{align*}
textbf{E}(X) = sum_{x=1}^{infty}xp(1-p)^{x-1} = psum_{x=1}^{infty}x(1-p)^{x-1}
end{align*}
If we denote by
begin{align*}
F(w) = sum_{k=1}^{infty} w^{k} = frac{w}{1 - w}quadtext{for}quad |w| < 1
end{align*}
We conclude that
begin{align*}
textbf{E}(X) = psum_{x=1}^{infty}x(1-p)^{x-1} = pF^{prime}(1-p)
end{align*}
Since $displaystyle F^{prime}(w) = frac{1}{(1-w)^{2}}$, it is now possible to obtain the desired result
begin{align*}
textbf{E}(X) = frac{p}{(1-(1-p))^{2}} = frac{1}{p}
end{align*}
In the case that my answer is correct, could someone provide me any other approach to this problem? I'd prefer solutions which do not involve sophisticated methods. Thanks in advance.
probability probability-theory proof-verification probability-distributions
$endgroup$
add a comment |
$begingroup$
Given that $X$ has geometric distribution with $p_{X}(x) = p(1-p)^{x-1}$, determine $textbf{E}(X)$.
MY ATTEMPT
begin{align*}
textbf{E}(X) = sum_{x=1}^{infty}xp(1-p)^{x-1} = psum_{x=1}^{infty}x(1-p)^{x-1}
end{align*}
If we denote by
begin{align*}
F(w) = sum_{k=1}^{infty} w^{k} = frac{w}{1 - w}quadtext{for}quad |w| < 1
end{align*}
We conclude that
begin{align*}
textbf{E}(X) = psum_{x=1}^{infty}x(1-p)^{x-1} = pF^{prime}(1-p)
end{align*}
Since $displaystyle F^{prime}(w) = frac{1}{(1-w)^{2}}$, it is now possible to obtain the desired result
begin{align*}
textbf{E}(X) = frac{p}{(1-(1-p))^{2}} = frac{1}{p}
end{align*}
In the case that my answer is correct, could someone provide me any other approach to this problem? I'd prefer solutions which do not involve sophisticated methods. Thanks in advance.
probability probability-theory proof-verification probability-distributions
$endgroup$
add a comment |
$begingroup$
Given that $X$ has geometric distribution with $p_{X}(x) = p(1-p)^{x-1}$, determine $textbf{E}(X)$.
MY ATTEMPT
begin{align*}
textbf{E}(X) = sum_{x=1}^{infty}xp(1-p)^{x-1} = psum_{x=1}^{infty}x(1-p)^{x-1}
end{align*}
If we denote by
begin{align*}
F(w) = sum_{k=1}^{infty} w^{k} = frac{w}{1 - w}quadtext{for}quad |w| < 1
end{align*}
We conclude that
begin{align*}
textbf{E}(X) = psum_{x=1}^{infty}x(1-p)^{x-1} = pF^{prime}(1-p)
end{align*}
Since $displaystyle F^{prime}(w) = frac{1}{(1-w)^{2}}$, it is now possible to obtain the desired result
begin{align*}
textbf{E}(X) = frac{p}{(1-(1-p))^{2}} = frac{1}{p}
end{align*}
In the case that my answer is correct, could someone provide me any other approach to this problem? I'd prefer solutions which do not involve sophisticated methods. Thanks in advance.
probability probability-theory proof-verification probability-distributions
$endgroup$
Given that $X$ has geometric distribution with $p_{X}(x) = p(1-p)^{x-1}$, determine $textbf{E}(X)$.
MY ATTEMPT
begin{align*}
textbf{E}(X) = sum_{x=1}^{infty}xp(1-p)^{x-1} = psum_{x=1}^{infty}x(1-p)^{x-1}
end{align*}
If we denote by
begin{align*}
F(w) = sum_{k=1}^{infty} w^{k} = frac{w}{1 - w}quadtext{for}quad |w| < 1
end{align*}
We conclude that
begin{align*}
textbf{E}(X) = psum_{x=1}^{infty}x(1-p)^{x-1} = pF^{prime}(1-p)
end{align*}
Since $displaystyle F^{prime}(w) = frac{1}{(1-w)^{2}}$, it is now possible to obtain the desired result
begin{align*}
textbf{E}(X) = frac{p}{(1-(1-p))^{2}} = frac{1}{p}
end{align*}
In the case that my answer is correct, could someone provide me any other approach to this problem? I'd prefer solutions which do not involve sophisticated methods. Thanks in advance.
probability probability-theory proof-verification probability-distributions
probability probability-theory proof-verification probability-distributions
edited Jan 22 at 22:47
user1337
asked Jan 22 at 21:10
user1337user1337
46110
46110
add a comment |
add a comment |
3 Answers
3
active
oldest
votes
$begingroup$
The geometric distribution gives the number of trials until the first success (including the successful one, in your mass function above) in a sequence of trials with probability of success $p$.
The first trial is either a success (probability $p$) or a failure (probability $1-p$); if it is a success, you are done and $X=1$. If it is a failure, you are left with another geometric process which you must add one extra failure to.
In other words,
$$
mathbb{E}[X]=pcdot1+(1-p)cdot(1+mathbb{E}[X])=1+(1-p)mathbb{E}[X].
$$
Subtracting $(1-p)mathbb{E}[X]$ from both sides yields
$$
mathbb{E}[X]-(1-p)mathbb{E}[X]=1,
$$
which simplifies to
$$
pmathbb{E}[X]=1qquadRightarrowqquadmathbb{E}[X]=frac{1}{p}.
$$
$endgroup$
$begingroup$
Nice argument! Thanks for the contribution.
$endgroup$
– user1337
Jan 22 at 23:04
add a comment |
$begingroup$
Your result is correct. You can also use a version of Fubini-Tonelli's theorem (i.e. changing order of summation):
$$begin{eqnarray}
sum_{j=0}^infty j(1-p)^{j-1}&=&sum_{j=0}^infty left(sum_{k=0}^{j-1} 1right)(1-p)^{j-1}\&=&sum_{k=0}^infty left(sum_{j=k+1}^infty(1-p)^{j-1} right)\
&=&sum_{k=0}^infty frac{(1-p)^k}{p}\
&=&frac{1}{p^2}.
end{eqnarray}$$ This gives
$$
Bbb E[X]=psum_{j=0}^infty j(1-p)^{j-1}=frac{1}{p}.
$$
Note: Note that $$binom{-2}{j}=frac{(-2)(-3)cdots(-1-j)}{j!}=(-1)^j(j+1).$$ Generalized binomial theorem also gives
$$
sum_{j=0}^infty (j+1)x^j=sum_{j=0}^infty binom{-2}{j}(-x)^j=(1-x)^{-2}.
$$
$endgroup$
add a comment |
$begingroup$
I can offer a slightly different way of doing this
$$ E(X) = p sum_{x=1}^{infty} x(1-p)^{x-1} $$
$$ (1-p)E(X) =psum_{x=1}^{infty} x(1-p)^{x} $$
$$ E(X) - (1-p)E(X) = psum_{x=0}^{infty} (1-p)^{x} $$
You can see this writing down the first few terms in each sum :
$$ E(X) = p( 1 + 2(1-p) + 3(1-p)^2 ...)$$
$$ (1-p)E(X) = p( (1-p)+ 2(1-p)^2 + 3(1-p)^3 ...) $$
$$ E(X) - (1-p)E(X) =p (1+ (1-p) + (1-p)^2 + (1-p)^3 ...) $$
$$ E(X) - (1-p)E(X) = p frac{1}{1-(1-p)} $$
$$ E(X) =frac{1}{p}$$
$endgroup$
add a comment |
Your Answer
StackExchange.ifUsing("editor", function () {
return StackExchange.using("mathjaxEditing", function () {
StackExchange.MarkdownEditor.creationCallbacks.add(function (editor, postfix) {
StackExchange.mathjaxEditing.prepareWmdForMathJax(editor, postfix, [["$", "$"], ["\\(","\\)"]]);
});
});
}, "mathjax-editing");
StackExchange.ready(function() {
var channelOptions = {
tags: "".split(" "),
id: "69"
};
initTagRenderer("".split(" "), "".split(" "), channelOptions);
StackExchange.using("externalEditor", function() {
// Have to fire editor after snippets, if snippets enabled
if (StackExchange.settings.snippets.snippetsEnabled) {
StackExchange.using("snippets", function() {
createEditor();
});
}
else {
createEditor();
}
});
function createEditor() {
StackExchange.prepareEditor({
heartbeatType: 'answer',
autoActivateHeartbeat: false,
convertImagesToLinks: true,
noModals: true,
showLowRepImageUploadWarning: true,
reputationToPostImages: 10,
bindNavPrevention: true,
postfix: "",
imageUploader: {
brandingHtml: "Powered by u003ca class="icon-imgur-white" href="https://imgur.com/"u003eu003c/au003e",
contentPolicyHtml: "User contributions licensed under u003ca href="https://creativecommons.org/licenses/by-sa/3.0/"u003ecc by-sa 3.0 with attribution requiredu003c/au003e u003ca href="https://stackoverflow.com/legal/content-policy"u003e(content policy)u003c/au003e",
allowUrls: true
},
noCode: true, onDemand: true,
discardSelector: ".discard-answer"
,immediatelyShowMarkdownHelp:true
});
}
});
Sign up or log in
StackExchange.ready(function () {
StackExchange.helpers.onClickDraftSave('#login-link');
});
Sign up using Google
Sign up using Facebook
Sign up using Email and Password
Post as a guest
Required, but never shown
StackExchange.ready(
function () {
StackExchange.openid.initPostLogin('.new-post-login', 'https%3a%2f%2fmath.stackexchange.com%2fquestions%2f3083699%2falternative-approaches-to-obtain-the-expected-value-of-the-geometric-distributio%23new-answer', 'question_page');
}
);
Post as a guest
Required, but never shown
3 Answers
3
active
oldest
votes
3 Answers
3
active
oldest
votes
active
oldest
votes
active
oldest
votes
$begingroup$
The geometric distribution gives the number of trials until the first success (including the successful one, in your mass function above) in a sequence of trials with probability of success $p$.
The first trial is either a success (probability $p$) or a failure (probability $1-p$); if it is a success, you are done and $X=1$. If it is a failure, you are left with another geometric process which you must add one extra failure to.
In other words,
$$
mathbb{E}[X]=pcdot1+(1-p)cdot(1+mathbb{E}[X])=1+(1-p)mathbb{E}[X].
$$
Subtracting $(1-p)mathbb{E}[X]$ from both sides yields
$$
mathbb{E}[X]-(1-p)mathbb{E}[X]=1,
$$
which simplifies to
$$
pmathbb{E}[X]=1qquadRightarrowqquadmathbb{E}[X]=frac{1}{p}.
$$
$endgroup$
$begingroup$
Nice argument! Thanks for the contribution.
$endgroup$
– user1337
Jan 22 at 23:04
add a comment |
$begingroup$
The geometric distribution gives the number of trials until the first success (including the successful one, in your mass function above) in a sequence of trials with probability of success $p$.
The first trial is either a success (probability $p$) or a failure (probability $1-p$); if it is a success, you are done and $X=1$. If it is a failure, you are left with another geometric process which you must add one extra failure to.
In other words,
$$
mathbb{E}[X]=pcdot1+(1-p)cdot(1+mathbb{E}[X])=1+(1-p)mathbb{E}[X].
$$
Subtracting $(1-p)mathbb{E}[X]$ from both sides yields
$$
mathbb{E}[X]-(1-p)mathbb{E}[X]=1,
$$
which simplifies to
$$
pmathbb{E}[X]=1qquadRightarrowqquadmathbb{E}[X]=frac{1}{p}.
$$
$endgroup$
$begingroup$
Nice argument! Thanks for the contribution.
$endgroup$
– user1337
Jan 22 at 23:04
add a comment |
$begingroup$
The geometric distribution gives the number of trials until the first success (including the successful one, in your mass function above) in a sequence of trials with probability of success $p$.
The first trial is either a success (probability $p$) or a failure (probability $1-p$); if it is a success, you are done and $X=1$. If it is a failure, you are left with another geometric process which you must add one extra failure to.
In other words,
$$
mathbb{E}[X]=pcdot1+(1-p)cdot(1+mathbb{E}[X])=1+(1-p)mathbb{E}[X].
$$
Subtracting $(1-p)mathbb{E}[X]$ from both sides yields
$$
mathbb{E}[X]-(1-p)mathbb{E}[X]=1,
$$
which simplifies to
$$
pmathbb{E}[X]=1qquadRightarrowqquadmathbb{E}[X]=frac{1}{p}.
$$
$endgroup$
The geometric distribution gives the number of trials until the first success (including the successful one, in your mass function above) in a sequence of trials with probability of success $p$.
The first trial is either a success (probability $p$) or a failure (probability $1-p$); if it is a success, you are done and $X=1$. If it is a failure, you are left with another geometric process which you must add one extra failure to.
In other words,
$$
mathbb{E}[X]=pcdot1+(1-p)cdot(1+mathbb{E}[X])=1+(1-p)mathbb{E}[X].
$$
Subtracting $(1-p)mathbb{E}[X]$ from both sides yields
$$
mathbb{E}[X]-(1-p)mathbb{E}[X]=1,
$$
which simplifies to
$$
pmathbb{E}[X]=1qquadRightarrowqquadmathbb{E}[X]=frac{1}{p}.
$$
answered Jan 22 at 22:56
Nick PetersonNick Peterson
26.8k23962
26.8k23962
$begingroup$
Nice argument! Thanks for the contribution.
$endgroup$
– user1337
Jan 22 at 23:04
add a comment |
$begingroup$
Nice argument! Thanks for the contribution.
$endgroup$
– user1337
Jan 22 at 23:04
$begingroup$
Nice argument! Thanks for the contribution.
$endgroup$
– user1337
Jan 22 at 23:04
$begingroup$
Nice argument! Thanks for the contribution.
$endgroup$
– user1337
Jan 22 at 23:04
add a comment |
$begingroup$
Your result is correct. You can also use a version of Fubini-Tonelli's theorem (i.e. changing order of summation):
$$begin{eqnarray}
sum_{j=0}^infty j(1-p)^{j-1}&=&sum_{j=0}^infty left(sum_{k=0}^{j-1} 1right)(1-p)^{j-1}\&=&sum_{k=0}^infty left(sum_{j=k+1}^infty(1-p)^{j-1} right)\
&=&sum_{k=0}^infty frac{(1-p)^k}{p}\
&=&frac{1}{p^2}.
end{eqnarray}$$ This gives
$$
Bbb E[X]=psum_{j=0}^infty j(1-p)^{j-1}=frac{1}{p}.
$$
Note: Note that $$binom{-2}{j}=frac{(-2)(-3)cdots(-1-j)}{j!}=(-1)^j(j+1).$$ Generalized binomial theorem also gives
$$
sum_{j=0}^infty (j+1)x^j=sum_{j=0}^infty binom{-2}{j}(-x)^j=(1-x)^{-2}.
$$
$endgroup$
add a comment |
$begingroup$
Your result is correct. You can also use a version of Fubini-Tonelli's theorem (i.e. changing order of summation):
$$begin{eqnarray}
sum_{j=0}^infty j(1-p)^{j-1}&=&sum_{j=0}^infty left(sum_{k=0}^{j-1} 1right)(1-p)^{j-1}\&=&sum_{k=0}^infty left(sum_{j=k+1}^infty(1-p)^{j-1} right)\
&=&sum_{k=0}^infty frac{(1-p)^k}{p}\
&=&frac{1}{p^2}.
end{eqnarray}$$ This gives
$$
Bbb E[X]=psum_{j=0}^infty j(1-p)^{j-1}=frac{1}{p}.
$$
Note: Note that $$binom{-2}{j}=frac{(-2)(-3)cdots(-1-j)}{j!}=(-1)^j(j+1).$$ Generalized binomial theorem also gives
$$
sum_{j=0}^infty (j+1)x^j=sum_{j=0}^infty binom{-2}{j}(-x)^j=(1-x)^{-2}.
$$
$endgroup$
add a comment |
$begingroup$
Your result is correct. You can also use a version of Fubini-Tonelli's theorem (i.e. changing order of summation):
$$begin{eqnarray}
sum_{j=0}^infty j(1-p)^{j-1}&=&sum_{j=0}^infty left(sum_{k=0}^{j-1} 1right)(1-p)^{j-1}\&=&sum_{k=0}^infty left(sum_{j=k+1}^infty(1-p)^{j-1} right)\
&=&sum_{k=0}^infty frac{(1-p)^k}{p}\
&=&frac{1}{p^2}.
end{eqnarray}$$ This gives
$$
Bbb E[X]=psum_{j=0}^infty j(1-p)^{j-1}=frac{1}{p}.
$$
Note: Note that $$binom{-2}{j}=frac{(-2)(-3)cdots(-1-j)}{j!}=(-1)^j(j+1).$$ Generalized binomial theorem also gives
$$
sum_{j=0}^infty (j+1)x^j=sum_{j=0}^infty binom{-2}{j}(-x)^j=(1-x)^{-2}.
$$
$endgroup$
Your result is correct. You can also use a version of Fubini-Tonelli's theorem (i.e. changing order of summation):
$$begin{eqnarray}
sum_{j=0}^infty j(1-p)^{j-1}&=&sum_{j=0}^infty left(sum_{k=0}^{j-1} 1right)(1-p)^{j-1}\&=&sum_{k=0}^infty left(sum_{j=k+1}^infty(1-p)^{j-1} right)\
&=&sum_{k=0}^infty frac{(1-p)^k}{p}\
&=&frac{1}{p^2}.
end{eqnarray}$$ This gives
$$
Bbb E[X]=psum_{j=0}^infty j(1-p)^{j-1}=frac{1}{p}.
$$
Note: Note that $$binom{-2}{j}=frac{(-2)(-3)cdots(-1-j)}{j!}=(-1)^j(j+1).$$ Generalized binomial theorem also gives
$$
sum_{j=0}^infty (j+1)x^j=sum_{j=0}^infty binom{-2}{j}(-x)^j=(1-x)^{-2}.
$$
edited Jan 22 at 21:31
answered Jan 22 at 21:24


SongSong
17k21145
17k21145
add a comment |
add a comment |
$begingroup$
I can offer a slightly different way of doing this
$$ E(X) = p sum_{x=1}^{infty} x(1-p)^{x-1} $$
$$ (1-p)E(X) =psum_{x=1}^{infty} x(1-p)^{x} $$
$$ E(X) - (1-p)E(X) = psum_{x=0}^{infty} (1-p)^{x} $$
You can see this writing down the first few terms in each sum :
$$ E(X) = p( 1 + 2(1-p) + 3(1-p)^2 ...)$$
$$ (1-p)E(X) = p( (1-p)+ 2(1-p)^2 + 3(1-p)^3 ...) $$
$$ E(X) - (1-p)E(X) =p (1+ (1-p) + (1-p)^2 + (1-p)^3 ...) $$
$$ E(X) - (1-p)E(X) = p frac{1}{1-(1-p)} $$
$$ E(X) =frac{1}{p}$$
$endgroup$
add a comment |
$begingroup$
I can offer a slightly different way of doing this
$$ E(X) = p sum_{x=1}^{infty} x(1-p)^{x-1} $$
$$ (1-p)E(X) =psum_{x=1}^{infty} x(1-p)^{x} $$
$$ E(X) - (1-p)E(X) = psum_{x=0}^{infty} (1-p)^{x} $$
You can see this writing down the first few terms in each sum :
$$ E(X) = p( 1 + 2(1-p) + 3(1-p)^2 ...)$$
$$ (1-p)E(X) = p( (1-p)+ 2(1-p)^2 + 3(1-p)^3 ...) $$
$$ E(X) - (1-p)E(X) =p (1+ (1-p) + (1-p)^2 + (1-p)^3 ...) $$
$$ E(X) - (1-p)E(X) = p frac{1}{1-(1-p)} $$
$$ E(X) =frac{1}{p}$$
$endgroup$
add a comment |
$begingroup$
I can offer a slightly different way of doing this
$$ E(X) = p sum_{x=1}^{infty} x(1-p)^{x-1} $$
$$ (1-p)E(X) =psum_{x=1}^{infty} x(1-p)^{x} $$
$$ E(X) - (1-p)E(X) = psum_{x=0}^{infty} (1-p)^{x} $$
You can see this writing down the first few terms in each sum :
$$ E(X) = p( 1 + 2(1-p) + 3(1-p)^2 ...)$$
$$ (1-p)E(X) = p( (1-p)+ 2(1-p)^2 + 3(1-p)^3 ...) $$
$$ E(X) - (1-p)E(X) =p (1+ (1-p) + (1-p)^2 + (1-p)^3 ...) $$
$$ E(X) - (1-p)E(X) = p frac{1}{1-(1-p)} $$
$$ E(X) =frac{1}{p}$$
$endgroup$
I can offer a slightly different way of doing this
$$ E(X) = p sum_{x=1}^{infty} x(1-p)^{x-1} $$
$$ (1-p)E(X) =psum_{x=1}^{infty} x(1-p)^{x} $$
$$ E(X) - (1-p)E(X) = psum_{x=0}^{infty} (1-p)^{x} $$
You can see this writing down the first few terms in each sum :
$$ E(X) = p( 1 + 2(1-p) + 3(1-p)^2 ...)$$
$$ (1-p)E(X) = p( (1-p)+ 2(1-p)^2 + 3(1-p)^3 ...) $$
$$ E(X) - (1-p)E(X) =p (1+ (1-p) + (1-p)^2 + (1-p)^3 ...) $$
$$ E(X) - (1-p)E(X) = p frac{1}{1-(1-p)} $$
$$ E(X) =frac{1}{p}$$
answered Jan 22 at 21:52
Rohan NuckchadyRohan Nuckchady
1111
1111
add a comment |
add a comment |
Thanks for contributing an answer to Mathematics Stack Exchange!
- Please be sure to answer the question. Provide details and share your research!
But avoid …
- Asking for help, clarification, or responding to other answers.
- Making statements based on opinion; back them up with references or personal experience.
Use MathJax to format equations. MathJax reference.
To learn more, see our tips on writing great answers.
Sign up or log in
StackExchange.ready(function () {
StackExchange.helpers.onClickDraftSave('#login-link');
});
Sign up using Google
Sign up using Facebook
Sign up using Email and Password
Post as a guest
Required, but never shown
StackExchange.ready(
function () {
StackExchange.openid.initPostLogin('.new-post-login', 'https%3a%2f%2fmath.stackexchange.com%2fquestions%2f3083699%2falternative-approaches-to-obtain-the-expected-value-of-the-geometric-distributio%23new-answer', 'question_page');
}
);
Post as a guest
Required, but never shown
Sign up or log in
StackExchange.ready(function () {
StackExchange.helpers.onClickDraftSave('#login-link');
});
Sign up using Google
Sign up using Facebook
Sign up using Email and Password
Post as a guest
Required, but never shown
Sign up or log in
StackExchange.ready(function () {
StackExchange.helpers.onClickDraftSave('#login-link');
});
Sign up using Google
Sign up using Facebook
Sign up using Email and Password
Post as a guest
Required, but never shown
Sign up or log in
StackExchange.ready(function () {
StackExchange.helpers.onClickDraftSave('#login-link');
});
Sign up using Google
Sign up using Facebook
Sign up using Email and Password
Sign up using Google
Sign up using Facebook
Sign up using Email and Password
Post as a guest
Required, but never shown
Required, but never shown
Required, but never shown
Required, but never shown
Required, but never shown
Required, but never shown
Required, but never shown
Required, but never shown
Required, but never shown