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What are the geometric and negative binomial distributions, and when does each model a counting situation?

Recognise and apply the geometric and negative binomial distributions, including their probabilities, expectations and variances

A focused answer to the H2 Further Mathematics outcome on the geometric and negative binomial distributions. Their probability formulae, when each applies, the expectation and variance of each, and the link to the binomial distribution.

Generated by Claude Opus 4.811 min answer

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  1. What this dot point is asking
  2. The answer
  3. Examples in context
  4. Try this

What this dot point is asking

SEAB wants you to recognise when a counting situation follows the geometric distribution (number of trials to the first success) or the negative binomial distribution (number of trials to the rrth success), to write down and use their probability formulae, and to state and apply their expectations and variances. Both arise from independent trials with a constant success probability.

The answer

The setting: independent trials

Both distributions assume a sequence of independent trials, each a success (probability pp) or failure (probability 1βˆ’p1 - p), with pp constant. The difference is what is counted.

The geometric distribution

If XX is the number of trials up to and including the first success, then X∼Geometric(p)X \sim \text{Geometric}(p) with

P(X=x)=(1βˆ’p)xβˆ’1p,x=1,2,3,…\mathrm{P}(X = x) = (1 - p)^{x - 1}p, \qquad x = 1, 2, 3, \dots

There must be xβˆ’1x - 1 failures followed by one success. Its mean and variance are

E(X)=1p,Var⁑(X)=1βˆ’pp2.\mathrm{E}(X) = \frac{1}{p}, \qquad \operatorname{Var}(X) = \frac{1 - p}{p^2}.

The mean 1p\tfrac{1}{p} matches intuition: a success with probability 16\tfrac{1}{6} takes on average 66 trials.

The negative binomial distribution

If YY is the number of trials up to and including the rrth success, then YY is negative binomial with parameters rr and pp:

P(Y=y)=(yβˆ’1rβˆ’1)pr(1βˆ’p)yβˆ’r,y=r,r+1,…\mathrm{P}(Y = y) = \binom{y - 1}{r - 1}p^{r}(1 - p)^{y - r}, \qquad y = r, r + 1, \dots

The combination counts the ways to place rβˆ’1r - 1 successes among the first yβˆ’1y - 1 trials, with the rrth success on trial yy. Its mean and variance are

E(Y)=rp,Var⁑(Y)=r(1βˆ’p)p2.\mathrm{E}(Y) = \frac{r}{p}, \qquad \operatorname{Var}(Y) = \frac{r(1 - p)}{p^2}.

The relationships between the distributions

The geometric distribution is the negative binomial with r=1r = 1. And the negative binomial counting trials to the rrth success is the sum of rr independent geometric variables, which is why its mean rp\tfrac{r}{p} and variance r(1βˆ’p)p2\tfrac{r(1-p)}{p^2} are rr times the geometric values.

Examples in context

Example 1. Reliability testing. The number of components tested before the first failure follows a geometric distribution; its mean 1p\tfrac{1}{p} estimates how many units a test run will consume, central to quality-control planning.

Example 2. Sales conversions. If each sales call succeeds with a fixed probability, the number of calls needed to close rr deals is negative binomial; its mean rp\tfrac{r}{p} forecasts the effort required to hit a target, a standard model in operations.

Try this

Q1. Write the geometric probability P(X=x)\mathrm{P}(X = x) for success probability pp. [1 mark]

  • Cue. (1βˆ’p)xβˆ’1p(1 - p)^{x-1}p for x=1,2,3,…x = 1, 2, 3, \dots.

Q2. State the mean of a geometric distribution with parameter pp. [1 mark]

  • Cue. 1p\dfrac{1}{p}.

Q3. What distribution counts the number of trials to the rrth success? [1 mark]

  • Cue. The negative binomial distribution with parameters rr and pp.

Exam-style practice questions

Practice questions written in the style of SEAB exam questions on this dot point, with worked answer explainers. The year tag is the paper they imitate, not the source.

Original6 marksA fair die is rolled repeatedly until a six appears. Let XX be the number of rolls needed. State the distribution of XX, and find P(X=4)\mathrm{P}(X = 4) and E(X)\mathrm{E}(X).
Show worked answer β†’

Each roll is an independent trial with P(six)=p=16\mathrm{P}(\text{six}) = p = \tfrac{1}{6}, and XX counts the trial on which the first success occurs, so X∼Geometric(p)X \sim \text{Geometric}(p) with p=16p = \tfrac{1}{6}.

The geometric probability is P(X=x)=(1βˆ’p)xβˆ’1p\mathrm{P}(X = x) = (1 - p)^{x-1}p. For x=4x = 4:

P(X=4)=(56)3β‹…16=125216β‹…16=1251296β‰ˆ0.0965.\mathrm{P}(X = 4) = \left(\frac{5}{6}\right)^{3}\cdot\frac{1}{6} = \frac{125}{216}\cdot\frac{1}{6} = \frac{125}{1296} \approx 0.0965.

The mean is E(X)=1p=11/6=6\mathrm{E}(X) = \dfrac{1}{p} = \dfrac{1}{1/6} = 6.

Markers reward identifying the geometric distribution with p=16p = \tfrac{1}{6}, the probability formula giving 1251296\tfrac{125}{1296}, and the mean 1p=6\tfrac{1}{p} = 6.

Original7 marksA basketball player has probability 0.40.4 of scoring each free throw, independently. Let YY be the number of throws needed to score the third basket. State the distribution of YY and find P(Y=5)\mathrm{P}(Y = 5).
Show worked answer β†’

YY counts the trial on which the rrth success (r=3r = 3) occurs, with success probability p=0.4p = 0.4, so YY follows a negative binomial distribution with parameters r=3r = 3 and p=0.4p = 0.4.

For the rrth success to fall on trial yy, there must be exactly rβˆ’1r - 1 successes in the first yβˆ’1y - 1 trials and a success on trial yy:

P(Y=y)=(yβˆ’1rβˆ’1)pr(1βˆ’p)yβˆ’r.\mathrm{P}(Y = y) = \binom{y - 1}{r - 1}p^{r}(1 - p)^{y - r}.

For y=5y = 5, r=3r = 3, p=0.4p = 0.4:
P(Y=5)=(42)(0.4)3(0.6)2=6Γ—0.064Γ—0.36=6Γ—0.02304=0.1382.\mathrm{P}(Y = 5) = \binom{4}{2}(0.4)^{3}(0.6)^{2} = 6\times 0.064\times 0.36 = 6\times 0.02304 = 0.1382.

Markers reward identifying the negative binomial with r=3r = 3, p=0.4p = 0.4, the probability formula with (yβˆ’1rβˆ’1)\binom{y-1}{r-1}, and the value β‰ˆ0.1382\approx 0.1382.

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