Setup. Independent trials with success probability p. X = trial number of first success.
Notation. X∼Geo(p).
PMF. P(X=r)=(1−p)r−1p, r=1,2,3,…
Mean. E(X)=p1. (Smaller p → longer wait.)
Memoryless property. P(X>a+b∣X>a)=P(X>b). Past failures don't change future.
Example. X∼Geo(0.25).
- P(X=4)=0.753×0.25≈0.1055.
- E(X)=4.
P(X>r). =(1−p)r (all r trials fail). Easy formula.
Cambridge tip. State X∼Geo(p) explicitly.