A random variable X is said to have a geometric distribution if
its probability distribution can be written as follows, where the parameter
p is a constant lying between 0 and 1, and k takes on the values
1, 2, 3,
It is clear that Px(k)
is nonnegative, as indicated here.
The geometric distribution is useful in the following situation. Suppose
an expertiment is performed that leads to a sequence of independent Bernoulli
random variables, each with parameters p; that is, P{Xi
= 1} = p and P{Xi
= 0} = 1 - p for all i. The random variable X, which
is the number of trials occurring until the first Bernoulli random variable
takes on the value 1, has a geometric distribution with parameter p.
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