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mean_and_variance_of_geometric_distribution [2024/10/09 08:18] – [Variance] hkimscilmean_and_variance_of_geometric_distribution [2025/10/01 13:17] (current) – [Mean] hkimscil
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 ====== Mean and Variance of Geometric Distribution ====== ====== Mean and Variance of Geometric Distribution ======
 +기하분포의 평균, 그리고 분산
 ====== Mean ====== ====== Mean ======
 기대값 E(X)는 아래처럼 배웠고.  기대값 E(X)는 아래처럼 배웠고. 
 +
 \begin{align} \begin{align}
 E(X) & = \sum_{k=1}^{\infty} k \cdot P(X=k) \nonumber \\ E(X) & = \sum_{k=1}^{\infty} k \cdot P(X=k) \nonumber \\
 \end{align} \end{align}
 +
 $P(X=k) $가 geometric distiribution에서는 $q^{(k-1)} \cdot p  $ 이므로 $E(X)$는 아래와 같다. $P(X=k) $가 geometric distiribution에서는 $q^{(k-1)} \cdot p  $ 이므로 $E(X)$는 아래와 같다.
  
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 (1-(1-p))E(X) & = p \frac {1 - (1-p)^k} {1-(1-p)}, \;\;\; \text{because  } {(1-p)^k \rightarrow 0} \\  (1-(1-p))E(X) & = p \frac {1 - (1-p)^k} {1-(1-p)}, \;\;\; \text{because  } {(1-p)^k \rightarrow 0} \\ 
 & = p \frac {1}{1-(1-p)} \\ & = p \frac {1}{1-(1-p)} \\
 +& = 1 \\
 p \cdot E(X) & = 1 \\ p \cdot E(X) & = 1 \\
 \therefore \quad E(X) & = \frac {1}{p} \\ \therefore \quad E(X) & = \frac {1}{p} \\
mean_and_variance_of_geometric_distribution.1728429492.txt.gz · Last modified: by hkimscil

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