Geometric Distribution
The geometric distribution is a discrete probability mass function.
Contents
Description
The distribution describes the number of independent trials taken to achieve one success.
Prob(X=x) = p(1-p)x+1
It follows that the tail probability is equal to:
Prob(X>x) = (1-p)x
The distribution is memoryless. That is to say, for any 0 < s < t,
Prob(X>t|X>s) = Prob(X>t-s)