Is geometric distribution a type of Bernoulli distribution? But I remember geometric distribution has mean $1/p$ not matching the table here.
Asked
Active
Viewed 698 times
3
Rodrigo de Azevedo
- 23,788
spruce
- 705
-
2"Is geometric distribution a type of Bernoulli distribution?" Not really. – callculus42 Mar 07 '20 at 17:47
-
1Likely the “PMF” formula in that table was confusing you. A Bernoulli random variable $X$ can only take one of two values, 0 or 1, and $P[X=1]=p, P[X=0]=1-p$. – Michael Mar 07 '20 at 17:54
-
1The distributions are related but not the same. The number of Bernoulli trials until there is a failure has geometric distribution, for example. – Math1000 Mar 07 '20 at 19:27
1 Answers
0
A Bernoulli distribution can take only the values $0$ and $1$ while the geometric distribution takes values in the set of the positive integers hence cannot be a Bernoulli distribution.
However, there is a link between these two distributions: consider a sequence $(\xi_i)_{i\geqslant 1}$ of independent Bernouilli distributed random variables with parameter $p$. Let $X:=\inf\{i\geqslant 1, \xi_i=1\}$. Then $X$ has a geometric distribution (the number of attempts before one gets a first success).
Davide Giraudo
- 183,428