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Tuesday, October 28, 2014

Geometric Distributions



Below is my Google Docs Spreadsheet for Geometric Distributions:

This sheet you cannot change because I have it locked, but if you would like access so you can use my sheet, and just put in your data and get the answer - email me: messenger1964@yahoo.com

Geometric Distribution
xpAnswer
Formula 00.25
p(x) = p(1-p)^(x) =-->-->0.25
where p is the probability of success, 0<p<1 and x = {0,1,2.....}
Google Sheets Function
[=NEGBINOMDIST(x,1,p)]-->-->0.25
(more google sheets functions - see below)
Mean
E[X]=μ = (1-p)/p
μ =-->-->3
Variance
Var = σ^(2)
σ^(2) = (1-p)/p^(2)
σ^(2)=-->-->12
Standard Deviation
St.Dev = √σ-->-->3.46410161513775
Third Moment of X about the Mean =
E[(X-E[X])^(3)]=
(1-p)*(2-p)/p^(3)=-->-->84
4th Moment of X about the Mean =
E[(X-E[X])^(4)]=
(1-p)*(p^(2)-9p+9)/p^(4)=-->-->1308
Moment Generating Function
M(t) = E[e^(tX)] = p*(1/((1-e^(t))*(1-p))
p*(1/((1-e^(t))*(1-p))
Distribution Function
∀t < 0 ......F(t) = P{X≤t} =P{X∉R} = 0
∀t ≥ 0 ......F(t) = P{X≤[t]} = 1-(1-p)^([t]+1)
Google Sheets Function (All)
BINOMDIST(num_successes, num_trials, prob_success, cumulative)
P{X=x} [=NEGBINOMDIST(x,1,p)]
P{X≤x} [=NEGBINOMDIST(x,1,p)]
P{X<x} [=NEGBINOMDIST(x,1,p)]
P{X>x} [=1-NEGBINOMDIST(x,1,p)]
P{X≥x} [=1-NEGBINOMDIST(x-1,1,p)]
x<y
P{x<X<y} [=NEGBINOMDIST(y-1,1,p)-[=NEGBINOMDIST(x,1,p)]
P{x<X≤y} [=NEGBINOMDIST(y,1,p)-[=NEGBINOMDIST(x,1,p)]
P{x≤X<y} [=NEGBINOMDIST(y-1,1,p)-[=NEGBINOMDIST(x-1,1,p)]
P{x≤X≤y} [=NEGBINOMDIST(y,1,p)-[=NEGBINOMDIST(x-1,1,p)]
http://mathworld.wolfram.com/GeometricDistribution.html
http://www.math.uah.edu/stat/bernoulli/Geometric.html
http://en.wikipedia.org/wiki/Geometric_distribution#Moments_and_cumulants

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