Page 109 - Applied statistics and probability for engineers
P. 109

Section 3-7/Geometric and Negative Binomial Distributions     87


                                         number of trials until the irst success. Example 3-5 analyzed successive wafers until a large

                                         particle was detected. Then X is the number of wafers analyzed. In the transmission of bits,
                                         X might be the number of bits transmitted until an error occurs.


                     Example 3-20    Digital Channel  The probability that a bit transmitted through a digital transmission channel is
                                     received in error is 0.1. Assume that the transmissions are independent events, and let the random
                     variable X denote the number of bits transmitted until the i rst error.
                              (

                        Then P X = ) 5  is the probability that the i rst four bits are transmitted correctly and the ifth bit is in error. This
                     event can be denoted as {OOOOE }, where O denotes an okay bit. Because the trials are independent and the prob-
                     ability of a correct transmission is 0.9,
                                                    P X = ) = (           .  4  .  =  .
                                                     (
                                                             P OOOOE) = 0 9 0 1 0 066
                                                         5

                     Note that there is some probability that X will equal any integer value. Also, if the irst trial is a success, X = 1. There-
                                               },
                     fore, the range of X is {1 2 3, , ,…  that is, all positive integers.
                               Geometric
                             Distribution    In a series of Bernoulli trials (independent trials with constant probability p of
                                             a success), the random variable X  that equals the number of trials until the i rst
                                             success is a geometric random variable with parameter 0 < p  <  1 and
                                                                                      , ,…
                                                                f x ( ) = (1 −  p) x−1  p  x = 1 2          (3-9)


                                         Examples of the probability mass functions for geometric random variables are shown in Fig.
                                                                           (
                                         3-9. Note that the height of the line at x is  1 − ) p  times the height of the line at x − 1. That is,
                                         the probabilities decrease in a geometric progression. The distribution acquires its name from
                                         this result.


                                            1.0
                                                                            p
                                                                            0.1
                                                                            0.9
                                            0.8



                                            0.6

                                         f (x)
                                            0.4



                                            0.2



                                             0
                                              0 1 2 3 4 5 6 7 8 9 1011121314151617181920
                                                               x
                                         FIGURE 3-9  Geometric distributions for selected values of
                                         the parameter p.
   104   105   106   107   108   109   110   111   112   113   114