Geometric Distribution



Geometric Distribution

The cumulative distribution function of a random variable X distributed according to the geometric distribution has zero slope everywhere except where a jump occurs,
F(k) = P(X ≤ k), given by
F(k) =
1 - (1 - p) k+1 for k = 0,1,...

The corresponding probability point distribution, f(k), k = 0,..., is
f(k) =
p (1 - p) k for k = 0,...

Function List

  • double Geometric_Cumulative_Distribution( int k, double p )

    This function returns F(k) where F(k) is described above.

  • double Geometric_Point_Distribution( int k, double p )

    This function returns f(k) where f(k) is described above.

  • void Geometric_Distribution_Tables( int size, double p, double* pr, double* cumulative )

    This function returns f(k) where f(k) is described above for k = 0,...,n in the array pr and returns F(k) where F(k) is described above for k = 0,...,n in the array cumulative.

Source Code

C source code is available for these routines: