Show that a geometric distribution with parameter p has variance (1 - p)/p². To do this, note the variance is E[X²] - E[X]². Now use the results of the previous exercises to show that = E[X²]=i²(1-p)(¹-1) p = i=1 then rearrange to get the expression for variance. p (1-p)(2-p) 1-p p³

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Probability and Statistics

Show that a geometric distribution with parameter p has variance (1 - p)/p². To do this, note the variance is E[X²] -
E[X]². Now use the results of the previous exercises to show that
=
E[X²]=i²(1-p)(¹-1) p =
i=1
then rearrange to get the expression for variance.
p (1-p)(2-p)
1-p p³
Transcribed Image Text:Show that a geometric distribution with parameter p has variance (1 - p)/p². To do this, note the variance is E[X²] - E[X]². Now use the results of the previous exercises to show that = E[X²]=i²(1-p)(¹-1) p = i=1 then rearrange to get the expression for variance. p (1-p)(2-p) 1-p p³
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