Probability

Geometric Distribution

The number of trials up to and including the first success in repeated independent attempts.

P(X = k) = (1-p)^(k-1) p. Mean 1/p, variance (1-p)/p^2.

The mean is the single most reused fact in quant interviews: a fair coin takes 2 flips to the first head, a die takes 6 rolls to the first six.

The one-line derivation is by conditioning: E = p(1) + (1-p)(1 + E), giving E = 1/p.

Memorylessness. Ten tails in a row does not change the expected wait to the next head - it is still 2. The geometric is the only discrete distribution with this property, and its continuous counterpart is the exponential.

Note the large variance: waiting times are far more variable than the mean suggests.

Full guide

Waiting Times: Geometric and Exponential Distributions

How long until the first success, why the answer is 1/p, and the memorylessness property that interviewers test with a trick question.

Related terms

Practise this

Put it into practice

Knowing the definition is not the same as spotting where it applies under time pressure. Work the question bank free.

Start practising free

Browse the full quant interview glossary