Groups | Search | Server Info | Keyboard shortcuts | Login | Register [http] [https] [nntp] [nntps]

Groups > comp.soft-sys.math.mathematica > #1990

Re: Expected value of the Geometric distribution

Show all headers | View raw

Hi Tonja,

The problem is that this is a *discrete* probability distribution.So,
instead of integrating you need to sum the terms:

In[15]:= Sum[(1 - p)^k*p*k, {k, 1, \[Infinity]}]

Out[15]= (1 - p)/p

As of Mathematica 8 Mathematica knows a lot of distribution stuff, so you coul
also say:

In[14]:= Expectation[x, x \[Distributed] GeometricDistribution[p]]

Out[14]= (1 - p)/p

Cheers -- Sjoerd


StackOverflow for fast answers to Mathematica questions
http://stackoverflow.com/questions/tagged/mathematica


 On Apr 28, 12:37 pm, "Tonja Krueger" <tonja.krue...@web.de> wrote:
> Hi all,
> I want to calculate expected value of diverse distributions like the Geometric distribution (for example).
> As I understand this, the expected value is the integral of the density function *x.
> But when I try to calculate this:
> Integrate[(1-p)^k*p*k,k]
> I get this as the answer:
> ((1 - p)^k p (-1 + k Log[1 - p]))/Log[1 - p]^2
> Instead of: (1-p)/p.
> I would be so grateful if someone could explain to me what I'm doing wrong.
> Tonja
> ___________________________________________________________
> Empfehlen Sie WEB.DE DSL Ihren Freunden und Bekannten und wir  
> belohnen Sie mit bis zu 50,- Euro!https://freundschaftswerbung.web.de

Back to comp.soft-sys.math.mathematica | Previous | Next — Previous in thread | Next in thread | Find similar | Unroll thread

Thread

Expected value of the Geometric distribution "Tonja Krueger" <tonja.krueger@web.de> - 2011-04-28 10:37 +0000
  Re: Expected value of the Geometric distribution Gary Wardall <gwardall@gmail.com> - 2011-04-29 11:30 +0000
  Re: Expected value of the Geometric distribution Stefan <wutchamacallit27@gmail.com> - 2011-04-29 11:32 +0000
  Re: Expected value of the Geometric distribution "Sjoerd C. de Vries" <sjoerd.c.devries@gmail.com> - 2011-04-29 11:32 +0000
  Re: Expected value of the Geometric distribution Peter Breitfeld <phbrf@t-online.de> - 2011-04-29 11:36 +0000

csiph-web