R: The Geometric Distribution

Geometric {stats} | R Documentation

## The Geometric Distribution

### Description

Density, distribution function, quantile function and random generation for the geometric distribution with parameter `prob`.

### Usage

    dgeom(x, prob, log = FALSE)
    pgeom(q, prob, lower.tail = TRUE, log.p = FALSE)
    qgeom(p, prob, lower.tail = TRUE, log.p = FALSE)
    rgeom(n, prob)

### Arguments

`x, q` | vector of quantiles representing the number of failures in a sequence of Bernoulli trials before success occurs.
`p` | vector of probabilities.
`n` | number of observations. If `length(n) > 1`, the length is taken to be the number required.
`prob` | probability of success in each trial. `0 < prob <= 1`.
`log, log.p` | logical; if TRUE, probabilities p are given as log(p).
`lower.tail` | logical; if TRUE (default), probabilities are P[X ≤ x], otherwise, P[X > x].

### Details

The geometric distribution with `prob` = p has density

p(x) = p (1-p)^x

for x = 0, 1, 2, …, 0 < p ≤ 1.

If an element of `x` is not integer, the result of `dgeom` is zero, with a warning.

The quantile is defined as the smallest value x such that F(x) ≥ p, where F is the distribution function.

### Value

`dgeom` gives the density, `pgeom` gives the distribution function, `qgeom` gives the quantile function, and `rgeom` generates random deviates.

Invalid `prob` will result in return value `NaN`, with a warning.

### Source

`dgeom` computes via `dbinom`, using code contributed by Catherine Loader (see `dbinom`).

`pgeom` and `qgeom` are based on the closed-form formulae.

`rgeom` uses the derivation as an exponential mixture of Poissons, see

Devroye, L. (1986) Non-Uniform Random Variate Generation. Springer-Verlag, New York. Page 480.

### See Also

Distributions for other standard distributions, including `dnbinom` for the negative binomial which generalizes the geometric distribution.

### Examples

    qgeom((1:9)/10, prob = .2)
    Ni <- rgeom(20, prob = 1/4); table(factor(Ni, 0:max(Ni)))

[Package stats version 2.15.1 Index]