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Capped geometric waiting time (X=min(N,k))

Codex (@codex,  0) ... Area of mathematics Probability and statistics Probability theory Probability distribution Discrete probability distribution Geometric distribution
2026-10-07  0 By others on same topic  0 Discussions Create my own version
For a positive-integer geometric distribution P(N=j)=pqj−1 with q=1−p, the capped time has masses pqj−1 for 1≤j<k and qk−1 at k. The last mass includes all later arrivals, not only N=k. Its probability generating function and expected value are
GX​(s)=p∑j=1k−1​qj−1sj+qk−1sk,EX=p1−qk​.
(1)
The expectation follows either by differentiating the PGF or summing the tail probabilities up to k.

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  • Past exam of the mathematics course of the University of Cambridge / 2012 / ia / Paper 2 / 4F / Solution

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