Memorylessness of the geometric distribution Created 2026-10-14 Updated 2026-10-20
For the positive-integer geometric distribution with success probability , the displayed identity holds for nonnegative integers whenever the conditioning event has positive probability. The first attempts have failed; future independent attempts use the same success probability. Equivalently, divide the tail by . For a zero-based failures count , use . Constant success probability and independence are essential: accumulated wear or learning would require a different model.
The full remaining-count law is unchanged, not only one tail probability. With , after failures set on the event . For , its probability mass function under this conditional probability is
Here independence makes the future trials unaffected by the observed failures, and the unchanged success probability makes their law identical to the original one. Consequently , while . For the constructed mechanism, five failures leave a mean of more attempts, making the conditional mean total ; the five already spent are still counted.
Figure 1.
Conditioning on five failures, renormalizing, and resetting the count gives the original geometric law
. Details.
The same mechanism has constant discrete hazard:
Thus each reached attempt has the same chance of success. This differs from the decreasing unconditional probability : later success requires surviving earlier attempts. At , only conditioning on an event of positive probability is allowed: permits only , and only .
Among proper laws on the positive integers, memorylessness of the geometric distribution also characterizes the geometric distribution. Write . The identity gives ; if , both sides vanish anyway. Since , induction yields . Properness excludes , so setting recovers the geometric distribution, including .[ref]
The retry example stipulates independent Bernoulli trials with a known constant ; it is not evidence that a real retry system behaves this way. Shared changing conditions or adapting attempts can alter the next success probability. Even constant individual success probabilities alone do not imply independence.
For an original contrasting model, uniformly shuffle one success card and three failure cards, then draw by sampling without replacement. Its success position has the discrete uniform distribution on . Initially the success probability is ; after one failure it is . In particular,
This shows concretely why sampling without replacement need not be independent and why the remaining wait can change. Every draw still has unconditional success probability when all four positions are considered; the relevant discrete hazard changes after failures.