CumGeometric

Revision as of 19:17, 1 August 2012 by Lchrisman (talk | contribs) (Category)


CumGeometric(k,p)

The cumulative probability function for the Geometric(p) distribution.

Computes the probability that at most «k» independent Bernoulli trials would be required before the first success is obtained. The probability of success on each trial is «p».

Library

Distribution Densities Library ("Distribution Densities.ana")

This function was included in this library for the first time in the Analytica 4.4.3 patch release. But the function will work in earlier releases, so if you need it you can grab the most recent version of the Distribution Densities Library.

Example

If you enter a lottery every day of the year, where each entry has odds of 1 chance in 1M of winning, what is the probability that you will win within one year? How about within 10 years?

CumGeometric( 365, 1/1M ) → 3.649e-004
CumGeometric( 3653, 1/1M ) → 3.646e-003

What is the probability of rolling doubles ten times in a row with a pair of fair dice? To encode this, treat a success as a non-double roll, which has a probability of 5/6, so the answer is given by

1-CumGeometric(10, 5/6) → 1.654e-008

See Also

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