Appendix CVariance Derivations
Generally, for any random variable ,
where .
C.1 Variance of the Geometric Distribution (Chapter 10)
If is a random variable having a geometric distribution with parameter , then
because
Writing , we have
Now,
Multiply by to get
Subtracting,
recognizing as the ...
Get Probability with R, 2nd Edition now with the O’Reilly learning platform.
O’Reilly members experience books, live events, courses curated by job role, and more from O’Reilly and nearly 200 top publishers.