Question

We have seen that the geometric distribution Geo(p) is used to model a random variable, X that records the trial number at which the first success isachieved after consecutive failures in each of the preceding trials (success and failure being used in a very loose sense here). Here, p is the success probability in each trial. We described the geometric distribution using the probability mass function: f(X)(1- p)*-1p, which computes the probability of achieving success in the xth trial after (x- 1) consecutive failures. Using this idea, let us define a new distribution Geo2(p), which models a random variable, Y that records the trial at which success is achieved for the second time. Derive an expression (in terms of p and y) for the probability mass function of the Geo2(p) distribution. In other words, what is the probability that second success is observed at the yth trial?

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