Geometric distribution, showing that $P(X>x)=(1-p)^{x}$ from the pmf definition
This may be a silly question but I can't seem to solve this for the life of me!
The question states:
Let the random variable $X$ have a Geometric distribution with parameter $p$ and probability mass function:
$p(x)=p(1-p)^{x-1}$ ; $x=1,2,3,...$
$X$ can represent the number of the trial on which the first success occurs in an infinite sequence of independent Bernoulli trials each with parameter $p$.
So from the definition of the probability mass function, I must show that:
$P(X>x)=(1-p)^{x}$ ; $x=1,2,3,...$
Any advice is appreciated!
Solution 1:
Observe that
$$P(X > x) = P(\hbox{all fails for the first $x$ trials}) = (1 - p)^x.$$
Solution 2:
As Dilip Sarwate suggested, the Geometric Series is most applicable to this Geometric Distribution problem.
$$\begin{align}\mathsf P(X>x) &=\mathbf 1_{x\in\Bbb Z^+}\sum_{k=1}^\infty \mathsf p(x+k)\\[1ex] &=\mathbf 1_{x\in\Bbb Z^+}\sum_{k=1}^\infty p~(1-p)^{x+k-1}\\[0ex] &~~\vdots\end{align}$$