If we have some random variable X, and it's distributed geometrically.
and
To get expected value it's just:
But how to get this probability:
thank you for your help.
No, it's not a trick question,
I am trying to ask what is the probability, that expected value | E(X) - and a result of real experiment | < 2 ?
we throw a dice and we are looking at just one event: when we throw a 3, for example.
for this is E(X) = 6. In average we need 6 throws to get one 3 on a dice, then we stop.
But in a real experiment maybe we had need it 8 throws to get 3 on a dice.
So what is that probability?