Domanda di colloquio di Quantlab

What does second moment in Geometric series ?

Risposte di colloquio

Anonimo

7 dic 2014

(1-p)/(p^2) where p is the probability of success.

Anonimo

19 nov 2015

Actually, the second moment of the geometric distribution is (2-p)/(p^2). The answer be easily derived using E(X) = 1/p, Var(X) = (1-p)/(p^2), and the formula Var(X) = E(X^2) - E(X)^2.