CODEWITHSUNDEEP
matlab
Sai Sandeep Badugu
Sai Sandeep Badugu

Reputation: 11

matlab code on geometric random variable

I am asked to Write a code to generate a geometric RV with p=0.25 and use it to calculate the probability that the RV takes a value greater than or equal to 4. Basically, I am not aware of matlab but I tried using help in matlab. And I came to know that I should use geornd function. Can anyone help me how to use the function and how I should enter the parameters to get the required results?

Upvotes: 1

Views: 1684

Answers (1)

Luis Mendo
Luis Mendo

Reputation: 112659

See the doc for this function: http://www.mathworks.es/es/help/stats/geornd.html.

For example, if you want a 1x10000 vector of geometric samples with parameter p=0.25, use

values = geornd(.25,1,10000);

To estimate the probability that the RV exceeds or equals 4:

mean(values>=4)

Explanation: values>=4 is a vector which contains 1 or 0 according to whether the condition is fulfilled or not. Its sample mean (function mean) is an estimation of the probability of that event.

Anyway, in this case it would be easier to compute that probability exactly:

>> p = .25; N = 4; 1 - p*sum((1-p).^[0:N-1])

ans =

    0.3164

or using geocdf:

p = .25; N = 4; 1-geocdf(N-1,p)

Upvotes: 2

Related Questions