Waiting-Time Distributions: Geometric and Poisson

Free SOA Exam P (Probability) lesson in Univariate Random Variables. 9 min read, ~1,409 words.

Geometric( ): trials until the first success. Trials:,. Failures:, same variance. Geometric survival:. It is memoryless:. Poisson( ): events in a fixed window., and. Solve-for-:, so a given second moment is a quadratic in. Sums: independent Poissons add:.

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