𝐷𝑖𝑠𝑡𝑟𝑖𝑏𝑢𝑐𝑖ó𝑛 𝐺𝑒𝑜𝑚é𝑡𝑟𝑖𝑐𝑎

𝑆𝑒𝑎 𝑋: (Ω, 𝜎) → ℕ
𝐷𝑜𝑛𝑑𝑒 𝑋 𝑑𝑒𝑛𝑜𝑡𝑎 𝑒𝑙 𝑛ú𝑚𝑒𝑟𝑜 𝑑𝑜𝑛𝑑𝑒 𝑜𝑐𝑢𝑟𝑟𝑒 𝑢𝑛 𝑝𝑟𝑖𝑚𝑒𝑟 é𝑥𝑖𝑡𝑜 𝑑𝑒 𝑢𝑛 𝑒𝑣𝑒𝑛𝑡𝑜
𝑐𝑜𝑛 𝑝 𝑙𝑎 𝑝𝑟𝑜𝑏𝑎𝑏𝑖𝑙𝑖𝑑𝑎𝑑 𝑑𝑒 é𝑥𝑡𝑖𝑜 𝑦 𝑞 𝑙𝑎 𝑝𝑟𝑜𝑏𝑎𝑏𝑖𝑙𝑖𝑑𝑎𝑑 𝑑𝑒 𝑓𝑟𝑎𝑐𝑎𝑠𝑜 𝑐𝑜𝑛
𝑝+𝑞 =1
¿ 𝐶𝑢á𝑙 𝑒𝑠 𝑙𝑎 𝑓𝑢𝑛𝑐𝑖ó𝑛 𝑚á𝑠𝑎 𝑑𝑒 𝑝𝑟𝑜𝑏𝑎𝑏𝑖𝑙𝑖𝑑𝑎𝑑?
𝑓(𝑥 = 𝑘) = 𝑃(𝑥 = 𝑘) → 𝐿𝑎 𝑝𝑟𝑜𝑏𝑎𝑏𝑖𝑙𝑖𝑑𝑎𝑑 𝑑𝑒 𝑞𝑢𝑒 𝑒𝑙 𝑝𝑟𝑖𝑚𝑒𝑟 é𝑥𝑡𝑖𝑜 𝑜𝑐𝑢𝑟𝑟𝑎 𝑒𝑛 𝑒𝑙
𝑘 − é𝑠𝑖𝑚𝑜 𝑖𝑛𝑡𝑒𝑛𝑡𝑜
𝑆𝑒 𝑠𝑢𝑝𝑜𝑛𝑒 𝑞𝑢𝑒 𝑙𝑜𝑠 𝑟𝑒𝑠𝑢𝑙𝑡𝑎𝑑𝑜𝑠 𝑑𝑒 𝑙𝑜𝑠 𝑖𝑛𝑡𝑒𝑛𝑡𝑜𝑠 𝑛𝑜 𝑖𝑛𝑓𝑙𝑢𝑦𝑒𝑛 𝑒𝑛 𝑟𝑒𝑠𝑢𝑙𝑡𝑎𝑑𝑜𝑠 𝑝𝑜𝑠𝑡𝑒𝑟𝑖𝑜𝑟𝑒𝑠

𝑃(𝑥 = 𝑘) = 𝑝(1 − 𝑝)𝑘−1 = 𝑝𝑞 𝑘−1

𝑆𝑒 𝑑𝑖𝑐𝑒 𝑞𝑢𝑒 𝑋 𝑡𝑖𝑒𝑛𝑒 𝑢𝑛𝑎 𝑑𝑖𝑠𝑡𝑟𝑖𝑏𝑢𝑐𝑖ó𝑛 𝑔𝑒𝑜𝑚𝑒𝑡𝑟𝑖𝑐𝑎, 𝑒𝑙 𝑐𝑢𝑎𝑙 𝑠𝑒 𝑑𝑒𝑛𝑜𝑡𝑎 𝑝𝑜𝑟 𝑋~𝐺𝑒𝑜𝑚(𝑝)
𝑠𝑖 𝑠𝑢 𝑓𝑢𝑛𝑐𝑖ó𝑛 𝑚𝑎𝑠𝑎 𝑑𝑒 𝑝𝑟𝑜𝑏𝑎𝑏𝑖𝑙𝑖𝑑𝑎𝑑 𝑒𝑠:
𝑓(𝑥) = 𝑝𝑞 𝑥−1 𝑐𝑜𝑛 𝑝 + 𝑞 = 1
𝐸𝑗𝑒𝑚𝑝𝑙𝑜:
𝑆𝑢𝑝𝑜𝑛𝑔𝑎 𝑞𝑢𝑒 𝑙𝑎 𝑝𝑟𝑜𝑏𝑎𝑏𝑖𝑙𝑖𝑑𝑎𝑑 𝑑𝑒 𝑚𝑎𝑙 𝑓𝑢𝑛𝑐𝑖𝑜𝑛𝑎𝑚𝑖𝑒𝑛𝑡𝑜 𝑑𝑒 𝑢𝑛 𝑚𝑜𝑡𝑜𝑟 𝑑𝑢𝑟𝑎𝑛𝑡𝑒 𝑐𝑢𝑎𝑙𝑞𝑢𝑖𝑒𝑟 𝑝𝑒𝑟𝑖𝑜𝑑𝑜
𝑑𝑒 𝑢𝑛𝑎 ℎ𝑜𝑟𝑎 𝑒𝑠 𝑝 = 0.02. 𝐸𝑛𝑐𝑢𝑒𝑛𝑡𝑟𝑒 𝑙𝑎 𝑝𝑟𝑜𝑏𝑎𝑏𝑖𝑙𝑖𝑑𝑎𝑑 𝑑𝑒 𝑞𝑢𝑒 𝑢𝑛 𝑚𝑜𝑡𝑜𝑟 𝑑𝑒𝑡𝑒𝑟𝑚𝑖𝑛𝑎𝑑𝑜
𝑓𝑢𝑛𝑐𝑖𝑜𝑛𝑒 𝑏𝑖𝑒𝑛 𝑑𝑜𝑠 ℎ𝑜𝑟𝑎𝑠.
∞ 2
𝑥−1
𝑃(𝑥 ≥ 3) = ∑(0.02)(0.98) = 1 − ∑(0.02)(0.98)𝑥−1 = 1 − (0.02) − (0.02)(0.98)
𝑥=3 𝑥=1
= 0.9604
𝐷𝑒𝑚𝑢𝑒𝑠𝑡𝑟𝑒 𝑞𝑢𝑒:
𝑠𝑖 𝑋~𝐺𝑒𝑜𝑚(𝑝) 𝑒𝑛𝑡𝑜𝑛𝑐𝑒𝑠:
1
𝐸(𝑋) =
𝑝
1−𝑝
𝜎 2 = 𝑉(𝑋) =
𝑝2
𝑃𝑎𝑟𝑎 𝐸(𝑋)
∞ ∞ ∞
𝑥−1
𝐸(𝑋) = ∑ 𝑥𝑓(𝑥) = ∑ 𝑥𝑝𝑞 = 𝑝 ∑ 𝑥𝑞 𝑥−1
𝑥=1 𝑥=1 𝑥=1
 ∞

¿ 𝐶𝑢á𝑛𝑡𝑜 𝑣𝑎𝑙𝑒 𝑙𝑎 𝑠𝑢𝑚𝑎 ∑ 𝑥𝑞 𝑥−1 ?

𝑥=1

𝑁𝑜𝑡𝑒𝑚𝑜𝑠 𝑞𝑢𝑒 𝑞 < 1 𝑦 𝑎𝑑𝑒𝑚á𝑠 𝑑𝑒 𝑙𝑎 𝑠𝑢𝑚𝑎 𝑔𝑒𝑜𝑚é𝑡𝑟𝑖𝑣𝑎

∞
1
∑ 𝑞𝑥 =
1−𝑞
𝑥=0

𝐷𝑒𝑟𝑖𝑣𝑎𝑛𝑑𝑜 𝑐𝑜𝑛 𝑟𝑒𝑠𝑝𝑒𝑐𝑡𝑜 𝑎 𝑞

∞
𝑑 𝑑 1
(∑ 𝑞 𝑥 ) = ( )
𝑑𝑞 𝑑𝑞 1 − 𝑞
𝑥=0
∞
1 1
∑ 𝑥𝑞 𝑥−1 = 2
= 2
(1 − 𝑞) 𝑝
𝑥=1

𝑃𝑜𝑟 𝑙𝑜 𝑞𝑢𝑒:
∞ ∞ ∞
𝑥−1
1 1
𝐸(𝑋) = ∑ 𝑥𝑓(𝑥) = ∑ 𝑥𝑝𝑞 = 𝑝 ∑ 𝑥𝑞 𝑥−1 = 𝑝 ( 2
)=
𝑝 𝑝
𝑥=1 𝑥=1 𝑥=1

𝐷𝑒𝑚𝑜𝑠𝑡𝑟𝑎𝑛𝑑𝑜 𝑝𝑢𝑒𝑠 𝑞𝑢𝑒

1
𝐸(𝑋) = 𝜇 =
𝑝
𝑃𝑎𝑟𝑎 𝑙𝑎 𝑣𝑎𝑟𝑖𝑎𝑛𝑧𝑎

𝑉(𝑋) = 𝐸(𝑋 2 ) − 𝐸(𝑋)2

𝐶𝑎𝑙𝑐𝑢𝑙𝑎𝑛𝑑𝑜 𝑝𝑟𝑖𝑚𝑒𝑟𝑜
∞ ∞ ∞
2) 2 2 𝑥−1
𝐸(𝑋 = ∑ 𝑥 𝑓(𝑥) = ∑ 𝑥 𝑝𝑞 = 𝑝 ∑ 𝑥 2 𝑞 𝑥−1
𝑥=1 𝑥=1 𝑥=1

𝐷𝑒𝑟𝑖𝑣𝑎𝑛𝑑𝑜 𝑐𝑜𝑛 𝑟𝑒𝑠𝑝𝑒𝑐𝑡𝑜 𝑎 𝑞 𝑎 𝑙𝑎 𝑠𝑢𝑚𝑎:

∞
1
∑ 𝑥𝑞 𝑥−1 =
(1 − 𝑞)2
𝑥=1
∞
𝑑 𝑑 1
(∑ 𝑥𝑞 𝑥−1 ) = ( )→
𝑑𝑞 𝑑𝑞 (1 − 𝑞)2
𝑥=1
∞
2
∑ 𝑥(𝑥 − 1)𝑞 𝑥−2 = →
(1 − 𝑞)3
𝑥=1
 ∞ ∞
2 𝑥−2
2
∑𝑥 𝑞 − ∑ 𝑥𝑞 𝑥−2 = → 𝑚𝑢𝑙𝑡𝑖𝑝𝑙𝑖𝑐𝑎𝑚𝑜𝑠 𝑝𝑜𝑟 𝑞
(1 − 𝑞)3
𝑥=1 𝑥=1
∞ ∞
2 𝑥−1
2𝑞
∑𝑥 𝑞 − ∑ 𝑥𝑞 𝑥−1 = →
(1 − 𝑞)3
𝑥=1 𝑥=1
∞
1 2𝑞
∑ 𝑥 2 𝑞 𝑥−1 − 2
=
(1 − 𝑞) (1 − 𝑞)3
𝑥=1
∞
2𝑞 1 2𝑞 1 2𝑞 + 𝑝
∑ 𝑥 2 𝑞 𝑥−1 = 3
+ 2
= 3+ 2=
(1 − 𝑞) (1 − 𝑞) 𝑝 𝑝 𝑝3
𝑥=1
∞ ∞ ∞
2) 2 2 𝑥−1
2𝑞 + 𝑝
𝐸(𝑋 = ∑ 𝑥 𝑓(𝑥) = ∑ 𝑥 𝑝𝑞 = 𝑝 ∑ 𝑥 2 𝑞 𝑥−1 =
𝑝2
𝑥=1 𝑥=1 𝑥=1

𝐿𝑢𝑒𝑔𝑜
2𝑞 + 𝑝 1 2𝑞 + 𝑝 − 1 𝑞 + 𝑞 + 𝑝 − 1 𝑞 1−𝑝
𝑉(𝑋) = 𝐸(𝑋 2 ) − 𝐸(𝑋)2 = 2
− 2= 2
= 2
= 2= 2
𝑝 𝑝 𝑝 𝑝 𝑝 𝑝
𝑃𝑜𝑟 𝑙𝑜 𝑡𝑎𝑛𝑡𝑜 ℎ𝑒𝑚𝑜𝑠 𝑑𝑒𝑚𝑜𝑠𝑡𝑟𝑎𝑑𝑜 𝑞𝑢𝑒
1−𝑝
𝑉(𝑋) =
𝑝2
𝐸𝑗𝑒𝑚𝑝𝑙𝑜:
𝐷𝑒𝑙 𝑒𝑗𝑒𝑚𝑝𝑙𝑜 𝑎𝑛𝑡𝑒𝑟𝑖𝑜𝑟, 𝑆𝑖 𝑋 𝑑𝑒𝑛𝑜𝑡𝑎 𝑒𝑙 𝑛ú𝑚𝑒𝑟𝑜 𝑑𝑒 𝑖𝑛𝑡𝑒𝑟𝑣𝑎𝑙𝑜𝑠 𝑑𝑒 𝑢𝑛𝑎 ℎ𝑜𝑟𝑎 ℎ𝑎𝑠𝑡𝑎 𝑙𝑎 𝑝𝑟𝑖𝑚𝑒𝑟𝑎 𝑓𝑎𝑙𝑙𝑎
𝐸𝑛𝑐𝑢𝑒𝑛𝑡𝑟𝑒 𝑙𝑎 𝑚𝑒𝑑𝑖𝑎 𝑦 𝑙𝑎 𝑣𝑎𝑟𝑖𝑎𝑛𝑧𝑎
𝑐𝑜𝑚𝑜 𝑝 = 0.02
1 1
𝐸(𝑋) = = = 50
𝑝 0.02
1 − 𝑝 1 − 0.02
𝑉(𝑋) = = = 2450
𝑝2 (0.02)2

𝐹𝑢𝑛𝑐𝑖ó𝑛 𝑔𝑒𝑛𝑒𝑟𝑎𝑑𝑜𝑟𝑎 𝑑𝑒 𝑚𝑜𝑚𝑒𝑛𝑡𝑜𝑠

∞ ∞ ∞
𝑡𝑋 ) 𝑡𝑥 𝑥−1
𝑝 𝑝 𝑝 1
𝑚𝑋 (𝑡) = 𝐸(𝑒 = ∑ 𝑒 𝑝𝑞 = ∑ 𝑒 𝑡𝑥 𝑞 𝑥 = ∑(𝑒 𝑡 𝑞)𝑥 = [ − 1]
𝑞 𝑞 𝑞 1 − 𝑒𝑡 𝑞
𝑥=1 𝑥=1 𝑥=1

𝑝 1 − 1 + 𝑒𝑡𝑞 𝑝𝑒 𝑡 𝑞 𝑝𝑒 𝑡
= [ ] = =
𝑞 1 − 𝑒𝑡 𝑞 𝑞(1 − 𝑞𝑒 𝑡 ) 1 − (1 − 𝑝)𝑒 𝑡

𝑃𝑜𝑟 𝑙𝑜 𝑡𝑎𝑛𝑡𝑜
 𝑝𝑒 𝑡
𝑚𝑋 (𝑡) =
1 − (1 − 𝑝)𝑒 𝑡
𝑉𝑒𝑟𝑖𝑓𝑖𝑐𝑎𝑚𝑜𝑠 𝑞𝑢𝑒 𝑠𝑒 𝑐𝑢𝑚𝑝𝑙𝑒 𝑞𝑢𝑒
𝑑𝑚𝑋 (𝑡)
|𝑡=0 = 𝐸(𝑋)
𝑑𝑡
𝑑2 𝑚𝑋 (𝑡)
|𝑡=0 = 𝐸(𝑋 2 )
𝑑𝑡 2
𝑑𝑚𝑋 (𝑡) (1 − (1 − 𝑝)𝑒 𝑡 )(𝑝𝑒 𝑡 ) − 𝑝𝑒 𝑡 (−(1 − 𝑝)𝑒 𝑡 ) 𝑝𝑒 𝑡 [1 − (1 − 𝑝)𝑒 𝑡 + (1 − 𝑝)𝑒 𝑡 )]
= =
𝑑𝑡 (1 − (1 − 𝑝)𝑒 𝑡 )2 (1 − (1 − 𝑝)𝑒 𝑡 )2
𝑡
𝑝𝑒
=
(1 − (1 − 𝑝)𝑒 𝑡 )2

𝐸𝑣𝑎𝑙𝑢𝑎𝑛𝑑𝑜 𝑒𝑛 𝑡 = 0
𝑑𝑚𝑋 (𝑡) 𝑝 1
|𝑡=0 = 2 = = 𝐸(𝑋)
𝑑𝑡 𝑝 𝑝
𝐹𝑢𝑛𝑐𝑖ó𝑛 𝑐𝑎𝑟𝑎𝑐𝑡𝑒𝑟í𝑠𝑡𝑖𝑐𝑎

𝑝𝑒 𝑖𝑡
𝜙𝑋 (𝑡) = 𝑚𝑋 (𝑖𝑡) =
1 − (1 − 𝑝)𝑒 𝑖𝑡

𝑁𝑜𝑡𝑒 𝑞𝑢𝑒 𝑒 𝑖𝑡 = cos(𝑡) + 𝑖𝑠𝑖𝑛(𝑡)

𝑅𝑒𝑐𝑜𝑟𝑑𝑒𝑚𝑜𝑠 𝑞𝑢𝑒

𝑑𝑘 𝜙𝑋 (𝑡)
|𝑡=0 = 𝑖 𝑘 𝐸(𝑋 𝑘 )
𝑑𝑡𝑘
𝐹𝑢𝑛𝑐𝑖ó𝑛 𝑔𝑒𝑛𝑒𝑟𝑎𝑑𝑜𝑟𝑎 𝑑𝑒 𝑝𝑟𝑜𝑏𝑎𝑏𝑖𝑙𝑖𝑑𝑎𝑑
∞ ∞ ∞
𝑋) 𝑥 𝑥−1
𝑝 𝑝 𝑝 1
𝐺𝑋 (𝑡) = 𝐸(𝑡 = ∑ 𝑡 𝑝𝑞 = ∑ 𝑡 𝑥 𝑞 𝑥 = ∑(𝑡𝑞)𝑥 = [ − 1]
𝑞 𝑞 𝑞 1 − 𝑡𝑞
𝑥=1 𝑥=1 𝑥=1

𝑝 1 − 1 + 𝑡𝑞 𝑝𝑡
= [ ]=
𝑞 1 − 𝑡𝑞 1 − (1 − 𝑝)𝑡
𝑃𝑜𝑟 𝑙𝑜 𝑡𝑎𝑛𝑡𝑜
𝑝𝑡
𝐺𝑋 (𝑡) =
1 − (1 − 𝑝)𝑡
𝐴𝑑𝑒𝑚á𝑠
𝑚𝑋 (𝑡) = 𝐺𝑋 (𝑒 𝑡 )
𝑅𝑒𝑐𝑢𝑒𝑟𝑑𝑒 𝑞𝑢𝑒 𝑙𝑎 𝑝𝑟𝑜𝑝𝑖𝑒𝑑𝑎𝑑 𝑑𝑒 𝑙𝑎 𝑓𝑢𝑛𝑐𝑖𝑝𝑜𝑛 𝑔𝑒𝑛𝑒𝑟𝑎𝑑𝑜𝑟𝑎 𝑑𝑒 𝑝𝑟𝑜𝑏𝑎𝑏𝑖𝑙𝑖𝑑𝑎𝑑 𝑒𝑠:

1 𝑑𝑘 𝐺𝑋 (𝑡)
𝑃(𝑋 = 𝑘) = |𝑡=0
𝑘! 𝑑𝑡𝑘
 𝑎)
𝑎 𝑎 𝑎
𝑦−1
𝑝 𝑝 𝑝 1 − 𝑞 𝑎+1
𝑃(𝑌 ≤ 𝑎) = ∑ 𝑝𝑞 = ∑ 𝑞 𝑦 = [∑ 𝑞 𝑦 − 1] = [ − 1]
𝑞 𝑞 𝑞 1−𝑞
𝑌=1 𝑦=1 𝑦=0

𝑝 1 − 𝑞 𝑎+1 − 1 + 𝑞 𝑝 𝑞 − 𝑞 𝑎+1 𝑞(1 − 𝑞 𝑎 )

= [ ]= [ ]= = 1 − 𝑞𝑎
𝑞 1−𝑞 𝑞 𝑝 𝑞

𝐿𝑢𝑒𝑔𝑜
𝑃(𝑌 > 𝑎) = 1 − 𝑃(𝑌 ≤ 𝑎) = 1 − [1 − 𝑞 𝑎 ] = 1 − 1 + 𝑞 𝑎 = 𝑞 𝑎
𝑃𝑜𝑟 𝑙𝑜 𝑡𝑎𝑛𝑡𝑜
𝑃(𝑌 > 𝑎) = 𝑞 𝑎

𝑏) 𝐷𝑒𝑚𝑜𝑠𝑡𝑟𝑎𝑟 𝑞𝑢𝑒 𝑃(𝑌 > 𝑎 + 𝑏|𝑌 > 𝑎) = 𝑃(𝑌 > 𝑏) = 𝑞 𝑏

𝑃𝑟𝑜𝑝𝑖𝑒𝑑𝑎𝑑 𝑑𝑒 𝑝𝑒𝑟𝑑𝑖𝑑𝑎 𝑑𝑒 𝑚𝑒𝑚𝑜𝑟𝑖𝑎

𝑃(𝑌 > 𝑎 + 𝑏, 𝑌 > 𝑎) 𝑃(𝑌 > 𝑎 + 𝑏) 𝑞 𝑎+𝑏

𝑃(𝑌 > 𝑎 + 𝑏|𝑌 > 𝑎) = = = 𝑎 = 𝑞 𝑏 = 𝑃(𝑌 > 𝑏)
𝑃(𝑌 > 𝑎) 𝑃(𝑌 > 𝑎) 𝑞
 𝑠𝑖 𝑝 = 0.3 𝑒𝑛𝑡𝑜𝑛𝑐𝑒𝑠 𝑞 = 0.7
𝑃(𝑌 > 𝑦0 ) = 𝑞 𝑦0 ≥ 0.1
𝐸𝑛𝑡𝑜𝑛𝑐𝑒𝑠
0.7𝑦0 ≥ 0.1
𝑦0 ln(0.7) ≥ ln (0.1)
ln(0.1)
𝑦0 ≤
ln(0.7)
𝐸𝑛𝑡𝑜𝑛𝑐𝑒𝑠
𝑦0 ≤ 6.45

𝐿𝑎 𝑑𝑖𝑠𝑡𝑟𝑖𝑏𝑢𝑐𝑖ó𝑛 𝑔𝑒𝑜𝑚é𝑡𝑟𝑖𝑐𝑎 𝑛𝑜𝑠 𝑐𝑎𝑙𝑐𝑢𝑙𝑎 𝑙𝑎 𝑝𝑟𝑜𝑏𝑎𝑏𝑖𝑙𝑖𝑑𝑎𝑑 𝑑𝑒 𝑞𝑢𝑒 𝑒𝑙 𝑝𝑟𝑖𝑚𝑒𝑟 é𝑥𝑖𝑡𝑜 𝑜𝑐𝑢𝑟𝑟𝑎 𝑒𝑛 𝑒𝑙

𝑘 − é𝑠𝑖𝑚𝑜 𝑖𝑛𝑡𝑒𝑛𝑡𝑜
𝐷𝑒𝑠𝑒𝑎𝑚𝑜𝑠 𝑎ℎ𝑜𝑟𝑎 𝑐𝑜𝑛𝑜𝑐𝑒𝑟 𝑙𝑎 𝑑𝑖𝑠𝑡𝑟𝑖𝑏𝑢𝑐𝑖ó𝑛 𝑑𝑒 𝑢𝑛𝑎 𝑣𝑎𝑟𝑖𝑎𝑏𝑙𝑒 𝑎𝑙𝑒𝑎𝑡𝑜𝑟𝑖𝑎 𝑒𝑛 𝑒𝑙 𝑞𝑢𝑒 𝑑𝑒𝑠𝑒𝑎𝑚𝑜𝑠
𝑞𝑢𝑒 𝑒𝑙 𝑟 − é𝑠𝑖𝑚𝑜 é𝑥𝑖𝑡𝑜 𝑜𝑐𝑢𝑟𝑟𝑎 𝑒𝑛 𝑒𝑙 𝑘 − é𝑠𝑖𝑚𝑜 𝑖𝑛𝑡𝑒𝑛𝑡𝑜
𝑁𝑜𝑡𝑒𝑚𝑜𝑠 𝑞𝑢𝑒 𝑘 ≥ 𝑟
𝑋: (Ω, 𝜎) → {𝑟, 𝑟 + 1, 𝑟 + 2, … }
𝑆𝑒𝑎 𝑒𝑙 𝑒𝑣𝑒𝑛𝑡𝑜 𝐴 = {𝑙𝑜𝑠 𝑝𝑟𝑖𝑚𝑒𝑟𝑜𝑠 𝑟 − 1 é𝑥𝑖𝑡𝑜𝑠 𝑜𝑐𝑢𝑟𝑟𝑖𝑒𝑟𝑜𝑛 𝑒𝑛 𝑙𝑜𝑠 𝑝𝑟𝑖𝑚𝑒𝑟𝑜𝑠 𝑥 − 1 𝑖𝑛𝑡𝑒𝑛𝑡𝑜𝑠}
𝐵 = {𝐸𝑙 𝑖𝑛𝑡𝑒𝑛𝑡𝑜 𝑥 𝑟𝑒𝑠𝑢𝑙𝑡ó 𝑒𝑛 𝑒𝑥𝑖𝑡𝑜}
𝑥 − 1 𝑟−1 (1
𝑃(𝐴) = ( )𝑝 − 𝑝) 𝑥−𝑟
𝑟−1
𝑃(𝐵) = 𝑝
𝐸𝑛𝑡𝑜𝑛𝑐𝑒𝑠 𝑝𝑜𝑟 𝑙𝑎 𝑖𝑛𝑑𝑒𝑝𝑒𝑑𝑛𝑒𝑛𝑐𝑖𝑎 𝑑𝑒 𝑙𝑜𝑠 𝑒𝑣𝑒𝑛𝑡𝑜𝑠 𝐴 𝑦 𝐵
𝑥 − 1 𝑟 (1
𝑃(𝑋) = 𝑃(𝐴)𝑃(𝐵) = ( )𝑝 − 𝑝)𝑥−𝑟
𝑟−1
𝐴 𝑙𝑎 𝑣𝑎𝑟𝑖𝑎𝑏𝑙𝑒 𝑎𝑙𝑒𝑎𝑡𝑜𝑟𝑖𝑎 𝑞𝑢𝑒 𝑡𝑖𝑒𝑛𝑒 𝑐𝑜𝑚𝑜 𝑓𝑢𝑛𝑐𝑖ó𝑛 𝑚𝑎𝑠𝑎 𝑑𝑒 𝑝𝑟𝑜𝑏𝑎𝑏𝑖𝑙𝑖𝑑𝑎𝑑
𝑥 − 1 𝑟 (1
𝑓(𝑥) = 𝑃(𝑥) = ( )𝑝 − 𝑝) 𝑥−𝑟
𝑟−1
𝑆𝑒 𝑑𝑖𝑐𝑒 𝑞𝑢𝑒 𝑡𝑖𝑒𝑛𝑒 𝑢𝑛𝑎 𝑑𝑖𝑠𝑡𝑟𝑖𝑏𝑢𝑐𝑖ó𝑛 𝑏𝑖𝑛𝑜𝑚𝑖𝑎𝑙 𝑛𝑒𝑔𝑎𝑡𝑖𝑣𝑎
𝑋~𝐵𝑁(𝑝, 𝑟)
𝑐𝑜𝑛 𝑝 𝑙𝑎 𝑝𝑟𝑜𝑏𝑎𝑏𝑖𝑙𝑖𝑑𝑎𝑑 𝑑𝑒 é𝑥𝑖𝑡𝑜 𝑦 𝑟 𝑒𝑙 𝑛ú𝑚𝑒𝑟𝑜 𝑑𝑒 é𝑥𝑖𝑡𝑜𝑠

𝑋~𝐵𝑁(0.2,3)
5 − 1 (0.2)3 (0.8)2
𝑃(𝑋 = 5) = ( ) = 0.0307
3−1
𝐸𝑗𝑒𝑟𝑐𝑖𝑐𝑖𝑜:
𝑟 𝑟(1 − 𝑝)
𝐸(𝑋) = ; 𝑉(𝑋) =
𝑝 𝑝2