Hard Further Maths Geometric and negative binomial Questions

Challenging, exam-style Further Maths Geometric and negative binomial questions with worked solutions. Stretch yourself on the hardest negative-binomial, le, trials-convention, gt problems.

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Further Maths34 questionsStep-by-step solutions
Question 1
9 markschallenging
A quality control officer inspects light bulbs one by one. On each inspection the probability of a defective bulb is 13\frac{1}{3}. The random variable XX is the number of inspections up to and including the second defective bulb, so that XNB(2,13)X\sim\text{NB}\left(2,\frac{1}{3}\right). Which of the following is the value of E(X2)E(X^{2})?
Show worked solution

Worked solution

  1. State the distribution and the convention it uses

    XNB(2,13),x=2,3,4,X\sim\text{NB}\left(2,\frac{1}{3}\right),\quad x=2,3,4,\ldots

    XX counts the trials up to and including the 22th success, so the smallest value XX can take is 22.

  2. Write down the probability function with r=2r=2, p=13p=\frac{1}{3} and 1p=231-p=\frac{2}{3}

    P(X=x)=(x11)(13)2(23)x2P(X=x)=\binom{x-1}{1}\left(\frac{1}{3}\right)^{2}\left(\frac{2}{3}\right)^{x-2}

    The xxth trial is the 22th success, and exactly 11 of the first x1x-1 trials are successes.

  3. Quote the mean of a negative binomial distribution

    E(X)=rp=213=6E(X)=\frac{r}{p}=\frac{2}{\frac{1}{3}}=6

    The wait to the 22th success is 22 independent geometric waits, so the mean is 22 times 1/p1/p.

  4. Quote the variance of a negative binomial distribution

    Var(X)=r(1p)p2=2×23(13)2=12\text{Var}(X)=\frac{r\left(1-p\right)}{p^{2}}=\frac{2\times\frac{2}{3}}{\left(\frac{1}{3}\right)^{2}}=12

    The variances of the 22 independent geometric waits add.

  5. Use the relationship between the second moment, the variance and the mean

    E(X2)=Var(X)+[E(X)]2=12+(6)2=48E(X^{2})=\text{Var}(X)+\left[E(X)\right]^{2}=12+\left(6\right)^{2}=48

    Rearranging Var(X)=E(X2)[E(X)]2\text{Var}(X)=E(X^{2})-[E(X)]^{2}.

  6. Check by direct summation: partial sum up to x=2x=2

    x=22x2P(X=x)=490.44444\sum_{x=2}^{2}x^{2}P(X=x)=\frac{4}{9}\approx 0.44444

    The partial sums increase towards E(X2)=Var(X)+[E(X)]2=48E(X^{2})=\text{Var}(X)+[E(X)]^{2}=48, confirming the quoted variance (limit 48.00000\approx 48.00000).

  7. Check by direct summation: partial sum up to x=3x=3

    x=23x2P(X=x)=1691.77778\sum_{x=2}^{3}x^{2}P(X=x)=\frac{16}{9}\approx 1.77778

    The partial sums increase towards E(X2)=Var(X)+[E(X)]2=48E(X^{2})=\text{Var}(X)+[E(X)]^{2}=48, confirming the quoted variance (limit 48.00000\approx 48.00000).

  8. Check by direct summation: partial sum up to x=4x=4

    x=24x2P(X=x)=112274.14815\sum_{x=2}^{4}x^{2}P(X=x)=\frac{112}{27}\approx 4.14815

    The partial sums increase towards E(X2)=Var(X)+[E(X)]2=48E(X^{2})=\text{Var}(X)+[E(X)]^{2}=48, confirming the quoted variance (limit 48.00000\approx 48.00000).

  9. Check by direct summation: partial sum up to x=5x=5

    x=25x2P(X=x)=18082437.44033\sum_{x=2}^{5}x^{2}P(X=x)=\frac{1808}{243}\approx 7.44033

    The partial sums increase towards E(X2)=Var(X)+[E(X)]2=48E(X^{2})=\text{Var}(X)+[E(X)]^{2}=48, confirming the quoted variance (limit 48.00000\approx 48.00000).

  10. Check by direct summation: partial sum up to x=6x=6

    x=26x2P(X=x)=276824311.39095\sum_{x=2}^{6}x^{2}P(X=x)=\frac{2768}{243}\approx 11.39095

    The partial sums increase towards E(X2)=Var(X)+[E(X)]2=48E(X^{2})=\text{Var}(X)+[E(X)]^{2}=48, confirming the quoted variance (limit 48.00000\approx 48.00000).

  11. Check by direct summation: partial sum up to x=7x=7

    x=27x2P(X=x)=1144072915.69273\sum_{x=2}^{7}x^{2}P(X=x)=\frac{11440}{729}\approx 15.69273

    The partial sums increase towards E(X2)=Var(X)+[E(X)]2=48E(X^{2})=\text{Var}(X)+[E(X)]^{2}=48, confirming the quoted variance (limit 48.00000\approx 48.00000).

  12. Record the probability of failing on a single trial

    1p=113=231-p=1-\frac{1}{3}=\frac{2}{3}

    Every failure contributes one factor of 1p1-p.

  13. Record the convention used throughout

    X=number of trials up to and including the required successX=\text{number of trials up to and including the required success}

    The A-Level convention counts TRIALS, not failures, so the support never includes 00.

  14. Recall the geometric probability function

    P(X=x)=(1p)x1p,x=1,2,3,P(X=x)=\left(1-p\right)^{x-1}p,\quad x=1,2,3,\ldots

    There are x1x-1 failures followed by one success on the xxth trial.

  15. State the final answer

    E(X2)=48E(X^{2})=48

    This is the exact value requested.

Answer
E(X2)=48E(X^{2})=48
Question 2
9 markschallenging
A darts player aims repeatedly at the treble twenty. On each dart the probability of a treble twenty is 16\frac{1}{6}. The random variable XX is the number of darts up to and including the first treble twenty, so that XGeo(16)X\sim\text{Geo}\left(\frac{1}{6}\right). Which of the following is the value of P(X>12X>5)P(X>12\mid X>5)?
Show worked solution

Worked solution

  1. State the distribution and the convention it uses

    XGeo(16),x=1,2,3,X\sim\text{Geo}\left(\frac{1}{6}\right),\quad x=1,2,3,\ldots

    XX counts the trials up to and including the first success, so the smallest value XX can take is 11 (not 00).

  2. Write down the probability function with p=16p=\frac{1}{6} and 1p=561-p=\frac{5}{6}

    P(X=x)=(56)x1(16)P(X=x)=\left(\frac{5}{6}\right)^{x-1}\left(\frac{1}{6}\right)

    There are x1x-1 failures and then a success on the xxth trial.

  3. Write down the definition of conditional probability

    P(X>12X>5)=P(X>12 and X>5)P(X>5)P(X>12\mid X>5)=\frac{P(X>12\ \text{and}\ X>5)}{P(X>5)}

    Conditioning on the event X>5X>5.

  4. Simplify the intersection

    P(X>12 and X>5)=P(X>12)P(X>12\ \text{and}\ X>5)=P(X>12)

    X>12X>12 already implies X>5X>5 because 12>512>5.

  5. Write the two tail probabilities using the geometric tail formula

    P(X>12)=(56)12,P(X>5)=(56)5P(X>12)=\left(\frac{5}{6}\right)^{12},\quad P(X>5)=\left(\frac{5}{6}\right)^{5}

    X>xX>x means the first xx trials all fail.

  6. Form the quotient and cancel

    (56)12(56)5=(56)7\frac{\left(\frac{5}{6}\right)^{12}}{\left(\frac{5}{6}\right)^{5}}=\left(\frac{5}{6}\right)^{7}

    The powers subtract: this is the memoryless property.

  7. Evaluate the remaining power

    (56)7=78125279936\left(\frac{5}{6}\right)^{7}=\frac{78125}{279936}

    The answer equals P(X>7)P(X>7): the 55 failures already seen are forgotten.

  8. Check the numerator and denominator separately

    P(X>12)=2441406252176782336,P(X>5)=31257776P(X>12)=\frac{244140625}{2176782336},\quad P(X>5)=\frac{3125}{7776}

    Their quotient reproduces the answer above.

  9. Record the probability of failing on a single trial

    1p=116=561-p=1-\frac{1}{6}=\frac{5}{6}

    Every failure contributes one factor of 1p1-p.

  10. Record the convention used throughout

    X=number of trials up to and including the required successX=\text{number of trials up to and including the required success}

    The A-Level convention counts TRIALS, not failures, so the support never includes 00.

  11. Recall the geometric probability function

    P(X=x)=(1p)x1p,x=1,2,3,P(X=x)=\left(1-p\right)^{x-1}p,\quad x=1,2,3,\ldots

    There are x1x-1 failures followed by one success on the xxth trial.

  12. Recall the geometric cumulative probability

    P(Xx)=1(1p)xP(X\le x)=1-\left(1-p\right)^{x}

    The complement of 'no success in the first xx trials'.

  13. Recall the tail probability of a geometric distribution

    P(X>x)=(1p)xP(X>x)=\left(1-p\right)^{x}

    X>xX>x means the first xx trials were all failures.

  14. Recall the mean of a geometric distribution

    E(X)=1pE(X)=\frac{1}{p}

    For the trials convention the mean is 1/p1/p, never (1p)/p(1-p)/p.

  15. State the final answer

    P(X>12X>5)=78125279936P(X>12\mid X>5)=\frac{78125}{279936}

    This is the exact value requested.

Answer
P(X>12X>5)=78125279936P(X>12\mid X>5)=\frac{78125}{279936}
Question 3
9 markschallenging
Cards are drawn, with replacement, from a specially printed pack. On each draw the probability of an ace is 12\frac{1}{2}. The random variable XX is the number of draws up to and including the second ace, so that XNB(2,12)X\sim\text{NB}\left(2,\frac{1}{2}\right). Which of the following is the least value of nn for which P(Xn)0.95P(X\le n)\ge 0.95?
Show worked solution

Worked solution

  1. State the distribution and the convention it uses

    XNB(2,12),x=2,3,4,X\sim\text{NB}\left(2,\frac{1}{2}\right),\quad x=2,3,4,\ldots

    XX counts the trials up to and including the 22th success, so the smallest value XX can take is 22.

  2. Write down the probability function with r=2r=2, p=12p=\frac{1}{2} and 1p=121-p=\frac{1}{2}

    P(X=x)=(x11)(12)2(12)x2P(X=x)=\binom{x-1}{1}\left(\frac{1}{2}\right)^{2}\left(\frac{1}{2}\right)^{x-2}

    The xxth trial is the 22th success, and exactly 11 of the first x1x-1 trials are successes.

  3. Write down the condition to be satisfied

    P(Xn)0.95P(X\le n)\ge 0.95

    The smallest integer nn satisfying this is required.

  4. Build up the cumulative probability term by term

    P(Xn)=x=2nP(X=x)P(X\le n)=\sum_{x=2}^{n}P(X=x)

    There is no closed form, so the terms are accumulated until the condition is met.

  5. Evaluate the term P(X=2)P(X=2)

    P(X=2)=14P(X=2)=\frac{1}{4}

    Substitute x=2x=2 into the probability function.

  6. Evaluate the term P(X=3)P(X=3)

    P(X=3)=14P(X=3)=\frac{1}{4}

    Substitute x=3x=3 into the probability function.

  7. Evaluate the term P(X=4)P(X=4)

    P(X=4)=316P(X=4)=\frac{3}{16}

    Substitute x=4x=4 into the probability function.

  8. Evaluate the term P(X=5)P(X=5)

    P(X=5)=18P(X=5)=\frac{1}{8}

    Substitute x=5x=5 into the probability function.

  9. Evaluate the term P(X=6)P(X=6)

    P(X=6)=564P(X=6)=\frac{5}{64}

    Substitute x=6x=6 into the probability function.

  10. Evaluate the term P(X=7)P(X=7)

    P(X=7)=364P(X=7)=\frac{3}{64}

    Substitute x=7x=7 into the probability function.

  11. Evaluate the term P(X=8)P(X=8)

    P(X=8)=7256P(X=8)=\frac{7}{256}

    Substitute x=8x=8 into the probability function.

  12. Test n=5n=5

    P(X5)=13160.81250 < 0.95P(X\le 5)=\frac{13}{16}\approx 0.81250\ <\ 0.95

    The condition is not yet satisfied at n=5n=5.

  13. Test n=6n=6

    P(X6)=57640.89063 < 0.95P(X\le 6)=\frac{57}{64}\approx 0.89063\ <\ 0.95

    The condition is not yet satisfied at n=6n=6.

  14. Test n=7n=7

    P(X7)=15160.93750 < 0.95P(X\le 7)=\frac{15}{16}\approx 0.93750\ <\ 0.95

    The condition is not yet satisfied at n=7n=7.

  15. Test n=8n=8

    P(X8)=2472560.96484  0.95P(X\le 8)=\frac{247}{256}\approx 0.96484\ \ge\ 0.95

    The condition is satisfied at n=8n=8.

  16. Confirm that n=8n=8 is the least such value

    P(X7)0.93750,P(X8)0.96484P(X\le 7)\approx 0.93750,\quad P(X\le 8)\approx 0.96484

    The cumulative probability is increasing, so no smaller nn works.

  17. Record the probability of failing on a single trial

    1p=112=121-p=1-\frac{1}{2}=\frac{1}{2}

    Every failure contributes one factor of 1p1-p.

  18. State the final answer

    n=8n=8

    This is the exact value requested.

Answer
n=8n=8
Question 4
9 markschallenging
Raj plays the same game of chance again and again. On each game the probability of a win is 13\frac{1}{3}. The random variable XX is the number of games up to and including the third win, so that XNB(3,13)X\sim\text{NB}\left(3,\frac{1}{3}\right). Which of the following is the value of P(X=7)P(X=7)?
Show worked solution

Worked solution

  1. State the distribution and the convention it uses

    XNB(3,13),x=3,4,5,X\sim\text{NB}\left(3,\frac{1}{3}\right),\quad x=3,4,5,\ldots

    XX counts the trials up to and including the 33th success, so the smallest value XX can take is 33.

  2. Write down the probability function with r=3r=3, p=13p=\frac{1}{3} and 1p=231-p=\frac{2}{3}

    P(X=x)=(x12)(13)3(23)x3P(X=x)=\binom{x-1}{2}\left(\frac{1}{3}\right)^{3}\left(\frac{2}{3}\right)^{x-3}

    The xxth trial is the 33th success, and exactly 22 of the first x1x-1 trials are successes.

  3. Substitute x=7x=7 into the probability function

    P(X=7)=(62)(13)3(23)4P(X=7)=\binom{6}{2}\left(\frac{1}{3}\right)^{3}\left(\frac{2}{3}\right)^{4}

    Choose which 22 of the first 66 trials are the earlier successes.

  4. Evaluate the binomial coefficient

    (62)=6!2!4!=15\binom{6}{2}=\frac{6!}{2!\,4!}=15

    There are 1515 orderings of the earlier successes.

  5. Evaluate the two powers

    (13)3=127,(23)4=1681\left(\frac{1}{3}\right)^{3}=\frac{1}{27},\quad\left(\frac{2}{3}\right)^{4}=\frac{16}{81}

    33 successes and 44 failures occur in total.

  6. Multiply the three factors together

    P(X=7)=15×127×1681=80729P(X=7)=15\times\frac{1}{27}\times\frac{16}{81}=\frac{80}{729}

    This is the required probability.

  7. Check with the neighbouring probability

    P(X=8)=(23)P(X=7)P(X=8)=\left(\frac{2}{3}\right)P(X=7)

    Successive probabilities differ by one extra factor of 1p1-p.

  8. Record the probability of failing on a single trial

    1p=113=231-p=1-\frac{1}{3}=\frac{2}{3}

    Every failure contributes one factor of 1p1-p.

  9. Record the convention used throughout

    X=number of trials up to and including the required successX=\text{number of trials up to and including the required success}

    The A-Level convention counts TRIALS, not failures, so the support never includes 00.

  10. Recall the geometric probability function

    P(X=x)=(1p)x1p,x=1,2,3,P(X=x)=\left(1-p\right)^{x-1}p,\quad x=1,2,3,\ldots

    There are x1x-1 failures followed by one success on the xxth trial.

  11. Recall the geometric cumulative probability

    P(Xx)=1(1p)xP(X\le x)=1-\left(1-p\right)^{x}

    The complement of 'no success in the first xx trials'.

  12. Recall the tail probability of a geometric distribution

    P(X>x)=(1p)xP(X>x)=\left(1-p\right)^{x}

    X>xX>x means the first xx trials were all failures.

  13. Recall the mean of a geometric distribution

    E(X)=1pE(X)=\frac{1}{p}

    For the trials convention the mean is 1/p1/p, never (1p)/p(1-p)/p.

  14. Recall the variance of a geometric distribution

    Var(X)=1pp2\text{Var}(X)=\frac{1-p}{p^{2}}

    This is the standard result quoted in the formula book.

  15. State the final answer

    P(X=7)=(62)(13)3(23)4=80729P(X=7)=\binom{6}{2}\left(\frac{1}{3}\right)^{3}\left(\frac{2}{3}\right)^{4}=\frac{80}{729}

    This is the exact value requested.

Answer
P(X=7)=80729P(X=7)=\frac{80}{729}
Question 5
9 markschallenging
A biased spinner is spun repeatedly. On each spin the probability of a red sector is 12\frac{1}{2}. The random variable XX is the number of spins up to and including the fifth red sector, so that XNB(5,12)X\sim\text{NB}\left(5,\frac{1}{2}\right). Find P(X12)P(X\le 12), giving your answer correct to 44 decimal places.
Show worked solution

Worked solution

  1. State the distribution and the convention it uses

    XNB(5,12),x=5,6,7,X\sim\text{NB}\left(5,\frac{1}{2}\right),\quad x=5,6,7,\ldots

    XX counts the trials up to and including the 55th success, so the smallest value XX can take is 55.

  2. Write down the probability function with r=5r=5, p=12p=\frac{1}{2} and 1p=121-p=\frac{1}{2}

    P(X=x)=(x14)(12)5(12)x5P(X=x)=\binom{x-1}{4}\left(\frac{1}{2}\right)^{5}\left(\frac{1}{2}\right)^{x-5}

    The xxth trial is the 55th success, and exactly 44 of the first x1x-1 trials are successes.

  3. Write the cumulative probability as an explicit sum

    P(X12)=x=512(x14)(12)5(12)x5P(X\le 12)=\sum_{x=5}^{12}\binom{x-1}{4}\left(\frac{1}{2}\right)^{5}\left(\frac{1}{2}\right)^{x-5}

    There is no simple closed form, so the terms are added directly. The sum starts at x=5x=5 because X5X\ge 5 always.

  4. Evaluate the term P(X=5)P(X=5)

    P(X=5)=132P(X=5)=\frac{1}{32}

    Substitute x=5x=5 into the probability function.

  5. Evaluate the term P(X=6)P(X=6)

    P(X=6)=564P(X=6)=\frac{5}{64}

    Substitute x=6x=6 into the probability function.

  6. Evaluate the term P(X=7)P(X=7)

    P(X=7)=15128P(X=7)=\frac{15}{128}

    Substitute x=7x=7 into the probability function.

  7. Evaluate the term P(X=8)P(X=8)

    P(X=8)=35256P(X=8)=\frac{35}{256}

    Substitute x=8x=8 into the probability function.

  8. Evaluate the term P(X=9)P(X=9)

    P(X=9)=35256P(X=9)=\frac{35}{256}

    Substitute x=9x=9 into the probability function.

  9. Evaluate the term P(X=10)P(X=10)

    P(X=10)=63512P(X=10)=\frac{63}{512}

    Substitute x=10x=10 into the probability function.

  10. Evaluate the term P(X=11)P(X=11)

    P(X=11)=1051024P(X=11)=\frac{105}{1024}

    Substitute x=11x=11 into the probability function.

  11. Evaluate the term P(X=12)P(X=12)

    P(X=12)=1652048P(X=12)=\frac{165}{2048}

    Substitute x=12x=12 into the probability function.

  12. Add the terms

    P(X12)=16512048P(X\le 12)=\frac{1651}{2048}

    This is the required cumulative probability.

  13. Check with the equivalent binomial statement

    P(X12)=j=512(12j)(12)j(12)12j=16512048P(X\le 12)=\sum_{j=5}^{12}\binom{12}{j}\left(\frac{1}{2}\right)^{j}\left(\frac{1}{2}\right)^{12-j}=\frac{1651}{2048}

    X12X\le 12 is the same event as 'at least 55 successes in the first 1212 trials', and the two calculations agree.

  14. Record the probability of failing on a single trial

    1p=112=121-p=1-\frac{1}{2}=\frac{1}{2}

    Every failure contributes one factor of 1p1-p.

  15. Convert the exact value to a decimal

    P(X12)=165120480.806152P(X\le 12)=\frac{1651}{2048}\approx 0.806152

    The exact fraction is converted before rounding.

  16. State the final answer to the required accuracy

    P(X12)=0.8062P(X\le 12)=0.8062

    Rounded correct to 44 decimal places.

Answer
P(X12)=0.8062P(X\le 12)=0.8062

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