[Math] Intuition behind expected value in a geometric distribution

probability distributions

I'm trying to gain a better intuitive understanding of the expected number of failures before the first success.

My current understanding is that in a geometric distribution where the probability of success is p, the expected number of trials up to and including the first success is 1/p.

So, for a biased coin with the probability of heads = 1/10, we would expect that it would take 10 flips on average before seeing a heads. This sort of makes sense intuitively. My question is: why is the expected value 10?

If X=# of trials up to and including the first success, then the expected value
E(X) = SUM(x*P(x)) from x=1 to infinity. Would an intuitive understanding of this be something along the lines of: For each possible X, we calculate the probability for x and multiplied it against x and summed it up these values? I think of this process of being analogous the way we would calculate expected value when rolling a 6 sided dice i.e.: 

1/6*1 + 1/6*2 + 1/6*3 + 1/6*4 + 1/6*5 + 1/6*6

The only difference being in this case we have infinite possible values for X (whereas with a die there are only 6 possible outcomes). Is this the correct way to reason about the expected value in a geometric distribution?

Additionally, given that

P(X=1) = 1/10
P(X=2) = 9/10 * 1/10
P(X=3) = (9/10)^2 * 1/10
...
P(X=k) = (9/10)^(k-1)*1/10

Isn't the probability of taking at most 10 trials until a heads the summation of P(X=k) from k=1 to k=10 since they're mutually exclusive events? i.e.
P(X=1) + P(X=2)…P(X=10) = ~0.65 (Wolfram Alpha Calculation)

How is this probability correlated with the expected value of 10? Or am I mixing apples and oranges here?

Best Answer

For an “intuitive” understanding of this result, I would look at it a different way. If you make a large number of coin flips, about 1/10 of them will come up heads. The expected value of a random variable is a type of average. Averages smooth out differences, so if you take that long sequence of coin flips and smear it out so that the heads are evenly spaced, they will come up every ten tries or so.

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