Quantlab Interview Question: What does second moment in Geometric series ?

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Quantitative Research Analyst Interview

What does second moment in Geometric series ?

Interview Answers

Anonymous

7 Dec 2014

(1-p)/(p^2) where p is the probability of success.

Anonymous

19 Nov 2015

Actually, the second moment of the geometric distribution is (2-p)/(p^2). The answer be easily derived using E(X) = 1/p, Var(X) = (1-p)/(p^2), and the formula Var(X) = E(X^2) - E(X)^2.

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