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January 26th, 2017, 04:59 PM  #1 
Newbie Joined: Dec 2012 Posts: 10 Thanks: 0  Odds and Distributions
I'll preface by saying, this might not make any mathematical sense, which is why I'm here. When I learn, I like to relate new material to existing knowledge and I want to know if this makes sense before I encode it. a geometric distribution has the f(n): P*(1P)^n1 where p is probability of success and n is #of times event occurs a binomial distribution has the f(n): P^(x)(1P)^(nx) The odds of an event occurring are: P/(1P) What I am curious about is whether there exists a relationship between binomial and odds or geometric and odds. Furthermore, If I were to take the E(exp{tY}) where Y is my odds. would there be an MGF for odds and therefore an odds distribution? or is this a silly/flawed way to look at these? 
January 26th, 2017, 07:19 PM  #2 
Senior Member Joined: Dec 2012 From: Hong Kong Posts: 853 Thanks: 311 Math Focus: Stochastic processes, statistical inference, data mining, computational linguistics 
Nope, unfortunately. You should look at the definition of a random variable. The odds of getting a particular outcome is deterministic, rather than a random variable, so I'm afraid there's no MGF there.


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