I'm using discrete distributions from the Statistics package and I found a rather strange result.
In short the theoritical values of some statistics of a NegativeBinomial(1, P) Random Variable (P being the probability of success equal to 1e-4) are correctly computed, but their empirical estimators computed from a sample of this RV are roughly wrong.
For NegativeBinomial(1, P) is similar to Geometric(P) I asked Maple to compute the theoritical values of some statistics of Geometric(P) and next to assess their empirical values from a sample of Geometric(P).
Some discrepancies still remain but they can be explained by statistical fluctuations.
Could you please look to the attached file (an error on my part is still possible) and help me to fix this ?
Thanks in advance
PS : the histogram of Sample(NegativeBinomial(K, P), AnySizeYouWant) is obviously wrong (it should look like a decreasing exponential)