The Geometric Distribution is a probability distribution that models the number of trials needed to achieve the first success in a series of independent Bernoulli trials. Each trial has two possible outcomes: success or failure. The probability of success remains constant across trials, making it useful for scenarios like flipping a coin or rolling a die.
In a Geometric Distribution, the probability of achieving the first success on the k-th trial is calculated using the formula P(X = k) = (1 - p)^(k-1) * p, where p is the probability of success. This distribution is particularly helpful in fields like statistics and quality control.