new file mode 100644
--- /dev/null
+++ b/scripts/statistics/distributions/geometric_pdf.m
@@ -0,0 +1,62 @@
+## Copyright (C) 1995, 1996, 1997  Kurt Hornik
+## 
+## This program is free software; you can redistribute it and/or modify
+## it under the terms of the GNU General Public License as published by
+## the Free Software Foundation; either version 2, or (at your option)
+## any later version.
+## 
+## This program is distributed in the hope that it will be useful, but
+## WITHOUT ANY WARRANTY; without even the implied warranty of
+## MERCHANTABILITY or FITNESS FOR A PARTICULAR PURPOSE.  See the GNU
+## General Public License for more details. 
+## 
+## You should have received a copy of the GNU General Public License
+## along with this file.  If not, write to the Free Software Foundation,
+## 59 Temple Place - Suite 330, Boston, MA 02111-1307, USA.
+
+## usage:  geometric_pdf (x, p)
+##
+## For each element of x, compute the probability density function (PDF)
+## at x of the geometric distribution with parameter p.
+
+## Author:  KH <Kurt.Hornik@ci.tuwien.ac.at>
+## Description:  PDF of the geometric distribution
+
+function pdf = geometric_pdf (x, p)
+  
+  if (nargin != 2)
+    usage ("geometric_pdf (x, p)");
+  endif
+
+  [retval, x, p] = common_size (x, p);
+  if (retval > 0)
+    error (["geometric_pdf:  ", ...
+	    "x and p must be of common size or scalar"]);
+  endif
+  
+  [r, c] = size (x);
+  s = r * c;
+  x   = reshape (x, 1, s);
+  p   = reshape (p, 1, s);
+  cdf = zeros (1, s);
+
+  k = find (isnan (x) | !(p >= 0) | !(p <= 1));
+  if any (k)
+    pdf(k) = NaN * ones (1, length (k));
+  endif
+  
+  ## Just for the fun of it ...
+  k = find ((x == Inf) & (p == 0));
+  if any (k)
+    pdf(k) = ones (1, length (k));
+  endif
+  
+  k = find ((x >= 0) & (x < Inf) & (x == round (x)) ...
+      & (p > 0) & (p <= 1));
+  if any (k)
+    pdf(k) = p(k) .* ((1 - p(k)) .^ x(k));
+  endif
+ 
+  pdf = reshape (pdf, r, c);
+  
+endfunction