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Proof Mean and Variance of BINOMIAL and POSSION

This document provides proofs of the mean and variance formulas for binomial and Poisson distributions. For the binomial distribution, the mean is proven to be np using properties of binomial coefficients and the fact that the probabilities must sum to 1. The variance is proven to be np(1-p) by first deriving formulas for the second moment and relating it to the mean. For the Poisson distribution, the mean is proven to be λ by taking the factor of λ outside the summation and noting the probabilities sum to 1. The variance is proven to be λ by similarly factoring the second moment formula. Alternative approaches using probability generating functions and moment generating functions are also outlined.

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Jia Yuan Chng
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176 views4 pages

Proof Mean and Variance of BINOMIAL and POSSION

This document provides proofs of the mean and variance formulas for binomial and Poisson distributions. For the binomial distribution, the mean is proven to be np using properties of binomial coefficients and the fact that the probabilities must sum to 1. The variance is proven to be np(1-p) by first deriving formulas for the second moment and relating it to the mean. For the Poisson distribution, the mean is proven to be λ by taking the factor of λ outside the summation and noting the probabilities sum to 1. The variance is proven to be λ by similarly factoring the second moment formula. Alternative approaches using probability generating functions and moment generating functions are also outlined.

Uploaded by

Jia Yuan Chng
Copyright
© Attribution Non-Commercial (BY-NC)
We take content rights seriously. If you suspect this is your content, claim it here.
Available Formats
Download as PDF, TXT or read online on Scribd
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MS03 Support Material

Proofs of mean and variance of binomial and Poisson distributions


For use with AQA A-level Mathematics Specification (6360) 1 1.1 Binomial Mean

Mean = E(X) = =
n

x p
i

where

=1

Definition

x =0

n x n x x x p (1 p ) =

x =1

n x n x x x p (1 p )

Value is zero at x = 0

x x! (n x) ! p (1 p )
n!
x x =1
n 1

n x

Definition of x

= np

(n 1)! p x1 (1 p )n x (x 1)! (n x )! x =1

Take out factor of np Upper limit of summation is then (n 1) Cancel x as x! = x(x 1)! Substitution of y = x 1 Substitution of m = n 1 Noting (n x) = (m y) Sum of all binomial terms = sum of all probabilities = 1

= np

y!(m y )! p
m!
y =0

(1 p )m y

= np

= np 1 = np

AQA Education (AQA) is a registered charity (number 1073334) and a company limited by guarantee registered in England and Wales (number 3644723). Our registered address is AQA, Devas Street, Manchester M15 6EX.

1.2

Variance

Variance = E(X2) (E(X))2 = 2 = (a)

2 i

pi 2 where
2

p
2

=1

Definition Expansion Add & subtract 2 = (E(X))2 Substitution Rearranging & substitution of = np

Firstly consider E(X(X 1)) = E(X ) E(X) = E(X )

= [E(X2) 2] + 2 = 2 + 2
Thus 2 = E(X(X 1)) 2 + = E(X(X 1)) n2p2 + np (b) Secondly reconsider E(X(X 1))

= =

x =0 n

n x n x x( x 1) x p (1 p ) n x n x x( x 1) x p (1 p ) n!
x n x

Definition

x=2

Value is zero at x = 0 & 1

x (x 1) x! (n x) ! p (1 p )
x=2

Definition of x

(n 2)! n(n 1) p (x 2)! (n x )! x=2


n2 2

x2

(1 p )

n x

Take out factor of

n(n 1)p2

Upper limit of summation is then (n 2) Cancel x(x 1) as

x! = x(x 1)(x 2)! = n(n 1) p 2

y!(m y )! p
m!
y =0

(1 p )m y

Substitution of y = x 2 Substitution of m = n 2 Noting (n x) = (m y) Sum of all binomial terms = sum of all probabilities = 1

= n(n 1)p2
(c)

= n(n 1)p2 1 = n(n 1)p2

Finally, using parts (a) and (b)

2 = E(X(X 1)) n2p2 + np = n(n 1)p2 n2p2 + np


= n2p2 np2 n2p2 + np = np np2 = np(1 p)
Expanding Cancelling & factorising

2 of 4

2 2.1

Poisson Mean

Mean = E(X) = =

x p
i

where

=1

Definition

x =0

e x = x!

x =1

e x x!
e y y!

Value is zero at x = 0 Take out factor of Cancel x as x! = x(x 1)! Substitution of y = x 1 Sum of all Poisson terms = sum of all probabilities = 1

= =
2.2

x =1

e x 1 = (x 1)!

y =0

=1=

Variance
2 2 2

Variance = E(X ) (E(X)) = = (a)

2 i

pi 2 where

=1

Definition Expansion Add & subtract 2 = (E(X))2 Substitution

2 2 Firstly consider E(X(X 1)) = E(X ) E(X) = E(X )

= [E(X2) 2] + 2 = 2 + 2
Thus = E(X(X 1)) + = E(X(X 1)) +
2 2 2

Rearranging & substitution of =

(b)

Secondly reconsider E(X(X 1))

x =0

e x x(x 1) = x!

x=2
y =0

x(x 1)

e x x!

Definition Value is zero at x = 0 & 1 Take out factor of 2 Cancel x(x 1) as

= 2

(x 2)! = e y !
2

x2

x=2

x! = x(x 1)(x 2)! Substitution of y = x 2


Sum of all Poisson terms = sum of all probabilities = 1

= 2
(c)

= 2 1 = 2

Finally, using parts (a) and (b)

2 = E(X(X 1)) 2 + = 2 2 +
=

Expanding Cancelling

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3 3.1

Some alternative approaches Binomial The following results may be quoted/used in the proofs. Probability generating function Moment generating function

G(t) = E(tX) = (q + pt)n M(t) = E(etX) = (q + pet )n

where q = 1 p where q = 1 p

The following properties may then be used to find the mean and variance.

d G (t ) d t t =1

or

d M (t ) d t t =0

= 2
3.2

d2 G (t ) + 2 2 d t t =1

or

= 2

d2 M (t ) 2 2 d t t =0

Poisson The following results may be quoted/used in the proofs. Probability generating function Moment generating function

G(t) = E(tX) = et
t M(t) = E(etX) = e e

The following properties may then be used to find the mean and variance.

d G (t ) d t t =1

or

d M (t ) d t t =0

= 2

d2 G (t ) + 2 2 d t t =1

or

= 2

d2 M (t ) 2 2 d t t =0

4 of 4

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