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Binomial Notes

The document discusses the binomial distribution formula used to calculate the probability of obtaining r successes in n trials. The formula is P(r) = nCr * pr * (1-p)n-r. The binomial distribution occurs when independent trials can result in only success or failure, with a constant probability p of success on each trial. The mean and variance of the binomial distribution are also provided. The mean is np and the variance is np(1-p).

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16 views

Binomial Notes

The document discusses the binomial distribution formula used to calculate the probability of obtaining r successes in n trials. The formula is P(r) = nCr * pr * (1-p)n-r. The binomial distribution occurs when independent trials can result in only success or failure, with a constant probability p of success on each trial. The mean and variance of the binomial distribution are also provided. The mean is np and the variance is np(1-p).

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In general, the formula for obtaining r successes in n trials is given by the Binomial formula

or distribution:

P(r) = nCr pr (1-p)n-r

n!
where nCr =
r! n  r !

(Note r often used for a random variable in discrete distributions, rather than x). The
Binomial distribution tends to occur when a number of independent trials (e.g. tosses of a
coin) take place, where each trial can only end in ‘success’ or ‘failure’ and the probability of
success does not vary from trial to trial.

We can calculate the probabilities of r = 1, 2, etc. when p = ½, n = 8 using the Binomial


formula, and graph the resulting probability distribution:

Binomial distribution, p = 0.5, n = 8

0.3
0.25
0.2
0.15
0.1
0.05
0
0 1 2 3 4 5 6 7 8

Mean and variance of the Binomial distribution

The Binomial distribution has a mean and variance, just like any empirical distribution. For
the case of two tosses it is easy to calculate1.

E(r) =  P(r)  r = 0.250 + 0.51 + 0.252 = 1

On average, you would ‘expect’ one head in two tosses.

In general, E(r) = np for the Binomial distribution, so E(r) = 2  0.5 = 1. For eight tosses, we
expect 8  0.5 = 4 heads.

The variance of the outcome is given by the formula:

V(r) = Er²Er²
Exercise – prove this).

1
For instruction on E and V notation, see the appendix at the end of these notes.
Er² P(r) r² = 0.250² + 0.51² + 0.252² = 1.5

Hence V(r) = 1.5 - 1² = 0.5

In general, V(r) = np(1-p) for the Binomial distribution. V(r) = 2  0.5  0.5 = 0.5.

We can write in shorthand notation that r ~ B(n, p). r is distributed Binomially with n trials
and probability of success p in each trial. n and p are the parameters of the distribution.

The shape of the distribution alters as n and p change.

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