Binomial Random Variables

Binomial Random Variables

Bernoulli Trials

Definition
A Bernoulli trial is a random experiment in which there are only
two possible outcomes - success and failure.

1 Tossing a coin and considering heads as success and tails as

failure.
2 Checking items from a production line: success = not
defective, failure = defective.
3 Phoning a call centre: success = operator free; failure = no
operator free.

Binomial Random Variables

Bernoulli Random Variables

If S is a sample space and E is an event, then the random variable

(
1 if ω ∈ E
X (ω) =
0 if ω ∈ E c

is a Bernoulli random variable with parameter p = P(E ).

Binomial Random Variables

Bernoulli Random Variables

For any Bernoulli random variable,

P(X = 1) = p
P(X = 0) = 1 − p.

It can be easily checked that the mean and variance of a Bernoulli

random variable are

E (X ) = p
V (X ) = p(1 − p).

Binomial Random Variables

Binomial Experiments

Consider the following type of random experiment:

1 The experiment consists of n repeated Bernoulli trials - each
trial has only two possible outcomes labelled as success (s)
and failure (f );
2 The trials are independent - the outcome of any trial has no
effect on the probability of the others;
3 The probability of success in each trial is constant which we
denote by p.
Such an experiment is a binomial experiment with n trials and
parameter p.

Binomial Random Variables

Binomial Experiments

The outcomes of a binomial experiment with 3 trials are

(s, s, s), (s, s, f ), (s, f , s), (f , s, s),

(f , f , s), (f , s, f ), (s, f , f ), (f , f , f ).

In general, the outcomes of a binomial experiment with n trials will

be n-tuples (x1 , x2 , . . . , xn ) where each xi is either s or f .

Binomial Random Variables

Binomial Random Variables

Definition
The random variable X that counts the number of successes, k, in
the n trials of a binomial random experiment is a binomial random
variable with parameters n and p.

The probability mass function of a binomial random variable X

with parameters n and p is
 
n k
f (k) = P(X = k) = p (1 − p)n−k
k

for k = 0, 1, 2, 3, . . . , n.
n


k counts the number of outcomes that include exactly k
successes and n − k failures.

Binomial Random Variables

Binomial Random Variables - Examples

Example
A biased coin is tossed 6 times. The probability of heads on any
toss is 0.3. Let X denote the number of heads that come up.
Calculate:
(i) P(X = 2)
(ii) P(X = 3)
(iii) P(1 < X ≤ 5).

Binomial Random Variables

Binomial RVs - Examples

Example
(i) If we call heads a success then this X has a binomial
distribution with parameters n = 6 and p = 0.3.
 
6
P(X = 2) = (0.3)2 (0.7)4 = 0.324135
2

(ii)  
6
P(X = 3) = (0.3)3 (0.7)3 = 0.18522.
3
(iii) We need P(1 < X ≤ 5)

P(X = 2) + P(X = 3) + P(X = 4) + P(X = 5)

= 0.324 + 0.185 + 0.059 + 0.01
= 0.578

Binomial Random Variables

Binomial RVs - Example

Example
As part of a quality control process, an engineer randomly selects a
batch of 12 DVD players from each day’s production. The day’s
production is acceptable provided no more than 1 DVD player fails
to meet specifications. Otherwise, the entire day’s production has
to be tested.
(i) What is the probability that the engineer passes a day’s
production as acceptable if only 80% of the day’s DVD players
actually conform to specification?
(ii) What is the probability that the engineer requires the entire
day’s production to be tested if in fact 90% of the DVD
players conform to specifications?

Binomial Random Variables

Example

Example
(i) Let X denote the number of DVD players in the sample that
fail to meet specifications. In part (i) we want P(X ≤ 1) with
binomial parameters n = 12, p = 0.2.

P(X ≤ 1) = P(X = 0) + P(X = 1)

   
12 0 12 12
= (0.2) (0.8) + (0.2)1 (0.8)11
0 1
= 0.069 + 0.206 = 0.275

Binomial Random Variables

Example

Example
(ii) We now want P(X > 1) with parameters n = 12, p = 0.1.

P(X ≤ 1) = P(X = 0) + P(X = 1)

   
12 0 12 12
= (0.1) (0.9) + (0.1)1 (0.9)11
0 1
= 0.659

So P(X > 1) = 0.341.

Binomial Random Variables

Binomial Rvs - Mean and Variance

1 Any binomial random variable X with parameters n and p is a

sum of n independent Bernoulli random variables in which the
probability of success is p.

X = X1 + X2 + · · · + Xn .

2 The mean and variance of each Xi can easily be calculated as:

E (Xi ) = p, V (Xi ) = p(1 − p).

3 Hence the mean and variance of X are given by (remember

the Xi are independent)

E (X ) = np, V (X ) = np(1 − p).

Binomial Random Variables

Binomial Distribution - Examples

Example
Bits are sent over a communications channel in packets of 12. If
the probability of a bit being corrupted over this channel is 0.1 and
such errors are independent, what is the probability that no more
than 2 bits in a packet are corrupted?
If 6 packets are sent over the channel, what is the probability that
at least one packet will contain 3 or more corrupted bits?
Let X denote the number of packets containing 3 or more
corrupted bits. What is the probability that X will exceed its mean
by more than 2 standard deviations?

Binomial Random Variables

Binomial Distribution - Examples

Example
Let C denote the number of corrupted bits in a packet. Then in
the first question, we want
P(C ≤ 2) = P(C = 0) + P(C = 1) + P(C = 2).
 
12
P(C = 0) = (0.1)0 (0.9)12 = 0.282
0
 
12
P(C = 1) = (0.1)1 (0.9)11 = 0.377
1
 
12
P(C = 2) = (0.1)2 (0.9)10 = 0.23
2

So P(C ≤ 2) = 0.282 + 0.377 + 0.23 = 0.889.

Binomial Random Variables

Binomial Distribution - Examples

Example
The probability of a packet containing 3 or more corrupted bits is
1 − 0.889 = 0.111.
Let X be the number of packets containing 3 or more corrupted
bits. X can be modelled with a binomial distribution with
parameters n = 6, p = 0.111. The probability that at least one
packet will contain 3 or more corrupted bits is:
 
6
1 − P(X = 0) = 1 − (0.111)0 (0.889)6 = 0.494.
0

The mean
p of X is µ = 6(0.111) = 0.666 and its standard deviation
is σ = 6(0.111)(0.889) = 0.77.

Binomial Random Variables

Binomial Distribution - Examples

So the probability that X exceeds its mean by more than 2

standard deviations is P(X − µ > 2σ) = P(X > 2.2).
As X is discrete, this is equal to

P(X ≥ 3)

 
6
P(X = 1) = (0.111)1 (0.889)5 = 0.37
1
 
6
P(X = 2) = (0.111)2 (0.889)4 = 0.115.
2

So P(X ≥ 3) = 1 − (.506 + .37 + .115) = 0.009.

Binomial Random Variables

Geometric Random Variables

X1 , X2 , . . . , Xk , . . . is a sequence of independent Bernoulli

trials each with probability of success p.
The geometric random variable Y records the time at which
the first success occurs.
The first success occurs on the kth trial when the first k − 1
trials are failures, followed by a success on the kth trial.
The pmf of Y is thus

P(Y = k) = p(1 − p)k−1 .

Binomial Random Variables

Geometric Random Variables
It can be shown that for a geometric random variable with
parameter p,
1 1−p
E [Y ] = ; V [Y ] = .
p p2

Example
A biassed coin such that P(H) = 0.75 is tossed repeatedly (H
denotes heads). What is the probability that the first time tails
comes up is on the 5th toss?
If we count tails as success, this is a geometric random variable
with parameter p = 0.25.

P(Y = 5) = 0.25(0.75)4 .

Also the expected number of tosses before tails comes up is

1
0.25 = 4.

Binomial Random Variables

Negative Binomial Random Variables

More generally, the random variable describing the time of the

r th success is a negative binomial random variable.
This has probability mass function given by
 
k −1 r
P(Yr = k) = p (1 − p)k−r
r −1

for k = r , r + 1, . . ..
r (1−p)
E [Yr ] = pr , V [Yr ] = p2
.

Binomial Random Variables

Negative Binomial Random Variables

Example
Continuing the earlier example of the biassed coin, the probability
of getting the 3rd tail on the 6th toss is
 
5
P(Y3 = 6) = (0.25)3 (0.75)3 .
2

Similarly, the probability that the 2nd tail comes up on the 7th toss
is  
6
P(Y2 = 7) = (0.25)2 (0.75)5 .
1

Binomial Random Variables