The Negative Binomial Distribution (Edexcel A-Level Further Mathematics): Flashcards

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The Negative Binomial Distribution
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What does the negative binomial distribution model?

Number of failures before achieving rr successes in Bernoulli trials

PMF for Y∼NegBin(r,p)Y \sim \text{NegBin}(r, p)

P(Y=x)=(x+r−1r−1)pr(1−p)xP(Y=x)=\binom{x+r-1}{r-1}p^r(1-p)^x

rr in NegBin(r,p)\text{NegBin}(r, p)

Fixed number of successes

pp in NegBin(r,p)\text{NegBin}(r, p)

Probability of success in a single trial

xx in NegBin PMF

Number of failures before achieving rr successes

Mean of Y∼NegBin(r,p)Y \sim \text{NegBin}(r, p)

μ=r(1−p)p\mu = \frac{r(1-p)}{p}

Variance of Y∼NegBin(r,p)Y \sim \text{NegBin}(r, p)

σ2=r(1−p)p2\sigma^2 = \frac{r(1-p)}{p^2}

P(Y≤n)P(Y \leq n) for NegBin in terms of binomial

P(X≥r)P(X \geq r) where X∼Bin(n,p)X \sim \text{Bin}(n, p)

NegBin vs Binomial: what each counts

NegBin: failures before rr successes; Bin: successes in nn trials

Notation for negative binomial distribution

Y∼NegBin(r,p)Y \sim \text{NegBin}(r, p)

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