Consider a binomial random variable X. If X1, X2,...Xnare independent ...
Binomial Distribution:
A binomial distribution is a common probability distribution that occurs in practice. It arises in the following situation:
- There are n independent trials.
- Each trial results in a "success" or "failure"
- The probability of success in each and every trial is equal to 'p'.
If the random variable X counts the number of successes in the n trials, then X has a binomial distribution with parameters n and p.
X ~ Bin (n, p).
Properties of Binomial distribution:
If X ~ Bin (n, p), then the probability mass function of the binomial distribution is
f (x) = P (X =x) = nCr px(1 - p)n - x
for x = 0, 1, 2, 3,...,n
Mean E (X) = μ = np.
Variance (σ2) = np(1 - p).
Note:
Theorem:
Let X1, X2, ..., Xm be independent random variables such that Xi has a BIn (ni, p) distribution, for i = 1, 2, ..., m. Let
Bernoulli Distribution:
- A Bernoulli experiment/trial has only two possible outcomes, e.g. success/failure, heads/tails, female/male, defective/non-defective, etc.
- The outcomes are typically coded as 0 (failure) or 1 (success).
X ~ Bern (p)
P (X = 1) = 1, P (X = 0) = 1 - p, 0≤p≤1
Properties:
- The probability mass function is p(x) = px (1 - p)1 - x for x = 0, 1.
- The mean is E (X) = μ = (1 × p) + 0 × (1 - p) = p
- Since E (X2) = (12 × p) + 02 × (1 - p) = p,
- σ2 = var (X) = E (X2) - μ2 = p - p2 = p (1 - p).
Note:
The Bernoulli distribution is a special case of binomial distribution with n = 1.
Exponential Distribution:
The probability density function of the exponential distribution is,
Normal Distribution:
The probability density function of normal distribution is given by,