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

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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

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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

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