5/13/12 Negative Binomial Distribution

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NegativeBinomialDistribution
Inthislesson,wecoverthenegativebinomialdistributionandthegeometricdistribution.Aswewill
see,thegeometricdistributionisaspecialcaseofthenegativebinomialdistribution.
NegativeBinomialExperiment
Anegativebinomialexperimentisastatisticalexperimentthathasthefollowingproperties:
Theexperimentconsistsofxrepeatedtrials.
Eachtrialcanresultinjusttwopossibleoutcomes.Wecalloneoftheseoutcomesasuccess
andtheother,afailure.
Theprobabilityofsuccess,denotedbyP,isthesameoneverytrial.
Thetrialsareindependentthatis,theoutcomeononetrialdoesnotaffecttheoutcomeonother
trials.
Theexperimentcontinuesuntilrsuccessesareobserved,whererisspecifiedinadvance.
Considerthefollowingstatisticalexperiment.Youflipacoinrepeatedlyandcountthenumberoftimes
thecoinlandsonheads.Youcontinueflippingthecoinuntilithaslanded5timesonheads.Thisisa
negativebinomialexperimentbecause:
Theexperimentconsistsofrepeatedtrials.Weflipacoinrepeatedlyuntilithaslanded5times
onheads.
Eachtrialcanresultinjusttwopossibleoutcomesheadsortails.
Theprobabilityofsuccessisconstant0.5oneverytrial.
Thetrialsareindependentthatis,gettingheadsononetrialdoesnotaffectwhetherweget
headsonothertrials.
Theexperimentcontinuesuntilafixednumberofsuccesseshaveoccurredinthiscase,5
heads.
Notation
Thefollowingnotationishelpful,whenwetalkaboutnegativebinomialprobability.
x:Thenumberoftrialsrequiredtoproducersuccessesinanegativebinomialexperiment.
r:Thenumberofsuccessesinthenegativebinomialexperiment.
P:Theprobabilityofsuccessonanindividualtrial.
Q:Theprobabilityoffailureonanindividualtrial.(Thisisequalto1P.)
b*(xr,P):Negativebinomialprobabilitytheprobabilitythatanxtrialnegativebinomial
experimentresultsintherthsuccessonthexthtrial,whentheprobabilityofsuccessonan
individualtrialisP.
n
C
r
:Thenumberofcombinationsofnthings,takenratatime.
NegativeBinomialDistribution
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5/13/12 Negative Binomial Distribution
2/4 stattrek.com/probability-distributions/negative-binomial.aspx?Tutorial=Stat
AnegativebinomialrandomvariableisthenumberXofrepeatedtrialstoproducersuccessesina
negativebinomialexperiment.Theprobabilitydistributionofanegativebinomialrandomvariableis
calledanegativebinomialdistribution.Thenegativebinomialdistributionisalsoknownasthe
Pascaldistribution.
Supposeweflipacoinrepeatedlyandcountthenumberofheads(successes).Ifwecontinueflipping
thecoinuntilithaslanded2timesonheads,weareconductinganegativebinomialexperiment.The
negativebinomialrandomvariableisthenumberofcoinflipsrequiredtoachieve2heads.Inthis
example,thenumberofcoinflipsisarandomvariablethatcantakeonanyintegervaluebetween2
andplusinfinity.Thenegativebinomialprobabilitydistributionforthisexampleispresentedbelow.
Numberofcoinflips Probability
2 0.25
3 0.25
4 0.1875
5 0.125
6 0.078125
7ormore 0.109375
NegativeBinomialProbability
Thenegativebinomialprobabilityreferstotheprobabilitythatanegativebinomialexperimentresults
inr1successesaftertrialx1andrsuccessesaftertrialx.Forexample,intheabovetable,wesee
thatthenegativebinomialprobabilityofgettingthesecondheadonthesixthflipofthecoinis
0.078125.
Givenx,r,andP,wecancomputethenegativebinomialprobabilitybasedonthefollowingformula:
NegativeBinomialFormula.Supposeanegativebinomialexperimentconsists
ofxtrialsandresultsinrsuccesses.Iftheprobabilityofsuccessonanindividual
trialisP,thenthenegativebinomialprobabilityis:
b*(xr,P)=
x1
C
r1
*P
r
*(1P)
xr
TheMeanoftheNegativeBinomialDistribution
Ifwedefinethemeanofthenegativebinomialdistributionastheaveragenumberoftrialsrequiredto
producersuccesses,thenthemeanisequalto:
=r/P
whereisthemeannumberoftrials,risthenumberofsuccesses,andPistheprobabilityofa
successonanygiventrial.
AlternativeViewsoftheNegativeBinomialDistribution
Asifstatisticsweren'tchallengingenough,theabovedefinitionisnottheonlydefinitionforthe
negativebinomialdistribution.Twocommonalternativedefinitionsare:
ThenegativebinomialrandomvariableisR,thenumberofsuccessesbeforethebinomial
experimentresultsinkfailures.ThemeanofRis:

R
=kP/Q
ThenegativebinomialrandomvariableisK,thenumberoffailuresbeforethebinomial
experimentresultsinrsuccesses.ThemeanofKis:

K
=rQ/P
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5/13/12 Negative Binomial Distribution
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Themoral:Ifsomeonetalksaboutanegativebinomialdistribution,findouthowtheyaredefining
thenegativebinomialrandomvariable.
Onthiswebsite,whenwerefertothenegativebinomialdistribution,wearetalkingaboutthe
definitionpresentedearlier.Thatis,wearedefiningthenegativebinomialrandomvariableasX,
thetotalnumberoftrialsrequiredforthebinomialexperimenttoproducersuccesses.
GeometricDistribution
Thegeometricdistributionisaspecialcaseofthenegativebinomialdistribution.Itdealswiththe
numberoftrialsrequiredforasinglesuccess.Thus,thegeometricdistributionisnegativebinomial
distributionwherethenumberofsuccesses(r)isequalto1.
Anexampleofageometricdistributionwouldbetossingacoinuntilitlandsonheads.Wemightask:
Whatistheprobabilitythatthefirstheadoccursonthethirdflip?Thatprobabilityisreferredtoasa
geometricprobabilityandisdenotedbyg(xP).Theformulaforgeometricprobabilityisgivenbelow.
GeometricProbabilityFormula.Supposeanegativebinomialexperiment
consistsofxtrialsandresultsinonesuccess.Iftheprobabilityofsuccessonan
individualtrialisP,thenthegeometricprobabilityis:
g(xP)=P*Q
x1
SampleProblems
Theproblemsbelowshowhowtoapplyyournewfoundknowledgeofthenegativebinomialdistribution
(seeExample1)andthegeometricdistribution(seeExample2).
NegativeBinomialCalculator
Asyoumayhavenoticed,thenegativebinomialformularequiressomepotentiallytime
consumingcomputations.TheNegativeBinomialCalculatorcandothisworkforyouquickly,
easily,anderrorfree.UsetheNegativeBinomialCalculatortocomputenegativebinomial
probabilitiesandgeometricprobabilities.Thecalculatorisfree.ItcanbefoundundertheStat
Tablestab,whichappearsintheheaderofeveryStatTrekwebpage.
NegativeBinomialCalculator
Example1
Bobisahighschoolbasketballplayer.Heisa70%freethrowshooter.Thatmeanshisprobabilityof
makingafreethrowis0.70.Duringtheseason,whatistheprobabilitythatBobmakeshisthirdfree
throwonhisfifthshot?
Solution:Thisisanexampleofanegativebinomialexperiment.Theprobabilityofsuccess(P)is0.70,
thenumberoftrials(x)is5,andthenumberofsuccesses(r)is3.
Tosolvethisproblem,weenterthesevaluesintothenegativebinomialformula.
b*(xr,P)=
x1
C
r1
*P
r
*Q
xr

b*(53,0.7)=
4
C
2
*0.7
3
*0.3
2

b*(53,0.7)=6*0.343*0.09=0.18522
Thus,theprobabilitythatBobwillmakehisthirdsuccessfulfreethrowonhisfifthshotis0.18522.
Example2
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5/13/12 Negative Binomial Distribution
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Let'sreconsidertheaboveproblemfromExample1.Thistime,we'llaskaslightlydifferentquestion:
WhatistheprobabilitythatBobmakeshisfirstfreethrowonhisfifthshot?
Solution:Thisisanexampleofageometricdistribution,whichisaspecialcaseofanegativebinomial
distribution.Therefore,thisproblemcanbesolvedusingthenegativebinomialformulaorthegeometric
formula.Wedemonstrateeachapproachbelow,beginningwiththenegativebinomialformula.
Theprobabilityofsuccess(P)is0.70,thenumberoftrials(x)is5,andthenumberofsuccesses(r)is
1.Weenterthesevaluesintothenegativebinomialformula.
b*(xr,P)=
x1
C
r1
*P
r
*Q
xr

b*(51,0.7)=
4
C
0
*0.7
1
*0.3
4

b*(53,0.7)=0.00567
Now,wedemonstateasolutionbasedonthegeometricformula.
g(xP)=P*Q
x1

g(50.7)=0.7*0.3
4
=0.00567
Noticethateachapproachyieldsthesameanswer.
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