Binomial Distribution
Binomial Distribution
Binomial Distribution
Now,
p( X
x 0
x) = n c x p x q n x
x 0
n
= c 0 p 0 q n 0 + n c1 p 1 q n 1 + n c 2 p 2 q n 2 +.+ c n p n q n n
= (q p ) n =1 [q p 1 ]
E ( X ) x P ( X x)
x 0
x 0
n
x 0
n
c x p x q n x
c x p x q n x
n!
x x!(n x)! p
q n x
x 0
n( n 1)!
x x( x 1)!(n x)! p p
x 1
q n x
x 0
( n 1)!
= np
( x 1)!(n x)! p
= np
x 1
n
x 1
q n x
n 1
c x 1 p x 1 q n x
x 1
= np (q p ) n 1
= np (1) n 1 [q p 1 ]
= np
The mean of the binomial distribution is np
Variance of the Binomial distribution:
The variance of the Binomial distribution is
V ( X ) E ( X 2 ) [ E ( X )] 2
= E ( X 2 ) ( np ) 2 .. (1) [ E ( X ) np ]
Now,
n
E( X 2 ) =
2 n
x 0
n
c x p x q n x
[ x( x 1) x]
x 0
n
c x p x q n x
n
n!
n!
p x q n x + x
p x q n x
x!( n x )!
x!( n x)!
x 0
x 0
n
n( n 1)(n 2)!
p 2 p x2 q n x E ( X )
= x( x 1)
x
(
x
1
)(
x
2
)!
(
n
x
)!
x0
n
(n 2)!
2
n
(
n
1
)
p
p x 2 q n x np
=
x 2 ( x 2)!( n x )!
= x ( x 1)
= n(n 1) p
x2
n2
c x 2 p x 2 q n x np
= n( n 1) p 2 (q p) n 2 np
= n(n 1) p 2 (1) n 2 np [q p 1 ]
= n( n 1) p 2 np . (2)
Putting (2) in (1) we get
V ( X ) n( n 1) p 2 np - (np ) 2
= np ( np p 1 np )
= np (1 p )
= npq
The variance of the Binomial distribution is npq
Note: In B.D since mean = np and variance = npq and p + q = 1 therefore mean > variance
1 E ( X ) Mean np
1
2 E ( X 2 ) n(n 1) p 2 np
1
3 E ( X 3 ) n(n 1)(n 2) p 3 3n(n 1) p 2 np
1
2 Variance V ( X ) E ( X np ) 2 npq
3 E ( X np ) 3 npq (q p )
n 2 p 2 q 2 (q p) 2
n3 p3q3
(q p) 2
npq
(1 2 p ) 2
[q p 1 ]
npq
(1 2 p ) 2
npq
2
=
4
2
2
npq[1 3(n 2) pq ]
n2 p2q2
1
2
[1 3( n 2) pq ]
npq
1 6 pq
=3
npq
1 6 pq
npq
Now,
n
c x p x q n x
P( X x)
n
P ( X x 1)
c x 1 p x 1 q n x 1
n x 1 p
x
q
n x 1 p
P( X x)
P ( X x 1)
x
q
1 6 pq
npq
1
, the distribution is mesokurtic
6
1
pq , the distribution is leptokurtic
6
1
pq , the distribution is plattykurtic
6
If pq
1
2
, the kurtosis of B.D is 3
2
n
1
n
5) For p , the binomial distribution has maximum probability at x , if n is even and
2
2
n 1
n 1
x
and x
, if n is odd
2
2
5) Under certain conditions the B.D approaches to Poisson and Normal distributions