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Binomial Experiment

A binomial experiment (also known as a Bernoulli trial) is a statistical experiment that


has the following properties:

 The experiment consists of n repeated trials.


 Each trial can result in just two possible outcomes. We call one of these outcomes
a success and the other, a failure.
 The probability of success, denoted by P, is the same on every trial.
 The trials are independent; that is, the outcome on one trial does not affect the
outcome on other trials.

Consider the following statistical experiment. You flip a coin 2 times and count the
number of times the coin lands on heads. This is a binomial experiment because:

 The experiment consists of repeated trials. We flip a coin 2 times.


 Each trial can result in just two possible outcomes - heads or tails.
 The probability of success is constant - 0.5 on every trial.
 The trials are independent; that is, getting heads on one trial does not affect
whether we get heads on other trials.

Notation

The following notation is helpful, when we talk about binomial probability.

 x: The number of successes that result from the binomial experiment.


 n: The number of trials in the binomial experiment.
 P: The probability of success on an individual trial.
 Q: The probability of failure on an individual trial. (This is equal to 1 - P.)
 b(x; n, P): Binomial probability - the probability that an n-trial binomial
experiment results in exactly x successes, when the probability of success on an
individual trial is P.
 nCr: The number of combinations of n things, taken r at a time.
Binomial Distribution

A binomial random variable is the number of successes x in n repeated trials of a


binomial experiment. The probability distribution of a binomial random variable is called
a binomial distribution (also known as a Bernoulli distribution).

Suppose we flip a coin two times and count the number of heads (successes). The
binomial random variable is the number of heads, which can take on values of 0, 1, or 2.

The binomial distribution is presented below.

Number of heads Probability


0 0.25
1 0.50
2 0.25

The binomial distribution has the following properties:

 The mean of the distribution (μx) is equal to n * P .


 The variance (σ2x) is n * P * ( 1 - P ).
 The standard deviation (σx) is sqrt[ n * P * ( 1 - P ) ].

When do we get a Binomial distribution?


The following are the conditions in which probabilities are given by binomial
distribution.

1. A trial is repeated 'n' times where n is finite and all 'n' trials are identical.
2. Each trial (or you can call it an event) results in only two mutually exclusive,
exhaustive but not necessarily equally likely possibilities, success or failure.
3. The probability of a "success" outcome is equal to some percentage which is
identified as proportion, p (or p)
4. This proportion p (or p), remains constant throughout all events (or trials). It is
defined as the ratio of the number of successes to the number of trials.
5. The events (or trials) are independent.
6. If probability of success is p or p, then the probability of failures is 1 - p or 1 - p
this is denoted by q. Thus p + q = 1.

Binomial Probability

The binomial probability refers to the probability that a binomial experiment results in
exactly x successes. For example, in the above table, we see that the binomial probability
of getting exactly one head in two coin flips is 0.50.

Given x, n, and P, we can compute the binomial probability based on the following
formula:

Binomial Formula. Suppose a binomial experiment consists of n trials


and results in x successes. If the probability of success on an individual
trial is P, then the binomial probability is:

b(x; n, P) = nCx * Px * (1 - P)n - x

The Binomial Distribution is one of the discrete probability distribution. It is used when
there are exactly two mutually exclusive outcomes of a trial. These outcomes are
appropriately labeled Success and Failure. The Binomial Distribution is used to obtain
the probability of observing r successes in n trials, with the probability of success on a
single trial denoted by p.

Example: Suppose a die is tossed 5 times. What is the probability of getting exactly 2
fours?
Solution: This is a binomial experiment in which the number of trials is equal to 5, the
number of successes is equal to 2, and the probability of success on a single trial is 1/6 or
about 0.167. Therefore, the binomial probability is:

b(2; 5, 0.167) = 5C2 * (0.167)2 * (0.833)3


b(2; 5, 0.167) = 0.161

Cumulative Binomial Probability

A cumulative binomial probability refers to the probability that the binomial random
variable falls within a specified range (e.g., is greater than or equal to a stated lower limit
and less than or equal to a stated upper limit).

Example: What is the probability of obtaining 45 or fewer heads in 100 tosses of a coin?

Solution: To solve this problem, we compute 46 individual probabilities, using the


binomial formula. The sum of all these probabilities is the answer we seek. Thus,

b(x < 45; 100, 0.5) = b(x = 0; 100, 0.5) + b(x = 1; 100, 0.5) + . . . + b(x = 45; 100, 0.5)
b(x < 45; 100, 0.5) = 0.184

The binomial formula can also be represented as the following:


P(X = r) = nCr p r (1-p)n-r
where,
n = Number of events.
r = Number of successful events.
p = Probability of success on a single trial.
nCr = ( n! / (n-r)! ) / r!
1-p = Probability of failure.

Example: Toss a coin for 12 times. What is the probability of getting exactly 7 heads.

Step 1: Here,
Number of trials n = 12
Number of success r = 7 (since we define getting a head as success)
Probability of success on any single trial p = 0.5

Step 2: To calculate nCr formula is used.


nCr = ( n! / (n-r)! ) / r!
= ( 12! / (12-7)! ) / 7!
= ( 12! / 5! ) / 7!
= ( 479001600 / 120 ) / 5040
= ( 3991680 / 5040 )
= 792

Step 3: Find pr.


pr = 0.57
= 0.0078125

Step 4: To Find (1-p)n-r Calculate 1-p and n-r.


1-p = 1-0.5 = 0.5
n-r = 12-7 = 5

Step 5: Find (1-p)n-r.


= 0.55 = 0.03125

Step 6: Solve P(X = r) = nCr p r (1-p)n-r


= 792 × 0.0078125 × 0.03125
= 0.193359375

The probability of getting exactly 7 heads is 0.19


The probability that a random variable X with binomial distribution B(n,p) is equal
to the value k, where k = 0, 1,....,n , is given by

, where

.
The latter expression is known as the binomial coefficient, stated as "n choose k," or the
number of possible ways to choose k "successes" from n observations. For example, the
number of ways to achieve 2 heads in a set of four tosses is "4 choose 2", or 4!/2!2! =
(4*3)/(2*1) = 6. The possibilities are {HHTT, HTHT, HTTH, TTHH, THHT, THTH},
where "H" represents a head and "T" represents a tail. The binomial coefficient multiplies
the probability of one of these possibilities (which is (1/2)²(1/2)² = 1/16 for a fair coin) by
the number of ways the outcome may be achieved, for a total probability of 6/16.

Obtaining Coefficients of the Binomial

For obtaining coefficients from the binomial expansion, the following rules may be
remembered. To find the terms of the expansion of (q + p)n

1. The first term is qn .


2. The second term is nC1q n-1 p.
3. In each succeeding term the power of q is reduced by 1 and the power of p is
increased by 1.
4. The coefficient of any term is found by multiplying the coefficient of the
preceding term by the power of q in that preceding term, and dividing the
products so obtained by one more than the power of p in that preceding term.

Pascal's triangle:
0: 1
1: 1 1
2: 1 2 1
3: 1 3 3 1
4: 1 4 6 4 1
5: 1 5 10 10 5 1
6: 1 6 15 20 15 6 1
7: 1 7 21 35 35 21 7 1
8: 1 8 28 56 70 56 28 8 1

Row number n contains the numbers for k = 0,…,n. It is constructed by starting with
ones at the outside and then always adding two adjacent numbers and writing the sum
directly underneath. This method allows the quick calculation of binomial coefficients
without the need for fractions or multiplications. For instance, by looking at row number
5 of the triangle, one can quickly read off that

(x + y)5 = 1 x5 + 5 x4y + 10 x3y2 + 10 x2y3 + 5 x y4 + 1 y5.

The binomial distribution for a random variable X with parameters n and p represents the
sum of n independent variables Z which may assume the values 0 or 1. If the probability
that each Z variable assumes the value 1 is equal to p, then the mean of each variable is
equal to 1*p + 0*(1-p) = p, and the variance is equal to p(1-p). By the addition properties
for independent random variables, the mean and variance of the binomial distribution are
equal to the sum of the means and variances of the n independent Z variables, so

These definitions are intuitively logical. Imagine, for example, 8 flips of a coin. If the
coin is fair, then p = 0.5. One would expect the mean number of heads to be half the
flips, or np = 8*0.5 = 4. The variance is equal to np(1-p) = 8*0.5*0.5 = 2.

Properties of the Binomial distribution :


We get below some important properties of the Binomial distribution without
derivations.

1. If x denotes the Binomial variate, expression of x i.e. the mean of the distribution

is given by,
2. The standard deviation of the Binomial distribution is determined by,

3. If in experiment, each of n trials, is repeated N times then expression of r


successes i.e. the expected frequency of r successes in N experiment is given by,

Example What is the expression of heads if an unbiased coin is tossed 12 times.?

Solution: Since the expression of x in a binomial distribution is given by,


E (x) = np where n = 12 and p = 0.5 .
We could expect 12 × 0.5 = 6 heads.

Example For a Binomial distribution, mean is 2 and standard deviation is 1. Find all the
constants of the distribution.

Solution: We are given, Mean (µ ) = n p = 2 and S.D. =

Hence the constants of the distribution are n = 4, p = 0.5 and q = 0.5


Example: If the probability of a defective bulb is 0.4. Find the mean and the standard
deviation for the distribution of the defective bulbs in a lot of 1000 bulbs. What is the
expected number of defective bulbs in the lot ?

Solution :
We have p = 0.4, n = 1000 and q = 1 - p = 1 - 0.4 = 0.6
Mean (µ ) = np = 1000 × 0.2 = 200

Expected number = n p = 0.4 × 1000 = 400

Example: Take 100 sets of tosses of 10 flips of a fair coin.

In how many cases do you expect to get 7 heads at least?

Solution : We have N = 100 sets. n = 10 trials in each set p = 0.5 and q = 1 - p =0.5
Probability (getting at least 7 heads) in one set

= p (x = 7) + p (x = 8) + p (x = 9) + p (x = 10)

Therefore in 100 sets = N p (r) = 100 × (0.171) ≅ 17 times you can expect to
get at least 7 heads.
Example :Six dice are thrown 729 times. How many times do you expect at least three
dice to show 5 or 6?

Solution : Let P = probability (showing 5 or 6) = 2/6 = 1/3

q = 1 - p = 1- 1/3 = 2/3

n = 6 and r = 3

Also p (x = r) = probability (at least 3 dice will show 5 or 6 in one trial)

Using the 'complement' theorem

p (x = r) = 1 - [p (x = 0) + p (x = 1) + p (x = 2)]

Example: If the probability of success is How many trials are required in order that

the probability of getting at least one success, is just greater than


Solution :

Let 'n' be the required number of trials to get the probability of at least one success which
is,

1 - n C 0 P 0 Q n-0 ∴ [ since probability (at least one success) = 1 - p (x = 0)

i.e. 1 - probability (No success)]

Example: A and B play a game in which A’s chance of winning is 2/9. In a series of 8
games, what is the chance that A will win at least 9 games ?
Solution : Here A’s chance of winning = p = 2/9

Therefore q = 1 - p = 1 - 2/9 = 7/9, n = 8

The probability (A will win at least 6 games in a series of 8 games)

Example: Assume that the probability of a bomb dropped from an


aeroplane, striking a target is 1/5. If 6 bombs are dropped, find the
probability that
(1) exactly two will strike.
(2) at least two strikes the target.

Solution :
Example: The probability of a man hitting a target is 1/3. How many
must he fire so that the probability of hitting the target, at least once,
is more than 90% ?

Solution : Here p = 1/3 and q = 2/3 and n = ?

Now, p (hitting the target at least once) > 90%

p ( x ≥ 1) = 1 - p (x = 0) must be greater than 90%

Therefore, he must fire at least 6 times so that the probability of hitting the target at least
once is more than 90%
Example: The probability that a man aged 60 will live to be 70 is 0.65.
What is the probability that out of 10 men, now 60, at least 7 will live
to be 70?

Solution : P = The probability that a man aged 60 will live to be 70 =


65

∴ q = 1 - P = 1 - 0.65 = 0.35

Number of men ( n ) = 10

Probability that at least 7 men will live to 70

= P ( 7 or 8 or 9 or 10 )

Importance of the Binomial Distribution

The binomial probability distribution is a discrete probability


distribution that is useful in describing an enormous variety of real life
events. For example, a quality control inspector wants to know the
probability of defective light bulbs in a random sample of 10 bulbs if 10
percent of the bulbs are defective. He can quickly obtain the answer
from the tables of the binomial probability distribution. The binomial
distribution can be used when:
1. The outcome or results of each trial in the process are
characterized as one of two types of possible outcomes. In other
words, they are attributes.
2. The possibility of outcome of any trial does not change and is
independent of the results of previous trials.

Negative Binomial Experiment

A negative binomial experiment is a statistical experiment that has the following


properties:

 The experiment consists of x repeated trials.


 Each trial can result in just two possible outcomes. We call one of these outcomes
a success and the other, a failure.
 The probability of success, denoted by P, is the same on every trial.
 The trials are independent; that is, the outcome on one trial does not affect the
outcome on other trials.
 The experiment continues until r successes are observed, where r is specified in
advance.

Consider the following statistical experiment. You flip a coin repeatedly and count the
number of times the coin lands on heads. You continue flipping the coin until it has
landed 5 times on heads. This is a negative binomial experiment because:

 The experiment consists of repeated trials. We flip a coin repeatedly until it has
landed 5 times on heads.
 Each trial can result in just two possible outcomes - heads or tails.
 The probability of success is constant - 0.5 on every trial.
 The trials are independent; that is, getting heads on one trial does not affect
whether we get heads on other trials.
 The experiment continues until a fixed number of successes have occurred; in this
case, 5 heads.

Notation

The following notation is helpful, when we talk about negative binomial probability.

 x: The number of trials required to produce r successes in a negative binomial


experiment.
 r: The number of successes in the negative binomial experiment.
 P: The probability of success on an individual trial.
 Q: The probability of failure on an individual trial. (This is equal to 1 - P.)
 b*(x; r, P): Negative binomial probability - the probability that an x-trial negative
binomial experiment results in the rth success on the xth trial, when the
probability of success on an individual trial is P.
 nCr: The number of combinations of n things, taken r at a time.

Negative Binomial Distribution

A negative binomial random variable is the number X of repeated trials to produce r


successes in a negative binomial experiment. The probability distribution of a negative
binomial random variable is called a negative binomial distribution. The negative
binomial distribution is also known as the Pascal distribution.

Suppose we flip a coin repeatedly and count the number of heads (successes). If we
continue flipping the coin until it has landed 2 times on heads, we are conducting a
negative binomial experiment. The negative binomial random variable is the number of
coin flips required to achieve 2 heads. In this example, the number of coin flips is a
random variable that can take on any integer value between 2 and plus infinity. The
negative binomial probability distribution for this example is presented below.

Number of coin flips Probability


2 0.25
3 0.25
4 0.1875
5 0.125
6 0.078125
7 or more 0.109375
Negative Binomial Probability

The negative binomial probability refers to the probability that a negative binomial
experiment results in r - 1 successes after trial x - 1 and r successes after trial x. For
example, in the above table, we see that the negative binomial probability of getting the
second head on the sixth flip of the coin is 0.078125.

Given x, r, and P, we can compute the negative binomial probability based on the
following formula:

Negative Binomial Formula. Suppose a negative binomial experiment consists of x


trials and results in r successes. If the probability of success on an individual trial is P,
then the negative binomial probability is:

b*(x; r, P) = x-1Cr-1 * Pr * (1 - P)x - r

Example:

Bob is a high school basketball player. He is a 70% free throw shooter. That means his
probability of making a free throw is 0.70. During the season, what is the probability that
Bob makes his third free throw on his fifth shot?

Solution: This is an example of a negative binomial experiment. The probability of


success (P) is 0.70, the number of trials (x) is 5, and the number of successes (r) is 3.

To solve this problem, we enter these values into the negative binomial formula.

b*(x; r, P) = x-1Cr-1 * Pr * Qx - r
b*(5; 3, 0.7) = 4C2 * 0.73 * 0.32
b*(5; 3, 0.7) = 6 * 0.343 * 0.09 = 0.18522

Thus, the probability that Bob will make his third successful free throw on his fifth shot
is 0.18522.
The formula for negative binomial distribution can also be represented
as the following:

P(X = r) = n-1Cr-1 p r (1-p)n-r


where,
n = Number of events.
r = Number of successful events.
p = Probability of success on a single trial.
n-1Cr-1 = ( (n-1)! / ((n-1)-(r-1))! ) / (r-1)!
1-p = Probability of failure.

Example: Find the probability that a man flipping a coin gets the fourth head on the
ninth flip.

Step 1: Here,
Number of trials n = 9 (because we flip the coin nine times).
Number of successes r = 4 (since we define Heads as a success).
Probability of success for any coin flip p = 0.5

Step 2: Find n-1 and r-1.


n-1 = 9-1 = 8
r-1 = 4-1 = 3

Step 3: To find n-1Cr-1 Calculate ((n-1)-(r-1))!


(n-1)-(r-1) = 8-3 = 5
((n-1)-(r-1))! = 5! = 120

Step 4: Find (n-1)!


= 8! = 40320

Step 5: Find (r-1)!


= 3! = 6

Step 6: Find (n-1)! / ((n-1)-(r-1))!


= 40320/120 = 336

Step 7: To Solve n-1Cr-1 formula is used.


= 336/6 = 56

Step 8: Find pr.


= 0.54 = 0.0625

Step 9: To Find (1-p)n-r Calculate 1-p and n-r.


1-p = 1-0.5 = 0.5
n-r = 9-4 = 5

Step 10: Calculate (1-p)n-r.


= 0.55 = 0.03125

Step 11: Calculate Negative Binomial Distribution.


= 56×0.0625×0.03125 = 0.109375

The probability that the coin will land on heads for the fourth time on the ninth coin flip
is 0.1094.
RESEARCH AND METHODOLOGY

ASSIGNMENT

ON

BINOMIAL DISTRIBUTION

SUBMITTED TO: SUBMITTED BY:

Ms.APRA ANCHAL
AGGARWAL
Lect. in Economics M.Com-I
Dept. Roll No. 5518
APEEJAY COLLEGE OF FINE ARTS