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has the following properties:

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:

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

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

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.

0 0.25

1 0.50

2 0.25

The variance (σ2x) is n * P * ( 1 - P ).

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

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:

and results in x successes. If the probability of success on an individual

trial is P, then the binomial probability is:

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) = 0.161

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?

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

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

nCr = ( n! / (n-r)! ) / r!

= ( 12! / (12-7)! ) / 7!

= ( 12! / 5! ) / 7!

= ( 479001600 / 120 ) / 5040

= ( 3991680 / 5040 )

= 792

pr = 0.57

= 0.0078125

1-p = 1-0.5 = 0.5

n-r = 12-7 = 5

= 0.55 = 0.03125

= 792 × 0.0078125 × 0.03125

= 0.193359375

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.

For obtaining coefficients from the binomial expansion, the following rules may be

remembered. To find the terms of the expansion of (q + p)n

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

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.

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,

successes i.e. the expected frequency of r successes in N experiment 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.

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

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?

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

n = 6 and r = 3

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

Solution :

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

is,

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

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% ?

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?

65

∴ q = 1 - P = 1 - 0.65 = 0.35

Number of men ( n ) = 10

= P ( 7 or 8 or 9 or 10 )

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.

properties:

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.

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.

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.

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:

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

then the negative binomial probability is:

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?

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:

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

n-1 = 9-1 = 8

r-1 = 4-1 = 3

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

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

= 8! = 40320

= 3! = 6

= 40320/120 = 336

= 336/6 = 56

= 0.54 = 0.0625

1-p = 1-0.5 = 0.5

n-r = 9-4 = 5

= 0.55 = 0.03125

= 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

Ms.APRA ANCHAL

AGGARWAL

Lect. in Economics M.Com-I

Dept. Roll No. 5518

APEEJAY COLLEGE OF FINE ARTS

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