Multinomial Distribution

A multinomial distribution is the probability distribution§ of the outcomes

from a multinomial experiment.

Multinomial Experiment
A multinomial experiment is a statistical experiment§ that has the following
properties:

 The experiment consists of n repeated trials.

 Each trial has a discrete number of possible outcomes.
 On any given trial, the probability that a particular outcome will
occur is constant.
 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 toss two dice three
times, and record the outcome on each toss. This is a multinomial
experiment because:

 The experiment consists of repeated trials. We toss the dice three

times.
 Each trial can result in a discrete number of outcomes - 2 through
12.
 The probability of any outcome is constant; it does not change
from one toss to the next.
 The trials are independent; that is, getting a particular outcome
on one trial does not affect the outcome on other trials.

Note: A binomial experiment§ is a special case of a multinomial

experiment. Here is the main difference. With a binomial experiment,
each trial can result in two - and only two - possible outcomes. With a
multinomial experiment, each trial can have two or more possible
outcomes.

Multinomial Distribution
A multinomial distribution is the probability distribution§ of the outcomes
from a multinomial experiment. The multinomial formula defines the
probability of any outcome from a multinomial experiment.
Multinomial Formula. Suppose a multinomial experiment consists of n
trials, and each trial can result in any of k possible outcomes: E1, E2,
. . . , Ek. Suppose, further, that each possible outcome can occur with
probabilities p1, p2, . . . , pk. Then, the probability (P) that E1
occurs n1 times, E2 occurs n2 times, . . . , and Ek occurs nk times is:

P = [ n! / ( n1! * n2! * ... nk! ) ] * ( p1n1 * p2n2 * . . . * pknk )

where n = n1 + n2 + . . . + nk.

The examples below illustrate how to use the multinomial formula to

compute the probability of an outcome from a multinomial experiment.

Test Your Understanding

Problem 1

Suppose a card is drawn randomly from an ordinary deck of playing

cards, and then put back in the deck. This exercise is repeated five
times. What is the probability of drawing 1 spade, 1 heart, 1 diamond,
and 2 clubs?

Solution: To solve this problem, we apply the multinomial formula. We

know the following:

 The experiment consists of 5 trials, so n = 5.

 The 5 trials produce 1 spade, 1 heart, 1 diamond, and 2 clubs; so
n1 = 1, n2 = 1, n3 = 1, and n4 = 2.
 On any particular trial, the probability of drawing a spade,
heart, diamond, or club is 0.25, 0.25, 0.25, and 0.25, respectively.
Thus, p1 = 0.25, p2 = 0.25, p3 = 0.25, and p4 = 0.25.

We plug these inputs into the multinomial formula, as shown below:

P = [ n! / ( n1! * n2! * ... nk! ) ] * ( p1n1 * p2n2 * . . . * pknk )

P = [ 5! / ( 1! * 1! * 1! * 2! ) ] * [ (0.25)1 * (0.25)1 * (0.25)1 *

(0.25)2 ]

P = 0.05859

Thus, if we draw five cards with replacement§ from an ordinary deck of

playing cards, the probability of drawing 1 spade, 1 heart, 1 diamond,
and 2 clubs is 0.05859.
Multinomial Calculator
The multinomial formula requires many time-consuming computations. The
Multinomial Calculator can do this work for you - quickly, easily, and
error-free. Use the Multinomial Calculator to compute the probability of
outcomes from multinomial experiments. The calculator is free. It can
found in the Stat Trek main menu under the Stat Tools tab. Or you can
tap the button below.

Multinomial Calculator§

Problem 2

Suppose we have a bowl with 10 marbles - 2 red marbles, 3 green

marbles, and 5 blue marbles. We randomly select 4 marbles from the bowl,
with replacement§. What is the probability of selecting 2 green marbles
and 2 blue marbles?

Solution: To solve this problem, we apply the multinomial formula. We

know the following:

 The experiment consists of 4 trials, so n = 4.

 The 4 trials produce 0 red marbles, 2 green marbles, and 2 blue
marbles; so nred = 0, ngreen = 2, and nblue = 2.
 On any particular trial, the probability of drawing a red, green,
or blue marble is 0.2, 0.3, and 0.5, respectively. Thus, pred = 0.2,
pgreen = 0.3, and pblue = 0.5

We plug these inputs into the multinomial formula, as shown below:

P = [ n! / ( n1! * n2! * ... nk! ) ] * ( p1n1 * p2n2 * . . . * pknk )

P = [ 4! / ( 0! * 2! * 2! ) ] * [ (0.2)0 * (0.3)2 * (0.5)2 ]

P = 0.135

Thus, if we draw 4 marbles with replacement§ from the bowl, the

probability of drawing 0 red marbles, 2 green marbles, and 2 blue
marbles is 0.135.

Hypergeometric Distribution
The probability distribution of a hypergeometric random variable is
called a hypergeometric distribution. This lesson describes how
hypergeometric random variables, hypergeometric experiments,
hypergeometric probability, and the hypergeometric distribution are all
related.

Notation
The following notation is helpful, when we talk about hypergeometric
distributions and hypergeometric probability.

 N: The number of items in the population§.

 k: The number of items in the population that are classified as
successes.
 n: The number of items in the sample§.
 x: The number of items in the sample that are classified as
successes.
 kCx: The number of combinations§ of k things, taken x at a time.
 h(x; N, n, k): hypergeometric probability - the probability that
an n-trial hypergeometric experiment results in exactly x successes,
when the population consists of N items, k of which are classified as
successes.

Hypergeometric Experiments
A hypergeometric experiment is a statistical experiment§ that has the
following properties:

 A sample§ of size n is randomly selected without replacement§ from a

population§ of N items.
 In the population, k items can be classified as successes, and N
- k items can be classified as failures.

Consider the following statistical experiment. You have an urn of 10

marbles - 5 red and 5 green. You randomly select 2 marbles without
replacement and count the number of red marbles you have selected. This
would be a hypergeometric experiment.

Note that it would not be a binomial experiment§. A binomial experiment

requires that the probability of success be constant on every trial.
With the above experiment, the probability of a success changes on every
trial. In the beginning, the probability of selecting a red marble is
5/10. If you select a red marble on the first trial, the probability of
selecting a red marble on the second trial is 4/9. And if you select a
green marble on the first trial, the probability of selecting a red
marble on the second trial is 5/9.

Note further that if you selected the marbles with replacement, the
probability of success would not change. It would be 5/10 on every
trial. Then, this would be a binomial experiment.

Hypergeometric Distribution
A hypergeometric random variable is the number of successes that result
from a hypergeometric experiment. The probability distribution§ of a
hypergeometric random variable is called a hypergeometric distribution.

Given x, N, n, and k, we can compute the hypergeometric probability

based on the following formula:

Hypergeometric Formula.. Suppose a population consists of N items, k of

which are successes. And a random sample drawn from that population
consists of n items, x of which are successes. Then the hypergeometric
probability is:

h(x; N, n, k) = [ kCx ] [ C
N-k n-x ] / [ NCn ]

The hypergeometric distribution has the following properties:

 The mean of the distribution is equal to n * k / N .

 The variance§ is n * k * ( N - k ) * ( N - n ) / [ N2 * ( N - 1 ) ]
.

Example 1

Suppose we randomly select 5 cards without replacement from an ordinary

deck of playing cards. What is the probability of getting exactly 2 red
cards (i.e., hearts or diamonds)?

Solution: This is a hypergeometric experiment in which we know the

following:

 N = 52; since there are 52 cards in a deck.

 k = 26; since there are 26 red cards in a deck.
 n = 5; since we randomly select 5 cards from the deck.
 x = 2; since 2 of the cards we select are red.
We plug these values into the hypergeometric formula as follows:

h(x; N, n, k) = [ kCx ] [ C
N-k n-x ] / [ NCn ]

h(2; 52, 5, 26) = [ C ] [

26 2 26 3C ] / [ C ]
52 5

h(2; 52, 5, 26) = [ 325 ] [ 2600 ] / [ 2,598,960 ]

h(2; 52, 5, 26) = 0.32513

Thus, the probability of randomly selecting 2 red cards is 0.32513.

Hypergeometric Calculator
As you surely noticed, the hypergeometric formula requires many time-
consuming computations. The Stat Trek Hypergeometric Calculator can do
this work for you - quickly, easily, and error-free. Use the
Hypergeometric Calculator to compute hypergeometric probabilities and
cumulative hypergeometric probabilities. The calculator is free. It can
found in the Stat Trek main menu under the Stat Tools tab. Or you can
tap the button below.

Hypergeometric Calculator§

Cumulative Hypergeometric Probability

A cumulative hypergeometric probability refers to the probability that
the hypergeometric random variable is greater than or equal to some
specified lower limit and less than or equal to some specified upper
limit.

For example, suppose we randomly select five cards from an ordinary deck
of playing cards. We might be interested in the cumulative
hypergeometric probability of obtaining 2 or fewer hearts. This would be
the probability of obtaining 0 hearts plus the probability of obtaining
1 heart plus the probability of obtaining 2 hearts, as shown in the
example below.

Example 1

Suppose we select 5 cards from an ordinary deck of playing cards. What

is the probability of obtaining 2 or fewer hearts?

Solution: This is a hypergeometric experiment in which we know the

following:

 N = 52; since there are 52 cards in a deck.

 k = 13; since there are 13 hearts in a deck.
 n = 5; since we randomly select 5 cards from the deck.
 x = 0 to 2; since our selection includes 0, 1, or 2 hearts.

We plug these values into the hypergeometric formula as follows:

h(x < x; N, n, k) = h(x < 2; 52, 5, 13)

h(x < 2; 52, 5, 13) = h(x = 0; 52, 5, 13) + h(x = 1; 52, 5, 13) + h(x =
2; 52, 5, 13)

h(x < 2; 52, 5, 13) = [ (13C0) (39C5) / (52C5) ] + [ (13C1) (39C4) / (52C5) ] +
[ (13C2) (39C3) / (52C5) ]

h(x < 2; 52, 5, 13) = [ (1)(575,757)/(2,598,960) ] + [

(13)(82,251)/(2,598,960) ] + [ (78)(9139)/(2,598,960) ]

h(x < 2; 52, 5, 13) = [ 0.2215 ] + [ 0.4114 ] + [ 0.2743 ]

h(x < 2; 52, 5, 13) = 0.9072

Thus, the probability of randomly selecting at most 2 hearts is 0.9072.

Binomial Probability Distribution

To understand binomial distributions and binomial probability, it helps
to understand binomial experiments and some associated notation; so we
cover those topics first.

Binomial Experiment
A binomial experiment 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.)
 n!: The factorial§ of n (also known as n factorial).
 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.

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 Probabilit

 y
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 ) ].

Binomial Formula and 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

binomial 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

or
b(x; n, P) = { n! / [ x! (n - x)! ] } * Px * (1 - P)n - x

Example 1

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).

For example, we might be interested in the cumulative binomial

probability of obtaining 45 or fewer heads in 100 tosses of a coin (see
Example 1 below). This would be the sum of all these individual binomial
probabilities.

b(x < 45; 100, 0.5) =

b(x = 0; 100, 0.5) + b(x = 1; 100, 0.5) + ... + b(x = 44; 100, 0.5) +
b(x = 45; 100, 0.5)

Binomial Calculator
As you may have noticed, the binomial formula requires many time-
consuming computations. The Binomial Calculator can do this work for you
- quickly, easily, and error-free. Use the Binomial Calculator to
compute binomial probabilities and cumulative binomial probabilities.
The calculator is free. It can found in the Stat Trek main menu under
the Stat Tools tab. Or you can tap the button below.

Binomial Calculator§

Example 2

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

Example 3
 The probability that a student is accepted to a prestigious college is
0.3. If 5 students from the same school apply, what is the probability
that at most 2 are accepted?

Solution: To solve this problem, we compute 3 individual probabilities,

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

b(x < 2; 5, 0.3) = b(x = 0; 5, 0.3) + b(x = 1; 5, 0.3) + b(x = 2; 5,

0.3)
b(x < 2; 5, 0.3) = 0.1681 + 0.3601 + 0.3087
b(x < 2; 5, 0.3) = 0.8369

Example 4

What is the probability that the world series will last 4 games? 5
games? 6 games? 7 games? Assume that the teams are evenly matched.

Solution: This is a very tricky application of the binomial

distribution. If you can follow the logic of this solution, you have a
good understanding of the material covered in the tutorial, to this
point.

In the world series, there are two baseball teams. The series ends when
the winning team wins 4 games. Therefore, we define a success as a win
by the team that ultimately becomes the world series champion.

For the purpose of this analysis, we assume that the teams are evenly
matched. Therefore, the probability that a particular team wins a
particular game is 0.5.

Let's look first at the simplest case. What is the probability that the
series lasts only 4 games. This can occur if one team wins the first 4
games. The probability of the National League team winning 4 games in a
row is:

b(4; 4, 0.5) = 4C4 * (0.5)4 * (0.5)0 = 0.0625

Similarly, when we compute the probability of the American League team

winning 4 games in a row, we find that it is also 0.0625. Therefore,
probability that the series ends in four games would be 0.0625 + 0.0625
= 0.125; since the series would end if either the American or National
League team won 4 games in a row.

Now let's tackle the question of finding probability that the world
series ends in 5 games. The trick in finding this solution is to
recognize that the series can only end in 5 games, if one team has won 3
out of the first 4 games. So let's first find the probability that the
American League team wins exactly 3 of the first 4 games.

b(3; 4, 0.5) = 4C3 * (0.5)3 * (0.5)1 = 0.25

Okay, here comes some more tricky stuff, so listen up. Given that the
American League team has won 3 of the first 4 games, the American League
team has a 50/50 chance of winning the fifth game to end the series.
Therefore, the probability of the American League team winning the
series in 5 games is 0.25 * 0.50 = 0.125. Since the National League team
could also win the series in 5 games, the probability that the series
ends in 5 games would be 0.125 + 0.125 = 0.25.

The rest of the problem would be solved in the same way. You should find
that the probability of the series ending in 6 games is 0.3125; and the
probability of the series ending in 7 games is also 0.3125.

Poisson Distribution
A Poisson distribution is the probability distribution that results from
a Poisson experiment.

Attributes of a Poisson Experiment

A Poisson experiment is a statistical experiment§ that has the following
properties:

 The experiment results in outcomes that can be classified as

successes or failures.
 The average number of successes (μ) that occurs in a specified
region is known.
 The probability that a success will occur is proportional to the
size of the region.
 The probability that a success will occur in an extremely small
region is virtually zero.

Note that the specified region could take many forms. For instance, it
could be a length, an area, a volume, a period of time, etc.

Notation
The following notation is helpful, when we talk about the Poisson
distribution.
  e: A constant equal to approximately 2.71828. (Actually, e is the
base of the natural logarithm system.)
 μ: The mean number of successes that occur in a specified region.
 x: The actual number of successes that occur in a specified
region.
 P(x; μ): The Poisson probability that exactly x successes occur
in a Poisson experiment, when the mean number of successes is μ.

Poisson Distribution
A Poisson random variable is the number of successes that result from a
Poisson experiment. The probability distribution§ of a Poisson random
variable is called a Poisson distribution.

Given the mean number of successes (μ) that occur in a specified

region, we can compute the Poisson probability based on the following
formula:

Poisson Formula. Suppose we conduct a Poisson experiment, in which the

average number of successes within a given region is μ. Then, the
Poisson probability is:

P(x; μ) = (e-μ) (μx) / x!

where x is the actual number of successes that result from the

experiment, and e is approximately equal to 2.71828.

The Poisson distribution has the following properties:

 The mean of the distribution is equal to μ .

 The variance§ is also equal to μ .

Poisson Distribution Example

The average number of homes sold by the Acme Realty company is 2 homes
per day. What is the probability that exactly 3 homes will be sold
tomorrow?

Solution: This is a Poisson experiment in which we know the following:

 μ = 2; since 2 homes are sold per day, on average.

  x = 3; since we want to find the likelihood that 3 homes will be
sold tomorrow.
 e = 2.71828; since e is a constant equal to approximately 2.71828.

We plug these values into the Poisson formula as follows:

P(x; μ) = (e-μ) (μx) / x!

P(3; 2) = (2.71828-2) (23) / 3!

P(3; 2) = (0.13534) (8) / 6

P(3; 2) = 0.180

Thus, the probability of selling 3 homes tomorrow is 0.180 .

Poisson Calculator
Clearly, the Poisson formula requires many time-consuming computations.
The Stat Trek Poisson Calculator can do this work for you - quickly,
easily, and error-free. Use the Poisson Calculator to compute Poisson
probabilities and cumulative Poisson probabilities. It can found in the
Stat Trek main menu under the Stat Tools tab. Or you can tap the button
below.

Poisson Calculator§

Cumulative Poisson Probability

A cumulative Poisson probability refers to the probability that the
Poisson random variable is greater than some specified lower limit and
less than some specified upper limit.

Cumulative Poisson Example

Suppose the average number of lions seen on a 1-day safari is 5. What

is the probability that tourists will see fewer than four lions on the
next 1-day safari?

Solution: This is a Poisson experiment in which we know the following:

 μ = 5; since 5 lions are seen per safari, on average.

 x = 0, 1, 2, or 3; since we want to find the likelihood that
tourists will see fewer than 4 lions; that is, we want the
 probability that they will see 0, 1, 2, or 3 lions.
 e = 2.71828; since e is a constant equal to approximately 2.71828.

To solve this problem, we need to find the probability that tourists

will see 0, 1, 2, or 3 lions. Thus, we need to calculate the sum of four
probabilities: P(0; 5) + P(1; 5) + P(2; 5) + P(3; 5). To compute this
sum, we use the Poisson formula:

P(x < 3, 5) = P(0; 5) + P(1; 5) + P(2; 5) + P(3; 5)

P(x < 3, 5) = [ (e-5)(50) / 0! ] + [ (e-5)(51) / 1! ] + [ (e-5)(52) / 2! ]

+ [ (e-5)(53) / 3! ]

P(x < 3, 5) = [ (0.006738)(1) / 1 ] + [ (0.006738)(5) / 1 ] +

[ (0.006738)(25) / 2 ] + [ (0.006738)(125) / 6 ]

P(x < 3, 5) = [ 0.0067 ] + [ 0.03369 ] + [ 0.084224 ] + [ 0.140375 ]

P(x < 3, 5) = 0.2650

Thus, the probability of seeing at no more than 3 lions is 0.2650.

Geometric Distribution: Definition &

Example
Statistics Definitions§ >

What is a Geometric Distribution?

The geometric distribution represents the number of failures before you
get a success in a series of Bernoulli trials§. This discrete probability
distribution§ is represented by the probability density function§:

f(x) = (1 − p)x − 1p

For example, you ask people outside a polling station who they voted for
until you find someone that voted for the independent candidate in a
local election. The geometric distribution would represent the number of
people who you had to poll before you found someone who voted
independent. You would need to get a certain number of failures before
you got your first success.

If you had to ask 3 people, then X=3; if you had to ask 4 people, then
X=4 and so on. In other words, there would be X-1 failures before you
get your success.

If X=n, it means you succeeded on the nth try and failed for n-1 tries.
The probability§of failing on your first try is 1-p. For example, if p =
0.2 then your probability of success is .2 and your probability of
failure is 1 – 0.2 = 0.8. Independence (i.e. that the outcome of one
trial does not affect the next) means that you can multiply the
probabilities together. So the probability of failing on your second try
is (1-p)(1-p) and your probability of failing on the nth-1 tries is (1-
p)n-1. If you succeeded on your 4th try, n = 4, n – 1 = 3, so the
probability of failing up to that point is (1-p)(1-p)(1-p) = (1-p)3.

Example
Sample question: If your probability of success is 0.2, what is the
probability you meet an independent voter on your third try?
Inserting 0.2 as p and with X = 3, the probability density function
becomes:
f(x) = (1 − p)x − 1*p
P(X=3) = (1 − 0.2)3 − 1(0.2)
P(X=3) = (0.8)2*0.2 = 0.128.