Probability & Statistics,

Binomial Distribution,
RL 2.2.2
BITS Pilani Dr. Mayank Goel
Department of Mathematics
K K Birla Goa Campus

BITS Pilani, K K Birla Goa Campus

Recorded Lecture – 2.2.2

Binomial Distribution:

• Bernoulli Distribution (Point Binomial Distribution).

• Binomial Distribution.

• Probability Mass Function.

• Examples.

Probability & Statistics (MATH F113) BITS Pilani, K K Birla Goa Campus
Definition

Bernoulli distribution is named after Swiss scientist Jacob

Bernoulli.

Bernoulli distribution is constructed from a single Bernoulli

trial.

A trial is a Bernoulli trial if it have only two possible

outcomes- success and failure.
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Probability & Statistics (MATH F113) BITS Pilani, K K Birla Goa Campus
pfd

Formally, if X  0 represent the failure and X  1 represent

the success, then X is said to follow Bernoulli distribution
with parameter p (or with the probability of success p) iff
its pdf is given by
f ( x)  p x (1  p)1 x , x  0,1.

Obviously,

mean, E ( X )  p

and var( X )  p(1  p).

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Probability & Statistics (MATH F113) BITS Pilani, K K Birla Goa Campus
Examples

Quick example for Bernoulli distribution is treating head as

success in single toss of a unbiased/biased coin.

Here,
X (T )  0, X ( H )  1.

And p  0.5 in case of unbiased coin.

Probability & Statistics (MATH F113) BITS Pilani, K K Birla Goa Campus
Example

In a single throw of a dice, if the outcome “6” is called a

success and any other outcome is called a failure, then
the random variable X defined as

X (6)  1 and X (1 or 2 or 3 or 4 or 5)  0

1
Follows Bernoulli distribution with parameter p .
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Probability & Statistics (MATH F113) BITS Pilani, K K Birla Goa Campus
Binomial Distribution

Probability & Statistics (MATH F113) BITS Pilani, K K Birla Goa Campus
Definition

The experiment consists of a n independent identical

Bernoulli trials.

Random variable X is defined as the total number of success

out of n trials.

Probability & Statistics (MATH F113) BITS Pilani, K K Birla Goa Campus
pmf

So the random variable X can take the values

x  0,1, 2, ,n

And
f (0)  P( X  0)  P(no success)
 (1  p)(1  p) (1  p)  (1  p)n
n times

f (1)  P(one success out of n trials)

 nC1 p(1  p) n 1
f (2)  P( two success out of n trial)= nC2 p 2 (1  p ) n  2
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Probability & Statistics (MATH F113) BITS Pilani, K K Birla Goa Campus
pmf

And so on, for any x

f ( x)  nCx p x (1  p ) n  x , x  0,1, 2, ,n

A discrete random variable X is said to follow Binomial

Distribution with parameter n and p (or in short X B(n, p) )
if and only if its pmf is give by

f ( x)  nCx p x (1  p ) n  x , x  0,1, 2, , n.

Note: for n=1 Binomial distribution is exactly same as

Bernoulli distribution.
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Probability & Statistics (MATH F113) BITS Pilani, K K Birla Goa Campus
Mean and Variance
n
E( X )  
x 0
x nCx p x (1  p) n  x

n
n!
 p x (1  p)n  x
x 1 ( x  1)!( n  x )!

choose, y  x 1

n 1
n!
 p y 1 (1  p) n  y 1
y  o ( y )!( n  y  1)!

n 1
(n  1)!
 np  p (1  p ) n 1 y  np
y 0 y !(n  1  y )!
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Probability & Statistics (MATH F113) BITS Pilani, K K Birla Goa Campus
Variance
n
E( X 2 )  
x 0
x 2 nCx p x (1  p) n  x

n
n!
 x p x (1  p)n  x
x 1 ( x  1)!( n  x)!

choose, y  x 1
n 1
n!
  ( y  1) p y 1 (1  p ) n  y 1
y 0 ( y )!(n  y  1)!
n 1
(n  1)!
 np  y p y (1  p) n 1 y
y 0 y !(n  1  y )!
n 1
n!
 p y 1 (1  p) n 1 y
y 0 y !(n  1  y )! 12

Probability & Statistics (MATH F113) BITS Pilani, K K Birla Goa Campus
Variance

E ( X 2 )  n(n  1) p 2  np

var( X )  E ( X 2 )  [ E ( X )]2  np(1  p)

 npq

Where q =1-p is the probability of failure.

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Probability & Statistics (MATH F113) BITS Pilani, K K Birla Goa Campus
mgf

Using simple algebra, we can calculate mgf of X B(n, p)

mX (t )  E (e Xt )
 ( pet  q ) n .
For any distribution the moment generating function is
unique.

We can identify the any standard distribution by its mgf.

For example if X is random variable having mgf
(0.2et  0.8)10 then
X B(10, 0.2) 14

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Probability & Statistics (MATH F113) BITS Pilani, K K Birla Goa Campus