ytChapter 5: Special Probability Distributions

Section 5: The Negative Binomial Distribution and Geometric

Distributions
Set up the probability that on the 7
th
roll of a die that the 3
rd
6 is rolled.







More generally, we are interested in the probability that the kth success will
occur on the xth trial.
First, find the probability that k1 successes will occur in x 1 trials.

( ) ( )
( )
( ) ( )
k x
k
k x
k
k
x
x k b
k
x
x k b

|
|
.
|

\
|

|
|
.
|

\
|

=
u u u
u u u
1
1
1
, 1 ; 1
1
1
1
, 1 ; 1
1
1 1
1

Next, multiply the result by the probability of success occurring on the xth
(next) trial.
( ) ( )
( ) ( )
k x
k
k x
k
k
x
k x b
k
x
k x b

|
|
.
|

\
|

|
|
.
|

\
|

=
u u u
u u u u
1
1
1
, ; *
1
1
1
, ; *
1


Definition 5.4. A random variable X has a negative binomial
distribution and it is referred to as a negative binomial random variable
if and only if
( ) ( )
k x
k
k
x
k x b

|
|
.
|

\
|

= u u u 1
1
1
, ; *

for x = k, k + 1, k + 2, . . .

The probability of winning a game of chance is 0.32.

What is the probability of losing the game for the 7
th
time on the 9
th
time
that the game is played?

( ) ( )
k x
k
k
x
k x b

|
|
.
|

\
|

= u u u 1
1
1
, ; *

Success: Losing a game
Failure: Winning a game
u = P(losing a game) = 1 0.32 = 0.68




Theorem 5.5

( ) ( ) u u , , , , * x k b
x
k
k x b =

















Theorem 5.6. The mean and variance of the negative binomial
distribution are


|
.
|

\
|
= = 1
1
2
u u
o
u

k
and
k


One important value of k that is of interest is when k = 1. What is the
probability the first success is on the kth trial.

( ) ( )
( ) ( )
( ) ( )
1
1
1
1
1 , 1 , *
1
0
1
, 1 , *
1
1 1
1
, 1 , *

|
|
.
|

\
|

=

|
|
.
|

\
|

=
x
x
x
x b
x
x b
x
x b
u u u
u u u
u u u


Definition 5.5. A random variable X has a geometric distribution and it
is referred to as a geometric random variable if and only if its probability
distribution is given by

g(x; ) = (1 )
x 1

for x = 1, 2, 3, . . .


The probability of winning a game of chance is 0.20. Find the probability
that the first game is won on the 7
th
attempt.