GEM2900 Understanding Uncertainty and Statistical Thinking

Notes for lecture 18

Derivation of binomial probability function:

Recall the notation

 
n
n!
=
x
x!(n x)!

for the number of ways of choosing x objects from n without regard to order.
Here i! is the product of integers up to i. Sometimes the notation n Cx is
also used.
The binomial probability function is
 
n x
P (X = x) =
p (1 p)nx
x

x = 0, ..., n.

The probability of x successes and n x failures in a particular order is

px (1 p)nx (probability p for each of the x successes, 1 p for each of the
n x failures, and multiply the probabilities because of independence). We
need to
multiply this expression by the number of ways of having x successes
(i.e. nx ) to get P (X = x).
Example: n = 3, x = 1. Consider the particular sequence of successes and
failures SF F where the notation means success on the first trial, failure on
the second and third trials. Clearly
P (SF F ) = P (S)P (F )P (F ) = p(1 p)2
illustrating our rule of probability of x successes and n x failures in a
particular order is px (1 p)nx . Now, how many ways can we have one
success in three trials? Clearly the success can be on the first trial, or the
second,
or



the third. The possibilities are SF F , 2F SF and F F S. There are
n
3
=
x
1 = 3 possibilities. Multiplying p(1 p) by 3 gives the probability
of one success.