Binomial distribution

A binomial experiment has four properties:

1) it consists of a sequence of n identical trials;
2) two outcomes, success or failure, are possible on each trial;
3) the probability of success on any trial, denoted p, does not
change from trial to trial;
4) the trials are independent.
Let us conduct a binomial experiment with n trials, a probability
p of success and let X be a random variable giving the number
of successes in the binomial experiment. Then X is a discrete
random variable with the range {0, 1, 2, ..., n} and the
probability function

p(i ) = Cni p i (1 − p )
n −i

We say that X has a binomial distribution.

 Binomial distribution with n=10, p=0.5

0,3

0,25

0,2

0,15 p(x)

0,1

0,05

0
0 2 4 6 8 10 12
 Binomial distribution with n=10, p=0.25

0,3

0,25

0,2

0,15 p(x)

0,1

0,05

0
0 2 4 6 8 10 12
Expectancy and variance of a binomial distribution

For a random variable X with a binomial distribution Bi(n,p) we

have

E ( X ) = pn

D( X ) = np(1 − p )
 i n! n (n − 1)!
Using the identity iCni = = = nCni −−11
i !(n − i )! (i − 1)!(n − i )!

we can calculate

n n n
E ( X ) = ∑ iC p q i
n
i n −i
=∑ iC p q i
n
i n −i
=∑ nCni −−11 p i q n −i =
i =0 i =1 i =1

n n −1
= p ∑ nCni −−11 p i −1q n −i = pn∑ Cni −1 p i q n −i = pn( p + q )
n −1
= pn
i =1 i =0

The same identity can be used to calculate D(X)

E ( X 2 ) = ∑ i 2Cni p i q n −i =np ∑ iCni −−11 p i −1q n −i =
n n

i =0 i =1

 n i −1 i −1 n −i n 
= np ∑ Cn −1 p q + ∑ (i − 1)Cni −−11 p i −1q n −i  =
 i =1 i =1 

 n −1 i i n −i n
i − 2 i − 2 n −i 
= np ∑ Cn −1 p q + (n − 1) p ∑ Cn − 2 p q  =
 i =0 i =2 
n−2
 
= np ( p + q ) + (n − 1) p ∑ Cni − 2 p i q n −i − 2  =
n −1

 i =0 
{
= np 1 + (n − 1) p( p + q )
n−2
}= np{1 + (n − 1) p} =
= np(1 − p + np ) = npq + (np )
2

D( X ) = E (X 2 ) − [E ( X )] ⇒ D( X ) = npq
2
Poisson distribution
Poisson distribution is defined for a discrete random variable X
with a range {0, 1, 2, 3, ... } denoting the number of occurren-
ces of an event A during a time interval (T1 ,T2 ) if the following
conditions are fulfilled:
1) given any two occurrences A1 and A2, we have

P( A2 | A1 ) = P( A2 )

2) the probability of A occurring during an interval (t1 ,t2 )

with T1 ≤ t1 < t 2 ≤ T2 equals to c(t2 − t1 ) where c is fixed

3) denoting by P12 the probability that E occurs at least

twice between t1 and t2, we have
P12
lim =0
t1 →t 2 t − t
2 1
The Poisson distribution Po(λ) is given by the probability
function

λ x
p( x ) = e −λ

x!

∞
λ x
 λ λ2
λ3

∑e
x =0
−λ

x!
= e − λ 1 + + + + L  = e − λ e λ = 1
 1! 2! 3! 
 Poisson law with E(X) = 5

0,2

0,15
0,1 p(x)
0,05
0
0 5 10 15
The expectancy and variance of a random variable X with Poisson
distribution are given by the following formulas

E( X ) = λ

D( X ) = λ
 ∞
λx ∞
λx ∞
λx −1 ∞
λx
E( X ) = ∑ e −λ
x =∑ e −λ
x =e λ ∑
−λ
== e λ ∑
−λ
=λ
x =0 x! x =1 x! x =1 ( x − 1)! x =0 x!

∞
λ ∞
λ ∞
λx −1
E (X 2 ) = ∑ e
x x
−λ
x 2 =∑ e −λ
x 2 =e −λ λ ∑ x=
x =0 x! x =1 x! x =1 ( x − 1)!

∞
λx  ∞
λ ∞
λ 
( x + 1) = e −λ λ  ∑ x + ∑  = e −λ λ (eλ λ + e λ ) =
x x
= e −λ λ ∑
x =0 x!  x =0 x! x = 0 x! 

= λ2 − λ

D( X ) = E (X 2 ) − [E ( X )] = λ2 + λ − λ2 = λ
2
Relationship between Bi(n,p) and Po(λ)

For large n, we can write

Bi (n, p ) ≈ Po (np )
 Comparing Bi(20,0.25) with Po(5)

0,25
0,2
0,15 Poisson
0,1 Binomial
0,05
0
0

12

15

18
Normal distribution law

A continuous random variable X has a normal distribution law

with E(X) = µ and D(X) = σ if its probability density is given
by the formula

− ( x − µ )2
1
f (x) = e 2σ 2
2π σ
Standardized normal distribution

A continuous random variable X has a standardized normal

distribution if it has a normal distribution with E(X) = 0 and
D(X) = 1 so that its probability density is given by the formula

− x2
1
f (x) = e 2
2π
Standardized normal distribution law (Gaussian curve)
There are several different ways of obtaining a random variable X
with a normal distribution law.

For large n, binomial and Poisson distributions asymptotically

approximate normal distribution law

If an activity is undertaken with the aim to achieve a value µ, but

a large number of independent factors are influencing the
performance of the activity, the random variable describing the
outcome of the activity will have a normal distribution with the
expectancy µ.

Of all the random variables with a given expectancy µ and

variance σ2, a random variable with the normal distribution
N(µ,σ2) has the largest entropy.