Binomial Distribution

Chucky Chung

1
1. PMF

( )
n x
f (x) = p (1 − p)n−x , x = 0, 1, 2..., n.
x

2. Sum to 1.

∑ n ( )
∑ n
f (x) = px (1 − p)n−x = (p + (1 − p))n = 1
x∈Sx x=0
x

by binomial theorem.

3. Expected value

E[X k ]

∑
= xk f (x)
x∈Sx

∑
n ( )
n x
= x p (1 − p)n−x
k

x=0
x

∑
n ( )
n x
= x p (1 − p)n−x
k

x=1
x
(n ) (n−1)
Since x x
=n x−1
, we have:

E[X k ]

∑
n ( )
n−1 x
= x k−1
n p (n − p)1−x
x=1
x−1

2
 ∑
n ( )
n − 1 x−1
= np x k−1
p (1 − p)n−x
x=1
x−1

∑
n−1 ( )
n−1 y
= np (y + 1) k−1
p (1 − p)n−1−y
y=0
y

= npE[(Y + 1)k−1 ]

where the distribution of Y is B(n − 1, p).

Set x = 1, then E[x] = npE[1] = np

4. Variance

E[X 2 ]

= npE[(Y + 1)]

= np(E[Y ] + 1)

= np((n − 1)p + 1)

= np(np − p + 1)

Since E[x] = np, we have

V ar(X)

3
 = E[X 2 ] − E[X]2

= np(np − p + 1) − (np)2

= (np)2 − np2 + np − (np)2

= np − np2

= np(1 − p) = npq

5. MGF

M (t)

∑
= etx f (x)
x∈Sx

∑
n ( )
n x
= e p (1 − p)n−x
tx

x=0
k

n ( )
∑ n
= (pet )x (1 − p)n−x
x=0
k

= (pet + (1 − p))n by Binomial theorem.

4
Appendix A. Show the expected value and variance from factorial moment.

E[(X)r ]

∑
= f (x)(x)r
x∈Sx

n ( )
∑ n
= px (1 − p)1−x (x)r
x=0
x

n ( )
∑ n
= px (1 − p)1−x (x)r
x=r
x

∑
n
n!
= px (1 − p)n−x
x=r
(n − x)!(x − r)!

∑
n
n!
=p r
px−r (1 − p)n−x
x=r
(n − x)!(x − r)!

∑
n−r
n!
= pr py (1 − p)n−y−r
y=0
(n − y − r)!y!

∑
n−r
(n − r)!
r
= p (n)r py (1 − p)n−y−r
y=0
(n − y − r)!y!

n−r (
∑ )
n−r
r
= p (n)r py (1 − p)n−r−y = pr (n)r
y=0
y

E[X] = E[(X)1 ] = np

5
V ar[X]

= E[(X)2 ] + E[X] − E[X 2 ]

= p2 n(n − 1) + np − (np)2 = np − p2 n = np(1 − p)