Binomial Distribution

SOME CHARACTERISTICS - PART 2

BY DR. GARGI TYAGI

 Binomial Distribution

A discrete random variable 𝑋 is said to follow binomial distribution with parameters 𝑛

and 𝑝, if its probability mass function is given by
𝑛 𝑥 𝑛−𝑥
𝑝 𝑥 =𝑃 𝑋=𝑥 = 𝑝 𝑞 , 𝑞 = 1 − 𝑝, 𝑥 = 0,1,2, … 𝑛
𝑥
where
𝑛 = The number of trials in an experiment
𝑝 = The probability of success in each trial
𝑋 = The number of successes in 𝑛 trials
𝑃[𝑋 = 𝑥] gives the probability of 𝑥 successes in 𝑛 trials.

BY DR. GARGI TYAGI

 Binomial Distribution

Conditions of a Binomial Experiment

A binomial experiment must satisfy the following four conditions.
1. There are a finite number of trials.
2. The trials are independent.
3. Each trial has only two possible outcomes (say, success or failure).
4. The probabilities of success remain constant in each trial.

BY DR. GARGI TYAGI

In Previous Lecture
• Skewness and Kurtosis
𝑿 ∼ 𝑩 𝒏, 𝒑
1−2𝑝
• Mean = 𝑛𝑝, Variance= 𝑛𝑝𝑞, • 𝛾1 =
𝑛𝑝𝑞
• Mean > Variance • 𝑝 = 0.5, 𝛾1 = 0 symmetric
• Moments • 𝑝 < 0.5, 𝛾1 > 0 positively skewed
• 𝜇2 = 𝑛𝑝𝑞 where 𝑞 = 1 − 𝑝 • 𝑝 > 0.5, 𝛾1 < 0, negatively skewed
• 𝜇3 = 𝑛𝑝𝑞 𝑞 − 𝑝 1−6𝑝𝑞
• 𝛾2 =
𝑛𝑝𝑞
• 𝜇4 = 𝑛𝑝𝑞 𝑞 + 3 𝑛 − 2 𝑝𝑞
1
• Recurrence relation for the moments • 𝑝𝑞 = , 𝛾2 = 0 ⇒ 𝑀𝑒𝑠𝑜𝑘𝑢𝑟𝑡𝑖𝑐
6
𝑑𝜇𝑟 1
• 𝜇𝑟+1 = 𝑝𝑞 𝑛𝑟𝜇𝑟−1 + • 𝑝𝑞 > , 𝛾2 < 0 ⇒ 𝑃𝑙𝑎𝑡𝑦𝑘𝑢𝑟𝑡𝑖𝑐
𝑑𝑝 6
1
• 𝑝𝑞 < , 𝛾2 > 0 ⇒ 𝐿𝑎𝑝𝑡𝑜𝑘𝑢𝑟𝑡𝑖𝑐
6

BY DR. GARGI TYAGI

In this Lecture…
Binomial Distribution
• Moment Generating Function
• Additive Property
• Characteristic Function
• Cumulants
• Recurrence Relation for Cumulants

BY DR. GARGI TYAGI

Moment Generating Function

BY DR. GARGI TYAGI

 Binomial Distribution
Moment Generating Function

Let 𝑋 ∼ 𝐵(𝑛, 𝑝)
𝑛 𝑥 𝑛−𝑥
𝑝 𝑥 =𝑃 𝑋=𝑥 = 𝑝 𝑞 , 𝑞 = 1 − 𝑝, 𝑥 = 0,1,2, … 𝑛.
𝑥
𝑴𝑿 𝒕 = 𝑬 𝒆𝒕𝑿

BY DR. GARGI TYAGI

 Binomial Distribution
Moment Generating Function

Find raw moments about origin from M.G.F.

𝑴𝑿 𝒕 = 𝑬 𝒆𝒕𝑿 = 𝒒 + 𝒑𝒆𝒕 𝒏

BY DR. GARGI TYAGI

Binomial Distribution
Moment Generating Function

BY DR. GARGI TYAGI

 Binomial Distribution
Moment Generating Function

Find central moments about origin from M.G.F.

𝑴𝑿 𝒕 = 𝑬 𝒆𝒕𝑿 = 𝒒 + 𝒑𝒆𝒕 𝒏

𝑴𝑿−𝒏𝒑 𝒕 =

BY DR. GARGI TYAGI

 Binomial Distribution
Moment Generating Function

Find central moments from M.G.F.

𝑴𝑿−𝒏𝒑 𝒕 = 𝒒𝒆−𝒑𝒕 + 𝒑𝒆𝒒𝒕 𝒏

𝑛
𝑝2 𝑡 2 𝑝3 𝑡 3 𝑞2 𝑡 2 𝑞3 𝑡 3
𝑀𝑋−𝑛𝑝 𝑡 = 𝑞 1 − 𝑝𝑡 + − + ⋯ + 𝑝 1 + 𝑞𝑡 + + +⋯
2! 3! 2! 3!

BY DR. GARGI TYAGI

 Binomial Distribution
Moment Generating Function

Find central moments from M.G.F.

BY DR. GARGI TYAGI

 Binomial Distribution
Moment Generating Function
An Application of M.G.F. in finding distribution of number of failures.
𝑋 ∼ 𝐵(𝑛, 𝑝)
What is the distribution of 𝑛 − 𝑋?
𝑀𝑋 𝑡 = 𝐸 𝑒 𝑡𝑋 = 𝑞 + 𝑝𝑒 𝑡 𝑛

Uniqueness Theorem of Moment Generating Function: The m.g.f. of a distribution, if exists, uniquely determines
the distribution. That is, 𝑀𝑋 𝑡 = 𝑀𝑌 𝑡 ⇒ 𝑋 𝑎𝑛𝑑 𝑌 are identically distributed.
BY DR. GARGI TYAGI
Additive Property of the Distribution

BY DR. GARGI TYAGI

 Binomial Distribution
Additive Property of the Distribution

Let 𝑋1 ∼ 𝐵(𝑛1 , 𝑝2 ) and 𝑋2 ∼ 𝐵(𝑛2 , 𝑝2 ) be independent random variables.

𝑀𝑋1 𝑡 = 𝑞1 + 𝑝1 𝑒 𝑡 𝑛1 and 𝑀𝑋2 𝑡 = 𝑞2 + 𝑝2 𝑒 𝑡 𝑛2

Uniqueness Theorem of Moment Generating Function: The m.g.f. of a distribution, if exists, uniquely determines
the distribution. That is, 𝑀𝑋 𝑡 = 𝑀𝑌 𝑡 ⇒ 𝑋 𝑎𝑛𝑑 𝑌 are identically distributed.
BY DR. GARGI TYAGI
 Binomial Distribution
Additive Property of the Distribution

Let 𝑋1 ∼ 𝐵(𝑛1 , 𝑝2 ) and 𝑋2 ∼ 𝐵(𝑛2 , 𝑝2 ) be independent random variables.

𝑀𝑋1 +𝑋2 𝑡 = 𝑞1 + 𝑝1 𝑒 𝑡 𝑛1 𝑞2 + 𝑝2 𝑒 𝑡 𝑛2

Uniqueness Theorem of Moment Generating Function: The m.g.f. of a distribution, if exists, uniquely determines
the distribution. That is, 𝑀𝑋 𝑡 = 𝑀𝑌 𝑡 ⇒ 𝑋 𝑎𝑛𝑑 𝑌 are identically distributed.
BY DR. GARGI TYAGI
Characteristic Function

BY DR. GARGI TYAGI

 Binomial Distribution
Characteristic Function

Let 𝑋 ∼ 𝐵(𝑛, 𝑝)
𝑛 𝑥 𝑛−𝑥
𝑝 𝑥 =𝑃 𝑋=𝑥 = 𝑝 𝑞 , 𝑞 = 1 − 𝑝, 𝑥 = 0,1,2, … 𝑛.
𝑥

𝝓𝑿 𝒕 = 𝑬 𝒆𝒊𝒕𝑿

BY DR. GARGI TYAGI

Cumulants

BY DR. GARGI TYAGI

 Binomial Distribution
Cumulants

Let 𝑋 ∼ 𝐵(𝑛, 𝑝)
𝑛 𝑥 𝑛−𝑥
𝑝 𝑥 =𝑃 𝑋=𝑥 = 𝑝 𝑞 , 𝑞 = 1 − 𝑝, 𝑥 = 0,1,2, … 𝑛.
𝑥
𝑀𝑋 𝑡 = 𝑞 + 𝑝𝑒 𝑡 𝑛

𝑲𝑿 𝒕 = 𝐥𝐨𝐠 𝑴𝑿 𝒕 = 𝒏 𝐥𝐨𝐠(𝒒 + 𝒑𝒆𝒕 )

BY DR. GARGI TYAGI

 Binomial Distribution
Cumulants

𝑲𝑿 𝒕 = 𝐥𝐨𝐠 𝑴𝑿 𝒕 = 𝒏 𝐥𝐨𝐠(𝒒 + 𝒑𝒆𝒕 )

2 3 4
𝑡2 𝑡3 𝑝2 𝑡2 𝑡3 𝑝3 𝑡2 𝑡3 𝑝4 𝑡2 𝑡3
𝐾𝑋 𝑡 = 𝑛 𝑝 𝑡 + 2! + +⋯ − 𝑡+ + +⋯ + 𝑡 + 2! + +⋯ − 𝑡+ + +⋯ +⋯
3! 2 2! 3! 3 3! 4 2! 3!

BY DR. GARGI TYAGI

 Binomial Distribution
Cumulants

𝑲𝑿 𝒕 = 𝐥𝐨𝐠 𝑴𝑿 𝒕 = 𝒏 𝐥𝐨𝐠(𝒒 + 𝒑𝒆𝒕 )

2 3 4
𝑡2 𝑡3 𝑝2 𝑡2 𝑡3 𝑝3 𝑡2 𝑡3 𝑝4 𝑡2 𝑡3
𝐾𝑋 𝑡 = 𝑛 𝑝 𝑡 + 2! + +⋯ − 𝑡+ + +⋯ + 𝑡 + 2! + +⋯ − 𝑡+ + +⋯ +⋯
3! 2 2! 3! 3 3! 4 2! 3!

𝑡3
𝑘3 = coefficient of in 𝐾𝑋 𝑡 = 𝑛𝑝𝑞 𝑞 − 𝑝 = 𝜇3
3!

𝑡4
𝑘4 = coefficient of in 𝐾𝑋 𝑡 = 𝑛𝑝𝑞(1 − 6𝑝𝑞)
4!

𝜇4 = 𝑘4 + 𝑘22 = 𝑛𝑝𝑞 1 + 3𝑝𝑞(𝑛 − 2)

BY DR. GARGI TYAGI

Recurrence Relation for Cumulants

BY DR. GARGI TYAGI

 Binomial Distribution
Recurrence Relation for Cumulants

𝑑𝑟 𝑑𝑟
𝒓𝒕𝒉 cumulant 𝑘𝑟 = log 𝑀𝑋 𝑡 = 𝑛 log(𝑞 + 𝑝𝑒 𝑡 )
𝑑𝑡 𝑟 𝑡=0 𝑑𝑡 𝑟 𝑡=0

𝑑 𝑑 𝑑𝑟
𝑘 = 𝑛 log(𝑞 + 𝑝𝑒 𝑡 )
𝑑𝑝 𝑟 𝑑𝑝 𝑑𝑡 𝑟 𝑡=0

BY DR. GARGI TYAGI

 Binomial Distribution
Recurrence Relation for Cumulants

𝑑 𝑑 𝑑𝑟 𝑑𝑘𝑟
𝑘 = 𝑛 log(𝑞 + 𝑝𝑒 𝑡 ) 𝑘𝑟+1 = 𝑝𝑞
𝑑𝑝 𝑟 𝑑𝑝 𝑑𝑡 𝑟 𝑡=0 𝑑𝑝

BY DR. GARGI TYAGI

 Summary
𝑿 ∼ 𝑩(𝒏, 𝒑)
• Moment Generating Function: 𝑀𝑋 𝑡 = 𝐸 𝑒 𝑡𝑋 = 𝑞 + 𝑝𝑒 𝑡 𝑛

• Additive Property of Binomial Distribution

𝑖𝑡 𝑛
• Characteristic Function 𝜙𝑋 𝑡 = 𝑞 + 𝑝𝑒
• Cumulant Generating Function 𝐾𝑋 𝑡 = 𝑛 log 𝑞 + 𝑝𝑒 𝑡
• Cumulants
𝑑𝑘𝑟
• Recurrence Relation for cumulants 𝑘𝑟+1 = 𝑝𝑞
𝑑𝑝

BY DR. GARGI TYAGI

In Next Lecture

• Mode
• Recurrence relation for binomial probabilities
• Fitting of Binomial Distribution

BY DR. GARGI TYAGI

Thank You
BY DR. GARGI TYAGI