Negative Binomial Distribution Flashcards
What is the variance of a negative binomial distribution?
r(1-p)/p^2
Where r is the number of successes and p is the probability of success.
What is the expected value of a negative binomial distribution?
r/p
where r is the number of successes and p is the probability of success.
What is the PMF of the negative binomial random variable in terms of non-interesting events (Y)?
P(Y=y) = ((r+y-1)C(y)) p^r (1-p)^y
Where y is the number of non-interesting events, p is the probability of success and r is the number of successes.
What is the PMF of the negative binomial distribution with respect to number of trials?
P(X=n) = ((n-1)C(r-1)) p^r (1-p)^n-r
Where p is the probability of success, n is the number if trials and r is the number of successes.
Repeatedly roll a fair die until the outcome 3 has occurred for the 4th time. Let X be the number of times needed in order to achieve the goal. Find E(x) and Var(x).
E(x) = 24 Var(x) = 119.79
Repeatedly roll a fair die until the outcome 3 has occurred for the 4th time. Let X be the number of times needed in order to achieve the goal. Find E(x) and Var(x).
What type of distribution is needed to solve this problem?
Consider a 52-card deck. Repeatedly draw a card with replacement and record it’s face value. Let X be the number of trials needed to get 3 kings.
What type of distribution is needed to solve this question and what is the PMF?
Negative Binomial
P(X=n) = ((n-1)C(r-1)) p^r (1-p)^(n-r)
Consider a 52-card deck. Repeatedly draw a card with replacement and record it’s face value. Let X be the number of trials needed to get 3 kings.
What is the probability that X=39?
.0179
What is the moment generating function of the negative binomial distribution?
(p/(1-qe^t))^r