Elio Saade
Note

Binomial Distribution

Topics: Probability

Definition

The Binomial Distribution is a discrete probability distribution with parameters nn and kk. It consists of a sequence of nn independent trials, where each trial has 2 outcomes: success, with probability pp, and failure, with probability 1−p1-p.
Each trial is called a Bernoulli Trial.

Probability Mass Function

The probability of getting exactly kk successes in nn independent trials is given by the probability mass function (discrete probability distribution function):
f(k,n,p)=Pr(X=k)=(nk)pk(1−p)n−kf(k,n,p)=Pr(X=k)=\begin{pmatrix} n \\ k \end{pmatrix}p^k(1-p)^{n-k}
where (nk)=n!k!(n−k)!\begin{pmatrix} n \\ k \end{pmatrix}=\frac{n!}{k!(n-k)!} is the binomial coefficient.

Cumulative Distribution Function

The Cumulative Distribution Function is expressed as:
F(k,n,p)=Pr(X≤k)=∑i=0⌊k⌋(ni)pi(1−p)iF(k,n,p)=Pr(X\leq k)=\sum_{i=0}^{\lfloor k \rfloor} \begin{pmatrix}n \\ i \end{pmatrix} p^i (1-p)^i
where ⌊k⌋\lfloor k \rfloor is the floor under kk, that it, the greatest integer less than or equal to kk.

Special Cases

  • The Binomial Distribution is a special case of the Multinomial Distribution
  • The Bernoulli Distribution is a special case of the Binomial Distribution where n=1n=1

References

  1. https://en.wikipedia.org/wiki/Binomial_distribution

Connections

Direct relationships to this note.