How can the negative binomial distribution be derived from another more “elementary” distribution?Geometric Distribution versus Negative Binomial DistributionNegative binomial distribution - deriving of the p.m.f. combinatoriallyNegative Binomial Distribution.Elementary proof of geometric / negative binomial distribution in birth-death processesBounds-negative binomial distributionNegative binomial distribution pmf derivativeUnconditional distribution of a negative binomial with poisson meanNon integer successes in negative binomial distribution.Why are there different forms of the negative binomial distribution?Confusion about Negative binomial distribution.
Is this toilet slogan correct usage of the English language?
What should you do if you miss a job interview (deliberately)?
Recommended PCB layout understanding - ADM2572 datasheet
Temporarily disable WLAN internet access for children, but allow it for adults
Mimic lecturing on blackboard, facing audience
What exact color does ozone gas have?
Has any country ever had 2 former presidents in jail simultaneously?
Picking the different solutions to the time independent Schrodinger eqaution
How does a computer interpret real numbers?
What is going on with 'gets(stdin)' on the site coderbyte?
What does "Scientists rise up against statistical significance" mean? (Comment in Nature)
Is there an injective, monotonically increasing, strictly concave function from the reals, to the reals?
What is Cash Advance APR?
What is the evidence for the "tyranny of the majority problem" in a direct democracy context?
Is there a way to get `mathscr' with lower case letters in pdfLaTeX?
Extract more than nine arguments that occur periodically in a sentence to use in macros in order to typset
Why is the "ls" command showing permissions of files in a FAT32 partition?
Multiplicative persistence
The IT department bottlenecks progress. How should I handle this?
Does an advisor owe his/her student anything? Will an advisor keep a PhD student only out of pity?
Why Shazam when there is already Superman?
Does the Linux kernel need a file system to run?
Unexpected behavior of the procedure `Area` on the object 'Polygon'
Does IPv6 have similar concept of network mask?
How can the negative binomial distribution be derived from another more “elementary” distribution?
Geometric Distribution versus Negative Binomial DistributionNegative binomial distribution - deriving of the p.m.f. combinatoriallyNegative Binomial Distribution.Elementary proof of geometric / negative binomial distribution in birth-death processesBounds-negative binomial distributionNegative binomial distribution pmf derivativeUnconditional distribution of a negative binomial with poisson meanNon integer successes in negative binomial distribution.Why are there different forms of the negative binomial distribution?Confusion about Negative binomial distribution.
$begingroup$
I am looking at the negative binomial distribution for the case where $p$ corresponds to "success probability" and $r$ is the integer number of "failures". In this case we have $$E(X)=fracrp1−p$$ $$textVar(X)=fracrp(1−p)^2$$
I thought it might be derived from the geometric distribution but the geometric distribution is derived from the negative binomial distribution, and not the other way round?
Please explain and a source that I can use would also be great for this.
probability probability-theory probability-distributions negative-binomial
$endgroup$
add a comment |
$begingroup$
I am looking at the negative binomial distribution for the case where $p$ corresponds to "success probability" and $r$ is the integer number of "failures". In this case we have $$E(X)=fracrp1−p$$ $$textVar(X)=fracrp(1−p)^2$$
I thought it might be derived from the geometric distribution but the geometric distribution is derived from the negative binomial distribution, and not the other way round?
Please explain and a source that I can use would also be great for this.
probability probability-theory probability-distributions negative-binomial
$endgroup$
add a comment |
$begingroup$
I am looking at the negative binomial distribution for the case where $p$ corresponds to "success probability" and $r$ is the integer number of "failures". In this case we have $$E(X)=fracrp1−p$$ $$textVar(X)=fracrp(1−p)^2$$
I thought it might be derived from the geometric distribution but the geometric distribution is derived from the negative binomial distribution, and not the other way round?
Please explain and a source that I can use would also be great for this.
probability probability-theory probability-distributions negative-binomial
$endgroup$
I am looking at the negative binomial distribution for the case where $p$ corresponds to "success probability" and $r$ is the integer number of "failures". In this case we have $$E(X)=fracrp1−p$$ $$textVar(X)=fracrp(1−p)^2$$
I thought it might be derived from the geometric distribution but the geometric distribution is derived from the negative binomial distribution, and not the other way round?
Please explain and a source that I can use would also be great for this.
probability probability-theory probability-distributions negative-binomial
probability probability-theory probability-distributions negative-binomial
edited Dec 24 '16 at 15:40
Theoretical Economist
3,7702831
3,7702831
asked Dec 24 '16 at 15:34
Hiboa4Hiboa4
61
61
add a comment |
add a comment |
2 Answers
2
active
oldest
votes
$begingroup$
You look at a sequence of independent Bernoulli trials $B_i$ where $B_isim Bernoulli(1-p)$. So $B_i=1$ denotes success and $B_i=0$ denotes failure.
Let $N$ be the number of successes needed to get the first failure. So if $N=k$, ($kgeq0$) then you have $k$ successes before you get the first failure at $(k+1)$-th trial. In other words, if $N=k$ then you get to observe $(B_1=1,B_2=1,...,B_k=1,B_k+1=0)$. Then $Nsim Geometric(p)$.
Now let $N_r$ be the number of Bernoulli successes you observe before getting the $r$-th failure. Then you can see that you have to observe a random number of successes before getting the first failure, then a random number of successes before getting the second failure, and so on, till a random number of successes before getting the $r$-th failure. Each such random number of successes has $Geometric(p)$ distribution. So $N_r$ is the sum of $r$ many $Geometric(p)$ random variables. This $N_r$ has the $Negative$ $Binomial$ distribution.
So it is the other way round: the Geometric distribution gives rise to the Negative Binomial distribution.
Expectation of the Negative Binomial distribution is just the sum of expectations of $r$ many Geometric($p$) random variables. Each has expectation $dfracp1-p$, so our Negative Binomial has expectation $dfracrp1-p$.
Since the Geometric random variables are independent, variance of Negative Binomial is sum of variances of $r$ many Geometric($p$) random variables. A $Geometric(p)$ r.v. has variance $dfracp(1-p)^2$, so our Negative Binomial has variance $dfracrp(1-p)^2$.
$endgroup$
add a comment |
$begingroup$
The (0 based) geometric distribution is that of the count of failures before the first success in an indefinite sequence of independent Bernoulli trials with identical success rate.
A negative binomial distribution is that of the count of successes before a specified number of failures occurs in an indefinite sequence of independent Bernoulli trials with identical success rate.
These definitions are clearly inter related. You can derive one from the other, or both together from first principles.
It all depends on what seed you have been given.
Let $X_i$ be a geometric random variable with success rate, $1-p$. Then by applying the above definition it is apparent that $X_i$ has a negative binomial distribution the count of 'successes' before 1 'failure', with 'failure' rate $1-p$.
$$X_isimmathcal Geo_0(1-p) iff X_i~sim~mathcalNegBin(1, p)$$
So if you are given the probability mass function, expectation, and variance, for a general negative binomial, you can immediately find the probability mass function, expectation, and variance for a geometric random variable.
Let $Y_r$ be a negative binomial random variable with success rate, $p$, and specified number of successes $r$. Then $Y_r$ is the sum of $r$ independent geometric distributions with identical success rate $1-p$. (Can you see why?)
$$Y_rsimmathcalNegBin(r, p)~iff~ Y_r=sum_i=1^r X_i~wedge~ bigl(X_ibigr)_i=1^roversetrm iidsimmathcalGeo_0(1-p)$$
So if you have been given the pmf for a geometric distribution, you can obtain the general pmf, expectation, and variance, of a negative binomial distribution, with just a little work.
So if you start with $mathsf E(X_1)=p(1-p)^-1, mathsf Var(X_1)=p(1-p)^-2$ because, $X_1simmathcalGeo_0(1-p)$ then...
$$beginalignmathsf E(Y_r) ~&=~ sum_i=1^rmathsf E(X_i) \[1ex] &=~ rmathsf E(X_1) \[1ex] ~&=~ rp(1-p)^-1\[2ex]mathsf Var(Y_r) ~&=~ sum_i=1^rmathsf Var(X_i)+2sum_1leq i<jleq rmathsfCov(X_i,X_j)\[1ex] &=~ rmathsfVar(X_1) \[1ex] &=~ rp(1-p)^-2endalign$$
$endgroup$
$begingroup$
Thanks for this explanation it makes a lot of sense. I am going to use part of it as an explanation in a uni report. Is citing this an answer in this forum an acceptable reference or do I need to use a book/journal? If so do you have a suggestion of where I can find a similar explanation in literature?
$endgroup$
– Hiboa4
Dec 24 '16 at 22:22
add a comment |
Your Answer
StackExchange.ifUsing("editor", function ()
return StackExchange.using("mathjaxEditing", function ()
StackExchange.MarkdownEditor.creationCallbacks.add(function (editor, postfix)
StackExchange.mathjaxEditing.prepareWmdForMathJax(editor, postfix, [["$", "$"], ["\\(","\\)"]]);
);
);
, "mathjax-editing");
StackExchange.ready(function()
var channelOptions =
tags: "".split(" "),
id: "69"
;
initTagRenderer("".split(" "), "".split(" "), channelOptions);
StackExchange.using("externalEditor", function()
// Have to fire editor after snippets, if snippets enabled
if (StackExchange.settings.snippets.snippetsEnabled)
StackExchange.using("snippets", function()
createEditor();
);
else
createEditor();
);
function createEditor()
StackExchange.prepareEditor(
heartbeatType: 'answer',
autoActivateHeartbeat: false,
convertImagesToLinks: true,
noModals: true,
showLowRepImageUploadWarning: true,
reputationToPostImages: 10,
bindNavPrevention: true,
postfix: "",
imageUploader:
brandingHtml: "Powered by u003ca class="icon-imgur-white" href="https://imgur.com/"u003eu003c/au003e",
contentPolicyHtml: "User contributions licensed under u003ca href="https://creativecommons.org/licenses/by-sa/3.0/"u003ecc by-sa 3.0 with attribution requiredu003c/au003e u003ca href="https://stackoverflow.com/legal/content-policy"u003e(content policy)u003c/au003e",
allowUrls: true
,
noCode: true, onDemand: true,
discardSelector: ".discard-answer"
,immediatelyShowMarkdownHelp:true
);
);
Sign up or log in
StackExchange.ready(function ()
StackExchange.helpers.onClickDraftSave('#login-link');
);
Sign up using Google
Sign up using Facebook
Sign up using Email and Password
Post as a guest
Required, but never shown
StackExchange.ready(
function ()
StackExchange.openid.initPostLogin('.new-post-login', 'https%3a%2f%2fmath.stackexchange.com%2fquestions%2f2070620%2fhow-can-the-negative-binomial-distribution-be-derived-from-another-more-element%23new-answer', 'question_page');
);
Post as a guest
Required, but never shown
2 Answers
2
active
oldest
votes
2 Answers
2
active
oldest
votes
active
oldest
votes
active
oldest
votes
$begingroup$
You look at a sequence of independent Bernoulli trials $B_i$ where $B_isim Bernoulli(1-p)$. So $B_i=1$ denotes success and $B_i=0$ denotes failure.
Let $N$ be the number of successes needed to get the first failure. So if $N=k$, ($kgeq0$) then you have $k$ successes before you get the first failure at $(k+1)$-th trial. In other words, if $N=k$ then you get to observe $(B_1=1,B_2=1,...,B_k=1,B_k+1=0)$. Then $Nsim Geometric(p)$.
Now let $N_r$ be the number of Bernoulli successes you observe before getting the $r$-th failure. Then you can see that you have to observe a random number of successes before getting the first failure, then a random number of successes before getting the second failure, and so on, till a random number of successes before getting the $r$-th failure. Each such random number of successes has $Geometric(p)$ distribution. So $N_r$ is the sum of $r$ many $Geometric(p)$ random variables. This $N_r$ has the $Negative$ $Binomial$ distribution.
So it is the other way round: the Geometric distribution gives rise to the Negative Binomial distribution.
Expectation of the Negative Binomial distribution is just the sum of expectations of $r$ many Geometric($p$) random variables. Each has expectation $dfracp1-p$, so our Negative Binomial has expectation $dfracrp1-p$.
Since the Geometric random variables are independent, variance of Negative Binomial is sum of variances of $r$ many Geometric($p$) random variables. A $Geometric(p)$ r.v. has variance $dfracp(1-p)^2$, so our Negative Binomial has variance $dfracrp(1-p)^2$.
$endgroup$
add a comment |
$begingroup$
You look at a sequence of independent Bernoulli trials $B_i$ where $B_isim Bernoulli(1-p)$. So $B_i=1$ denotes success and $B_i=0$ denotes failure.
Let $N$ be the number of successes needed to get the first failure. So if $N=k$, ($kgeq0$) then you have $k$ successes before you get the first failure at $(k+1)$-th trial. In other words, if $N=k$ then you get to observe $(B_1=1,B_2=1,...,B_k=1,B_k+1=0)$. Then $Nsim Geometric(p)$.
Now let $N_r$ be the number of Bernoulli successes you observe before getting the $r$-th failure. Then you can see that you have to observe a random number of successes before getting the first failure, then a random number of successes before getting the second failure, and so on, till a random number of successes before getting the $r$-th failure. Each such random number of successes has $Geometric(p)$ distribution. So $N_r$ is the sum of $r$ many $Geometric(p)$ random variables. This $N_r$ has the $Negative$ $Binomial$ distribution.
So it is the other way round: the Geometric distribution gives rise to the Negative Binomial distribution.
Expectation of the Negative Binomial distribution is just the sum of expectations of $r$ many Geometric($p$) random variables. Each has expectation $dfracp1-p$, so our Negative Binomial has expectation $dfracrp1-p$.
Since the Geometric random variables are independent, variance of Negative Binomial is sum of variances of $r$ many Geometric($p$) random variables. A $Geometric(p)$ r.v. has variance $dfracp(1-p)^2$, so our Negative Binomial has variance $dfracrp(1-p)^2$.
$endgroup$
add a comment |
$begingroup$
You look at a sequence of independent Bernoulli trials $B_i$ where $B_isim Bernoulli(1-p)$. So $B_i=1$ denotes success and $B_i=0$ denotes failure.
Let $N$ be the number of successes needed to get the first failure. So if $N=k$, ($kgeq0$) then you have $k$ successes before you get the first failure at $(k+1)$-th trial. In other words, if $N=k$ then you get to observe $(B_1=1,B_2=1,...,B_k=1,B_k+1=0)$. Then $Nsim Geometric(p)$.
Now let $N_r$ be the number of Bernoulli successes you observe before getting the $r$-th failure. Then you can see that you have to observe a random number of successes before getting the first failure, then a random number of successes before getting the second failure, and so on, till a random number of successes before getting the $r$-th failure. Each such random number of successes has $Geometric(p)$ distribution. So $N_r$ is the sum of $r$ many $Geometric(p)$ random variables. This $N_r$ has the $Negative$ $Binomial$ distribution.
So it is the other way round: the Geometric distribution gives rise to the Negative Binomial distribution.
Expectation of the Negative Binomial distribution is just the sum of expectations of $r$ many Geometric($p$) random variables. Each has expectation $dfracp1-p$, so our Negative Binomial has expectation $dfracrp1-p$.
Since the Geometric random variables are independent, variance of Negative Binomial is sum of variances of $r$ many Geometric($p$) random variables. A $Geometric(p)$ r.v. has variance $dfracp(1-p)^2$, so our Negative Binomial has variance $dfracrp(1-p)^2$.
$endgroup$
You look at a sequence of independent Bernoulli trials $B_i$ where $B_isim Bernoulli(1-p)$. So $B_i=1$ denotes success and $B_i=0$ denotes failure.
Let $N$ be the number of successes needed to get the first failure. So if $N=k$, ($kgeq0$) then you have $k$ successes before you get the first failure at $(k+1)$-th trial. In other words, if $N=k$ then you get to observe $(B_1=1,B_2=1,...,B_k=1,B_k+1=0)$. Then $Nsim Geometric(p)$.
Now let $N_r$ be the number of Bernoulli successes you observe before getting the $r$-th failure. Then you can see that you have to observe a random number of successes before getting the first failure, then a random number of successes before getting the second failure, and so on, till a random number of successes before getting the $r$-th failure. Each such random number of successes has $Geometric(p)$ distribution. So $N_r$ is the sum of $r$ many $Geometric(p)$ random variables. This $N_r$ has the $Negative$ $Binomial$ distribution.
So it is the other way round: the Geometric distribution gives rise to the Negative Binomial distribution.
Expectation of the Negative Binomial distribution is just the sum of expectations of $r$ many Geometric($p$) random variables. Each has expectation $dfracp1-p$, so our Negative Binomial has expectation $dfracrp1-p$.
Since the Geometric random variables are independent, variance of Negative Binomial is sum of variances of $r$ many Geometric($p$) random variables. A $Geometric(p)$ r.v. has variance $dfracp(1-p)^2$, so our Negative Binomial has variance $dfracrp(1-p)^2$.
answered Dec 24 '16 at 16:58
Landon CarterLandon Carter
7,45311644
7,45311644
add a comment |
add a comment |
$begingroup$
The (0 based) geometric distribution is that of the count of failures before the first success in an indefinite sequence of independent Bernoulli trials with identical success rate.
A negative binomial distribution is that of the count of successes before a specified number of failures occurs in an indefinite sequence of independent Bernoulli trials with identical success rate.
These definitions are clearly inter related. You can derive one from the other, or both together from first principles.
It all depends on what seed you have been given.
Let $X_i$ be a geometric random variable with success rate, $1-p$. Then by applying the above definition it is apparent that $X_i$ has a negative binomial distribution the count of 'successes' before 1 'failure', with 'failure' rate $1-p$.
$$X_isimmathcal Geo_0(1-p) iff X_i~sim~mathcalNegBin(1, p)$$
So if you are given the probability mass function, expectation, and variance, for a general negative binomial, you can immediately find the probability mass function, expectation, and variance for a geometric random variable.
Let $Y_r$ be a negative binomial random variable with success rate, $p$, and specified number of successes $r$. Then $Y_r$ is the sum of $r$ independent geometric distributions with identical success rate $1-p$. (Can you see why?)
$$Y_rsimmathcalNegBin(r, p)~iff~ Y_r=sum_i=1^r X_i~wedge~ bigl(X_ibigr)_i=1^roversetrm iidsimmathcalGeo_0(1-p)$$
So if you have been given the pmf for a geometric distribution, you can obtain the general pmf, expectation, and variance, of a negative binomial distribution, with just a little work.
So if you start with $mathsf E(X_1)=p(1-p)^-1, mathsf Var(X_1)=p(1-p)^-2$ because, $X_1simmathcalGeo_0(1-p)$ then...
$$beginalignmathsf E(Y_r) ~&=~ sum_i=1^rmathsf E(X_i) \[1ex] &=~ rmathsf E(X_1) \[1ex] ~&=~ rp(1-p)^-1\[2ex]mathsf Var(Y_r) ~&=~ sum_i=1^rmathsf Var(X_i)+2sum_1leq i<jleq rmathsfCov(X_i,X_j)\[1ex] &=~ rmathsfVar(X_1) \[1ex] &=~ rp(1-p)^-2endalign$$
$endgroup$
$begingroup$
Thanks for this explanation it makes a lot of sense. I am going to use part of it as an explanation in a uni report. Is citing this an answer in this forum an acceptable reference or do I need to use a book/journal? If so do you have a suggestion of where I can find a similar explanation in literature?
$endgroup$
– Hiboa4
Dec 24 '16 at 22:22
add a comment |
$begingroup$
The (0 based) geometric distribution is that of the count of failures before the first success in an indefinite sequence of independent Bernoulli trials with identical success rate.
A negative binomial distribution is that of the count of successes before a specified number of failures occurs in an indefinite sequence of independent Bernoulli trials with identical success rate.
These definitions are clearly inter related. You can derive one from the other, or both together from first principles.
It all depends on what seed you have been given.
Let $X_i$ be a geometric random variable with success rate, $1-p$. Then by applying the above definition it is apparent that $X_i$ has a negative binomial distribution the count of 'successes' before 1 'failure', with 'failure' rate $1-p$.
$$X_isimmathcal Geo_0(1-p) iff X_i~sim~mathcalNegBin(1, p)$$
So if you are given the probability mass function, expectation, and variance, for a general negative binomial, you can immediately find the probability mass function, expectation, and variance for a geometric random variable.
Let $Y_r$ be a negative binomial random variable with success rate, $p$, and specified number of successes $r$. Then $Y_r$ is the sum of $r$ independent geometric distributions with identical success rate $1-p$. (Can you see why?)
$$Y_rsimmathcalNegBin(r, p)~iff~ Y_r=sum_i=1^r X_i~wedge~ bigl(X_ibigr)_i=1^roversetrm iidsimmathcalGeo_0(1-p)$$
So if you have been given the pmf for a geometric distribution, you can obtain the general pmf, expectation, and variance, of a negative binomial distribution, with just a little work.
So if you start with $mathsf E(X_1)=p(1-p)^-1, mathsf Var(X_1)=p(1-p)^-2$ because, $X_1simmathcalGeo_0(1-p)$ then...
$$beginalignmathsf E(Y_r) ~&=~ sum_i=1^rmathsf E(X_i) \[1ex] &=~ rmathsf E(X_1) \[1ex] ~&=~ rp(1-p)^-1\[2ex]mathsf Var(Y_r) ~&=~ sum_i=1^rmathsf Var(X_i)+2sum_1leq i<jleq rmathsfCov(X_i,X_j)\[1ex] &=~ rmathsfVar(X_1) \[1ex] &=~ rp(1-p)^-2endalign$$
$endgroup$
$begingroup$
Thanks for this explanation it makes a lot of sense. I am going to use part of it as an explanation in a uni report. Is citing this an answer in this forum an acceptable reference or do I need to use a book/journal? If so do you have a suggestion of where I can find a similar explanation in literature?
$endgroup$
– Hiboa4
Dec 24 '16 at 22:22
add a comment |
$begingroup$
The (0 based) geometric distribution is that of the count of failures before the first success in an indefinite sequence of independent Bernoulli trials with identical success rate.
A negative binomial distribution is that of the count of successes before a specified number of failures occurs in an indefinite sequence of independent Bernoulli trials with identical success rate.
These definitions are clearly inter related. You can derive one from the other, or both together from first principles.
It all depends on what seed you have been given.
Let $X_i$ be a geometric random variable with success rate, $1-p$. Then by applying the above definition it is apparent that $X_i$ has a negative binomial distribution the count of 'successes' before 1 'failure', with 'failure' rate $1-p$.
$$X_isimmathcal Geo_0(1-p) iff X_i~sim~mathcalNegBin(1, p)$$
So if you are given the probability mass function, expectation, and variance, for a general negative binomial, you can immediately find the probability mass function, expectation, and variance for a geometric random variable.
Let $Y_r$ be a negative binomial random variable with success rate, $p$, and specified number of successes $r$. Then $Y_r$ is the sum of $r$ independent geometric distributions with identical success rate $1-p$. (Can you see why?)
$$Y_rsimmathcalNegBin(r, p)~iff~ Y_r=sum_i=1^r X_i~wedge~ bigl(X_ibigr)_i=1^roversetrm iidsimmathcalGeo_0(1-p)$$
So if you have been given the pmf for a geometric distribution, you can obtain the general pmf, expectation, and variance, of a negative binomial distribution, with just a little work.
So if you start with $mathsf E(X_1)=p(1-p)^-1, mathsf Var(X_1)=p(1-p)^-2$ because, $X_1simmathcalGeo_0(1-p)$ then...
$$beginalignmathsf E(Y_r) ~&=~ sum_i=1^rmathsf E(X_i) \[1ex] &=~ rmathsf E(X_1) \[1ex] ~&=~ rp(1-p)^-1\[2ex]mathsf Var(Y_r) ~&=~ sum_i=1^rmathsf Var(X_i)+2sum_1leq i<jleq rmathsfCov(X_i,X_j)\[1ex] &=~ rmathsfVar(X_1) \[1ex] &=~ rp(1-p)^-2endalign$$
$endgroup$
The (0 based) geometric distribution is that of the count of failures before the first success in an indefinite sequence of independent Bernoulli trials with identical success rate.
A negative binomial distribution is that of the count of successes before a specified number of failures occurs in an indefinite sequence of independent Bernoulli trials with identical success rate.
These definitions are clearly inter related. You can derive one from the other, or both together from first principles.
It all depends on what seed you have been given.
Let $X_i$ be a geometric random variable with success rate, $1-p$. Then by applying the above definition it is apparent that $X_i$ has a negative binomial distribution the count of 'successes' before 1 'failure', with 'failure' rate $1-p$.
$$X_isimmathcal Geo_0(1-p) iff X_i~sim~mathcalNegBin(1, p)$$
So if you are given the probability mass function, expectation, and variance, for a general negative binomial, you can immediately find the probability mass function, expectation, and variance for a geometric random variable.
Let $Y_r$ be a negative binomial random variable with success rate, $p$, and specified number of successes $r$. Then $Y_r$ is the sum of $r$ independent geometric distributions with identical success rate $1-p$. (Can you see why?)
$$Y_rsimmathcalNegBin(r, p)~iff~ Y_r=sum_i=1^r X_i~wedge~ bigl(X_ibigr)_i=1^roversetrm iidsimmathcalGeo_0(1-p)$$
So if you have been given the pmf for a geometric distribution, you can obtain the general pmf, expectation, and variance, of a negative binomial distribution, with just a little work.
So if you start with $mathsf E(X_1)=p(1-p)^-1, mathsf Var(X_1)=p(1-p)^-2$ because, $X_1simmathcalGeo_0(1-p)$ then...
$$beginalignmathsf E(Y_r) ~&=~ sum_i=1^rmathsf E(X_i) \[1ex] &=~ rmathsf E(X_1) \[1ex] ~&=~ rp(1-p)^-1\[2ex]mathsf Var(Y_r) ~&=~ sum_i=1^rmathsf Var(X_i)+2sum_1leq i<jleq rmathsfCov(X_i,X_j)\[1ex] &=~ rmathsfVar(X_1) \[1ex] &=~ rp(1-p)^-2endalign$$
edited Dec 24 '16 at 17:36
answered Dec 24 '16 at 17:24
Graham KempGraham Kemp
87.2k43579
87.2k43579
$begingroup$
Thanks for this explanation it makes a lot of sense. I am going to use part of it as an explanation in a uni report. Is citing this an answer in this forum an acceptable reference or do I need to use a book/journal? If so do you have a suggestion of where I can find a similar explanation in literature?
$endgroup$
– Hiboa4
Dec 24 '16 at 22:22
add a comment |
$begingroup$
Thanks for this explanation it makes a lot of sense. I am going to use part of it as an explanation in a uni report. Is citing this an answer in this forum an acceptable reference or do I need to use a book/journal? If so do you have a suggestion of where I can find a similar explanation in literature?
$endgroup$
– Hiboa4
Dec 24 '16 at 22:22
$begingroup$
Thanks for this explanation it makes a lot of sense. I am going to use part of it as an explanation in a uni report. Is citing this an answer in this forum an acceptable reference or do I need to use a book/journal? If so do you have a suggestion of where I can find a similar explanation in literature?
$endgroup$
– Hiboa4
Dec 24 '16 at 22:22
$begingroup$
Thanks for this explanation it makes a lot of sense. I am going to use part of it as an explanation in a uni report. Is citing this an answer in this forum an acceptable reference or do I need to use a book/journal? If so do you have a suggestion of where I can find a similar explanation in literature?
$endgroup$
– Hiboa4
Dec 24 '16 at 22:22
add a comment |
Thanks for contributing an answer to Mathematics Stack Exchange!
- Please be sure to answer the question. Provide details and share your research!
But avoid …
- Asking for help, clarification, or responding to other answers.
- Making statements based on opinion; back them up with references or personal experience.
Use MathJax to format equations. MathJax reference.
To learn more, see our tips on writing great answers.
Sign up or log in
StackExchange.ready(function ()
StackExchange.helpers.onClickDraftSave('#login-link');
);
Sign up using Google
Sign up using Facebook
Sign up using Email and Password
Post as a guest
Required, but never shown
StackExchange.ready(
function ()
StackExchange.openid.initPostLogin('.new-post-login', 'https%3a%2f%2fmath.stackexchange.com%2fquestions%2f2070620%2fhow-can-the-negative-binomial-distribution-be-derived-from-another-more-element%23new-answer', 'question_page');
);
Post as a guest
Required, but never shown
Sign up or log in
StackExchange.ready(function ()
StackExchange.helpers.onClickDraftSave('#login-link');
);
Sign up using Google
Sign up using Facebook
Sign up using Email and Password
Post as a guest
Required, but never shown
Sign up or log in
StackExchange.ready(function ()
StackExchange.helpers.onClickDraftSave('#login-link');
);
Sign up using Google
Sign up using Facebook
Sign up using Email and Password
Post as a guest
Required, but never shown
Sign up or log in
StackExchange.ready(function ()
StackExchange.helpers.onClickDraftSave('#login-link');
);
Sign up using Google
Sign up using Facebook
Sign up using Email and Password
Sign up using Google
Sign up using Facebook
Sign up using Email and Password
Post as a guest
Required, but never shown
Required, but never shown
Required, but never shown
Required, but never shown
Required, but never shown
Required, but never shown
Required, but never shown
Required, but never shown
Required, but never shown