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Binomial distribution and when to use it.

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Answer

  • X ~ Binomial(n, p): number of successes in n independent Bernoulli(p) trials.
  • PMF: P(X=k)  =  C(n,k)    pk    (1p)P(X = k)\; = \;C(n, k)\; \cdot \;p^{k}\; \cdot \;(1 - p)^(n-k).
  • E[X] = np; Var(X)  =  np(1p)\operatorname{Var}(X)\; = \;\mathrm{np}(1 - p).
  • Use it for: A/B testing (successes out of n visitors), quality inspection (defects out of n items), any bounded count of independent trials.
  • When n is large and p is small, approximate by Poisson(np).
Check yourself — multiple choice
  • P(X=k)  =  pkP(X = k)\; = \;p^{k}
  • Sum of n i.i.d. Bernoulli(p); E[X]=np, Var(X)=np(1p)\operatorname{Var}(X) = \mathrm{np}(1 - p); use for A/B tests, quality inspection
  • Only for continuous
  • Var = n

Binomial = n iid Bernoulli(p); mean np, variance np(1-p).

#distributions#probability

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