Donate

Donations will go to my Mathstepbystep.net Paypal Page. All donations will be used to help support this blog. Thank You!

Sunday, October 12, 2014

Binomial Distribution

Binomial Distribution:

X ~ b(n,p) 

"The distribution describes the probability of exactly r successes in N trials if the probability of a success in a single trial is p (we sometimes also use q = 1 − p, the probability for a failure, for convenience). It was first presented by Jacques Bernoulli in a work which was posthumously published" (1) 

(1)  Hand-book on STATISTICAL DISTRIBUTIONS for Experimentalists, by Christian Walck, Published by: Particle Physics Group Fysikum, University of Stockholm
 Please email me if you would like a copy of the spreadsheet or want more information.   (info@internationalmathematics.org)

HIJKLMNO
1Binomial Distribution
2X~b(n,p)xpnnCxAnswerROUND (4th)
3Formula80.4599
4P(X=x) = (nCx)*p^(x)*(1-p)^(n-x) =0.0083234870683590.0083
5For x= (0, 1,2,3....n): p=% of success, n=total # of outcomes (samples). x=# of successes
6Google Sheets Formula = (=K3*(I3^H3)*(1-I3)^(J3-H3))
7Urn problem WITH replacement
8Google Sheets Function (Basic)
9[=BINOMDIST(x,n,p,FALSE]
10(more google sheets functions - see below)
11
12
13
14Mean
15E[X]=μ = np
16μ =4.054.05
17Google Sheets Formula = (=J3*I3)
18
19Variance
20Var = σ^(2)
21σ^(2) = np(1-p)
22σ^(2)=2.22752.2275
23Google Sheets Formula = (=L16*(1-I3))
24
25
26Standard Deviation
27St.Dev = √σ1.492481155659931.4925
28Google Sheets Formula = (=SQRT(L22))
29
30
31Moment Generating Function
32M(t) = E[e^(tX)] =
33[(e^(t))*p+(1-p)]^(n)
34
35E[X] from MGF
36E[X]= ∂{[e^(t)p+(1-p)]^(n)}/∂x |0 =
37np4.054.05
38Google Sheets Formula = (=L3*K3)
39
40E[X^(2)] from MGF
41E[X]= ∂^(2){[e^(t)p+(1-p)]^(n)}/∂x^(2) |0 =
42n(n-1)p^(2)+np18.6318.63
43Google Sheets Formula = (=L3*(L3-1)*K3^(2)+L3*K3)
44
45E[X^(3)] from MGF
46E[X]= ∂^(3){[e^(t)p+(1-p)]^(n)}/∂x^(3) |0 =
47n(n-1)(n-2)p^(3)+3n(n-1)p^(2)+np93.71793.717
48Google Sheets Formula = (=L3*(L3-1)*(L3-2)*(K3^3)+3*L3*(L3-1)*(K3^2)+L3*K3)
49
50
51Third Moment of X about the Mean =
52E[(X-E[X])^(3)]=
53np(1-p)*(1-2p) 0.222750.2228
54Google Sheets Formula = (=(L3*K3)*(1-K3)*(1-2*K3))
55
56
57Distribution Function
580............................................t<0
59(nCx)*(p^(x))*(1-p)^(n-x) .....0 ≤t ≤ n
601..........................................n ≤ t
61(t is integer portion of t)
62
63Other Moments/Kurtosis/Etc:
64http://mathworld.wolfram.com/BinomialDistribution.html
65
66To Plot Binomial Distribution:
67To Plot Binomial Distrubtion use this link:
68http://www.wolframalpha.com/input/?i=binomial+distribution+%2810%2C+.50%29
69
70Google Sheets Function (All)
71BINOMDIST(num_successes, num_trials, prob_success, cumulative)
72P{X=x} [=BINOMDIST(x,n,p,0)]0.0083234870683590.0083
73P{X≤x} [=BINOMDIST(x,n,p,1)]0.9992433193574220.9992
74P{X<x} [=BINOMDIST(x-1,n,p,1)]0.9909198322890630.9909
75P{X>x} [=1-BINOMDIST(x,n,p,1)]0.0007566806425780.0008
76P{X≥x} [=1-BINOMDIST(x-1,n,p,1)]0.0090801677109370.0091
77
78x<y
79P{x<X<y} [=BINOMDIST(y-1,n,p,1)-[=BINOMDIST(x,n,p,1)]
80P{x<X≤y} [=BINOMDIST(y,n,p,1)-[=BINOMDIST(x,n,p,1)]
81P{x≤X<y} [=BINOMDIST(y-1,n,p,1)-[=BINOMDIST(x-1,n,p,1)]
82P{x≤X≤y} [=BINOMDIST(y,n,p,1)-[=BINOMDIST(x-1,n,p,1)]
83
84
85
86Definition
87A Binomial Distribution is a Bernoulli event that happens many times.
88
89A Binomial distribution also only has a “success/failure” outcome, but it is repeated many times.
90•Examples:
91–Probability of getting 7 heads in 40 coin tosses
92–Probability of observing 14 boys of 20 babies
93–Probability of 8 people getting a raise of 30 employees
94
95

LINK TO GOOGLE SPREADSHEET - CLICK HERE!

No comments:

Post a Comment