sta4321-11 - Geometric and Negative Binomial Distributions...

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Unformatted text preview: Geometric and Negative Binomial Distributions Geometric Distribution Negative Binomial Distribution Geometric Distribution Number of Failures to First Success When flipping a coin, we count the number of tails before the first heads appears. When setting off fireworks, we count the number of successfully fired fireworks before the first dud appears. When rolling two dice, we count the number of rolls before the dice sum to seven. Number of Failures to First Success (or equivalently, number of success to first failure) Arthur Berg Geometric and Negative Binomial Distributions 2/ 11 Geometric Distribution Negative Binomial Distribution Geometric Distribution Number of Failures to First Success When flipping a coin, we count the number of tails before the first heads appears. When setting off fireworks, we count the number of successfully fired fireworks before the first dud appears. When rolling two dice, we count the number of rolls before the dice sum to seven. Number of Failures to First Success (or equivalently, number of success to first failure) Arthur Berg Geometric and Negative Binomial Distributions 2/ 11 Geometric Distribution Negative Binomial Distribution Geometric Distribution Number of Failures to First Success When flipping a coin, we count the number of tails before the first heads appears. When setting off fireworks, we count the number of successfully fired fireworks before the first dud appears. When rolling two dice, we count the number of rolls before the dice sum to seven. Number of Failures to First Success (or equivalently, number of success to first failure) Arthur Berg Geometric and Negative Binomial Distributions 2/ 11 Geometric Distribution Negative Binomial Distribution Geometric Distribution built from Bernoulli rvs Let Y 1 , Y 2 , . . . be iid Bernoulli( p ) random variables, i.e. Y i = 1 , w.p. p , w.p. 1- p . Let X be the random variable that counts the number of failures of the Bernoulli trials before the first success. Therefore if Y 1 = 1 then X = if Y 1 = 0 and Y 2 = 1 then X = 1 if Y 1 = 0, Y 2 = 0, and Y 3 = 1 then X = 2 . . . . . . Arthur Berg Geometric and Negative Binomial Distributions 3/ 11 Geometric Distribution Negative Binomial Distribution Geometric Distribution built from Bernoulli rvs Let Y 1 , Y 2 , . . . be iid Bernoulli( p ) random variables, i.e. Y i = 1 , w.p. p , w.p. 1- p . Let X be the random variable that counts the number of failures of the Bernoulli trials before the first success. Therefore if Y 1 = 1 then X = if Y 1 = 0 and Y 2 = 1 then X = 1 if Y 1 = 0, Y 2 = 0, and Y 3 = 1 then X = 2 . . . . . . Arthur Berg Geometric and Negative Binomial Distributions 3/ 11 Geometric Distribution Negative Binomial Distribution Geometric Distribution built from Bernoulli rvs Let Y 1 , Y 2 , . . . be iid Bernoulli( p ) random variables, i.e....
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This note was uploaded on 10/04/2011 for the course STA 4321 taught by Professor Staff during the Fall '08 term at University of Florida.

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sta4321-11 - Geometric and Negative Binomial Distributions...

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