The properties of the negative binomial distribution are:
1. The mean is always less than the variance. This is because the mean of a negative binomial distribution is kq/p, while the variance is kq/p^2. Since 1/p^2 is always greater than 1/p, the variance will be greater than the mean.
2. The negative binomial distribution is always positively skewed. A positively skewed distribution has a long tail extending toward more positive values, with the mean to the right of the peak.
3. The mean and variance formulas differ between the negative binomial and binomial distributions. The negative binomial distribution mean is kq/p and variance is kq/p
The properties of the negative binomial distribution are:
1. The mean is always less than the variance. This is because the mean of a negative binomial distribution is kq/p, while the variance is kq/p^2. Since 1/p^2 is always greater than 1/p, the variance will be greater than the mean.
2. The negative binomial distribution is always positively skewed. A positively skewed distribution has a long tail extending toward more positive values, with the mean to the right of the peak.
3. The mean and variance formulas differ between the negative binomial and binomial distributions. The negative binomial distribution mean is kq/p and variance is kq/p
The properties of the negative binomial distribution are:
1. The mean is always less than the variance. This is because the mean of a negative binomial distribution is kq/p, while the variance is kq/p^2. Since 1/p^2 is always greater than 1/p, the variance will be greater than the mean.
2. The negative binomial distribution is always positively skewed. A positively skewed distribution has a long tail extending toward more positive values, with the mean to the right of the peak.
3. The mean and variance formulas differ between the negative binomial and binomial distributions. The negative binomial distribution mean is kq/p and variance is kq/p
The properties of the negative binomial distribution are:
1. The mean is always less than the variance. This is because the mean of a negative binomial distribution is kq/p, while the variance is kq/p^2. Since 1/p^2 is always greater than 1/p, the variance will be greater than the mean.
2. The negative binomial distribution is always positively skewed. A positively skewed distribution has a long tail extending toward more positive values, with the mean to the right of the peak.
3. The mean and variance formulas differ between the negative binomial and binomial distributions. The negative binomial distribution mean is kq/p and variance is kq/p
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Presentation
Submitted to: Miss Aurooj Butt Submitted by: Zoonash Fatima BSEF17M509 (SE-Morning) Topic: Properties of Negative Binomial Distribution Properties of Negative Binomial Distribution: There are mainly two properties of the Negative Binomial Distribution i.e., as follows: 1. The mean of the negative binomial distribution is always less than its variance. Now what is the mean? Mean is the average value of the data set i.e., mean is equal to the expected value Mean = E(X) The expected value (or mean) of X, where X is a discrete random variable, is a weighted average of the possible values that X can take, each value being weighted according to the probability of that event occurring. The expected value of X is usually written as E(X) or m.
E(X) = S x P(X = x)
So the expected value is the sum of: [(each of the possible outcomes) × (the probability of the outcome occurring)]. Now what is variance? The variance of a random variable tells us something about the spread of the possible values of the variable. For a discrete random variable X, the variance of X is written as Var(X).
Var(X) = E[ (X – m)2 ] where m is the expected value E(X)
This can also be written as:
Var(X) = E(X2) – m2 So after taking bird’s eye view of variance and mean , we will find the mean and variance by deriving the moment generating function (m.g.f) of the Negative Binomial Distribution. The m.g.f about origin is: Mo(t) = E(e^tX) = p^k (1-qe^t)^-k
Now Mean will be:
Mean= E(X) = kq/p And Variance is :
= kq/p^2 Now comparing the both values: kq/p^2 > kq/p 1/p^2 > 1/p 1 > p Tells that mean is always less than variance. 2. The Negative Binomial Distribution is always positive skewed. Now firstly what is Skewed Distribution?
The Skewed Distribution is mainly of two types i.e.
Negatively-skewed distribution has a long tail in the negative direction on the number line. The mean is also to the left of the peak. Positive-skew distribution has a long tail in the positive direction on the number line. The mean is also to the right of the peak.
So from Negative Binomial Distribution the graph obtained is always Positive
Skewed.
Difference Between Negative Binomial and
Binomial Distribution: Mean: The Mean formula in Binomial Distribution is : Mean = kp While in Negative Binomial Distribution is : Mean = kq/p
Variance: The Variance Formula in Binomial Distribution is : o~ = kpq While in Negative Binomial Distribution is : o~ = kq/p^2
where, k = Number of Trials p = Number of success q = Number of Failure
