Negative Binomial Distributions

Let us consider an experiment where the properties are the same as those listed for a binomial experiment, with the exception
that the trials will be repeated until a fixed number of successes occur. Therefore, instead of the probability of x successes
in n trials, where n is fixed, we are now interested in the probability that the kth success occurs on the xth trial. Experiments of
this kind are called negative binomial experiments.

As an illustration, consider the use of a drug that is known to be effective in 60% of the cases where it is used. The drug will be
considered a success if it is effective in bringing some degree of relief to the patient. We are interested in finding the probability
that the fifth patient to experience relief is the seventh patient to receive the drug during a given week. Designating a success by
S and a failure by F, a possible order of achieving the desired result is

SFSSSFS, which occurs with probability

(0.6)(0.4)(0.6)(0.6)(0.6)(0.4)(0.6) = (0.6)5(0.4)2.
 Negative Binomial Distributions
We could list all possible orders by rearranging the F’s and S’s except for the last outcome, which must be the fifth success. The
total number of possible orders is equal to the number of partitions of the first six trials into two groups with 2 failures
assigned to the one group and 4 successes assigned to the other group.
This can be done in
( ) 6
4
= 15 mutually exclusive ways.

Hence, if X represents the outcome on which the fifth success occurs, then

P(X = 7) = ( ) (0.6)5(0.4)2 = 0.1866

6
4

If repeated independent trials can result in a success with probability p and a failure with probability q = 1 − p, then the
probability distribution of the random variable X, the number of the trial on which the kth success occurs, is

b*(x;k,p)= ( ) (p)k(q)x-k x = k, k+1, k+2,…..

x-1
k-1
 Negative Binomial Distributions
In an NBA (National Basketball Association) championship series, the team that wins four games out of seven is the winner.
Suppose that teams A and B face each other in the championship games and that team A has probability 0.55 of winning
a game over team B.
(a) What is the probability that team A will win the series in 6 games?
(b) What is the probability that team A will win the series?

b*(6; 4, 0.55) = ( ) 0.5544 (1 − 0.55)6−4 = 0.1853

5
3

P(team A wins the championship series) is

b∗(4; 4, 0.55) + b∗(5; 4, 0.55) + b∗(6; 4, 0.55) + b∗(7; 4, 0.55)

= 0.0915 + 0.1647 + 0.1853 + 0.1668 = 0.6083.

 Geometric Distributions

If we consider the special case of the negative binomial distribution where k = 1, we have a
probability distribution for the number of trials required for a single success Then

x-1
b*(x;k,p)=( ) (p)k(q)x-k x = k, k+1, k+2,…..
k-1

b*(x; 1,p) = pqx−1, x= 1, 2, 3, . . . .

 Geometric Distributions

If repeated independent trials can result in a success with probability p and a failure with
probability q = 1 − p,

then the probability distribution of the random variable X, the number of the trial on which the
first success occurs, is called the Geometric Distribution and denoted its value by g(x;p)

g(x; p) = pqx−1, x= 1, 2, 3, . . . .
 Geometric Distributions

For a certain manufacturing process, it is known that, on the average, 1 in every 100 items is
defective. What is the probability that the fifth item inspected is the first defective item found?

Using the geometric distribution with x = 5 and p = 0.01, we have

g(5; 0.01) = (0.01)(0.99)4 = 0.0096.
 Review
If X is a binomial random variable with parameters n and p

b(x;n,p)= ( nx ) (p)x(q)n-x

E[X] = np

Var(X) = np(1 − p)

7
 Review
For a Hypergeometric random variable (trials are not independent ) with parameters n, N, p

E[X] = np

N - n np (1-p)
Var (X) =
N-1

When N is large in relation to n, a hypergeometric random variable with parameters n, N, p approximately

has a binomial distribution with parameters n and p.

8
 Review
For a Poisson random variable with parameter λ if for some positive value λ its
probabilities are given by

P{X = i} = e- λ λi/i!, i = 0, 1, . . .

E[X] = l and Var(X) = l

9
 Review

Negative Binomial Distributions: kth success occurs on the xth trial

If repeated independent trials can result in a success with probability p and a failure with probability q = 1 − p, then the
probability distribution of the random variable X, the number of the trial on which the kth success occurs, is

x-1
b*(x;k,p) = ( ) (p)k(q)x-k x = k, k+1, k+2,…..
k-1

Geometric Distributions: The number of the trial on which the first success occurs

g(x; p) = pqx−1, x= 1, 2, 3, . . . .

10
If X and Y are random variables with joint probability distribution f(x, y), then prove

σ2(aX+bY) = a2σ2X + b2σ2Y + 2abσXY

σ2(aX+bY) = E { [ (aX+bY) - µ(aX+bY) ]2 }

Now µ(aX+bY) = E(aX+bY) = aE(X) + bE(Y) = aµx + bµy

σ2(aX+bY) = E { [ (aX+bY) – (aµx + bµy) ]2 }

= E{ [ (aX-aµx) – (bY-bµy) ]2 }

= a2E(X-µx)2 +b2E(Y-µy)2 -2abE(X-µx)(Y-µy)

= a2σ2X + b2σ2Y + 2abσXY

 σ2(aX+bY) = a2σ2X + b2σ2Y + 2abσXY

If X and Y are independent random variables, then σXY is zero

σ2(aX+bY) = a2σ2X + b2σ2Y

σ2(aX-bY) = a2σ2X + b2σ2Y

σ2(a1X1+a2X2+……+anXn) = a12σ2X1 + a22σ2X2 +… an2σ2Xn

A large chain retailer purchases a certain kind of electronic device from a manufacturer. The manufacturer indicates that the
defective rate of the device is 3%.
(a) The inspector randomly picks 20 items from a shipment. What is the probability that there will be at least one defective item
among these 20?
(b) Suppose that the retailer receives 10 shipments in a month and the inspector randomly tests 20 devices per shipment. What
is the probability that there will be exactly 3 shipments each containing at least one defective device among the 20 that are
selected and tested from the shipment?

Denote by X the number of defective devices among the 20. Then X follows a b(x; 20, 0.03) distribution. Hence,

P(X ≥ 1) = 1 − P(X = 0) = 1 − b(0; 20, 0.03)

= 1− (0.03)0(1 − 0.03)20−0 = 0.4562.

b) In this case, each shipment can either contain at least one defective item or not. Hence, testing of each shipment can be
viewed as a trial with p = 0.4562 from part (a). Assuming independence from shipment to shipment and denoting by Y the
number of shipments containing at least one defective item, Y follows another binomial distribution b(y; 10, 0.4562). Therefore,
It is conjectured that an impurity exists in 30% of all drinking wells in a certain rural community. In order
to gain some insight into the true extent of the problem, it is determined that some testing is necessary. It
is too expensive to test all of the wells in the area, so 10 are randomly selected for testing.
(a) Using the binomial distribution, what is the probability that exactly 3 wells have the impurity, assuming
that the conjecture is correct?
(b) What is the probability that more than 3 wells are impure?

(a) We require b(3; 10, 0.3) = 0.2668.

(b) We require 1-[b(0; 10, 0.3) + b(1; 10, 0.3) + b(2; 10, 0.3) + b(3; 10, 0.3)] = 0.3504
Twelve people are given two identical speakers, which they are asked to listen to for differences,
if any. Suppose that these people answer simply by guessing. Find the probability that three
people claim to have heard a difference between the two speakers.

We require b(3; 12, 0.5) = 0.0537

Suppose that airplane engines operate independently and fail with probability equal to 0.4.
Assuming that a plane makes a safe flight if at least one-half of its engines run, determine
whether a 4-engine plane or a 2- engine plane has the higher probability for a successful flight.

Probability of 2 or more of 4 engines operating when p = 0.6 is

P(X ≥ 2) = 1 − P(X =1) – P(x=0) = 0.8208,

and the probability of 1 or more of 2 engines operating when p = 0.6 is

P(X ≥ 1) = 1 − P(X = 0) = 0.8400.

The 2-engine plane has a slightly higher probability for a successful flight when p = 0.6.
A particular part that is used as an injection device is sold in lots of 10. The producer deems a lot
acceptable if no more than one defective is in the lot. A sampling plan involves random sampling
and testing 3 of the parts out of 10. If none of the 3 is defective, the lot is accepted. Comment on
the utility of this plan.

Let us assume that the lot is truly unacceptable (i.e., that 2 out of 10 parts are defective). The
probability that the sampling plan finds the lot acceptable is

Thus, if the lot is truly unacceptable, with 2 defective parts, this sampling plan will allow
acceptance roughly 47% of the time. As a result, this plan should be considered faulty.
A truth serum has the property that 90% of the guilty suspects are properly judged while, of course, 10% of guilty suspects are
improperly found innocent. On the other hand, innocent suspects are misjudged 1% of the time. If the suspect was selected from
a group of suspects of which only 5% have ever committed a crime, and the serum indicates that he is guilty, what is the
probability that he is innocent?

Consider the events:

G: guilty of committing a crime = 5%
I: innocent of the crime = 95%
i: judged innocent of the crime
g: judged guilty of the crime P(g|G) = 0.9; P(i|G) = 0.1; P(g|I) = 0.01

P(I | g) = P(g|I)P(I) / [P(g|G)P(G)+P(g|I)P(I)]

= (0.01)(0.95)/[(0.90)(0.05)+(0.01)(0.95)]

= 0.1743.
How many bridge hands are possible containing 4 spades, 6 diamonds, 1 club, and 2 hearts?

P = [13C4 13C613C113C2] / 52C13

If the probability is 0.1 that a person will make a mistake on his or her state income tax return, find the probability that
(a) four totally unrelated persons each make a mistake;
(b) Mr. Jones and Ms. Clark both make a mistake, and Mr. Roberts and Ms. Williams do not make a mistake.

A) (0.1)(0.1)(0.1)(0.1) = 0.0001.

B) (0.1)(0.1)(0.9)(0.9) = 0.0081.
An industrial plant is conducting a study to determine how quickly injured workers are back on the job following injury. Records
show that 10% of all injured workers are admitted to the hospital for treatment and 15% are back on the job the next day. In
addition, studies show that 2% are both admitted for hospital treatment and back on the job the next day. If a worker is injured,
what is the probability that the worker will either be admitted to a hospital or back on the job the next day or both?

Let A be the event that an injured worker is admitted to the hospital and N be the event that an injured worker is back to work

the next day.

P(A) = 0.10, P(N) = 0.15 and P(A∩N) = 0.02. So,

P(A∪N) = P(A)+P(N)−P(A∩N) = 0.1+0.15−0.02 = 0.23.

In a certain federal prison it is known that 2/3 of the inmates are under 25 years of age. It is also known that 3/5 of the inmates
are male and that 5/8 of the inmates are female or 25 years of age or older. What is the probability that a prisoner selected at
random from this prison is female and at least 25 years old?

Consider events M: an inmate is a male (3/5), N: an inmate is under 25 years of age (2/3).
P(M’ U N’) = 5/8
P(Mʹ ∩ Nʹ) = P(Mʹ) + P(Nʹ) − P(Mʹ ∪ Nʹ) = 2/5 + 1/3 − 5/8 = 13/120.
The joint density function of the random variables X and Y is

f(x,y) =
{
6x 0<x<1, 0<y<1-x

0 elsewhere
(a) Show that X and Y are not independent.
(b) Find P(X > 0.3 | Y = 0.5).
 Let X and Y be random variables with joint density function

f(x,y) =
{4xy 0<x,y<1

0 elsewhere

Find the expected value of Z =Ö (X2 + Y2).

The probability that a certain kind of component will survive a shock test is 3/4. Find the probability that exactly 2 of the next 4
components tested survive.

It’s a Binomial Function with n = 4 and p = 3/4 , Now find P(X=2), it is 27/128
A group of 10 individuals is used for a biological case study. The group contains 3 people with
blood type O, 4 with blood type A, and 3 with blood type B. What is the probability that a
random sample of 5 will contain 1 person with blood type O, 2 people with blood type A, and 2
people with blood type B?