Negative Binomial and Hypergeometric

These two distributions each fix a different assumption of the binomial. The binomial fixes the number of trials and counts successes; the negative binomial fixes the successes and counts trials. The binomial assumes constant pp; the hypergeometric handles the case where each draw changes the odds.

Negative binomial: waiting for the rr-th success

The probability that the rr-th success arrives on trial kk:

The negative binomial
P(X=k)=(k1r1)pr(1p)kr,krP(X = k) = \binom{k-1}{r-1} p^r (1-p)^{k-r}, \qquad k \geq r

How long you wait for the rth success, rather than how many successes arrive in n trials.

The (k1r1)\binom{k-1}{r-1} counts where the earlier r1r-1 successes fell among the first k1k-1 trials. The final trial is pinned to be a success, which is what distinguishes this from a binomial coefficient over all kk trials.

E[X]=rpVar(X)=r(1p)p2E[X] = \frac{r}{p} \qquad \text{Var}(X) = \frac{r(1-p)}{p^2}

The rest of this lesson is for subscribers

Unlock every lesson in Fundamentals of Probability and Statistics, and every other premium course.

Subscribe to continue

Test your knowledge

Questions are only available to subscribers.

Keep reading Fundamentals of Probability and Statistics

41 lessons in this course, and every other premium course, on one subscription.

  • Every lesson in every course, with the worked examples and interactive simulators
  • Graded questions on every lesson, with explanations for the wrong answers as well as the right one
  • The trainers, timed assessments and brainteaser library that go with them