View Full Version : about random variable and Binomial distribution
Hi there,
As many texts' discussion, we usually use a variable x for any value randomly picked. For a Bernoulli trials, i.e. each random variable x can either be successful or fail. If the probability of success if p and that of failure is q=1-p, then the expectation value of x would be
\langle x\rangle = x_s p + x_f(1-p)
where x_s is the value of success while x_f is the value of failure.
In many texts, it takes x_s=1 and x_f=0. Hence,
\langle x\rangle = x_s p + x_f(1-p) = p
I wonder why and from what point shall we define success and failure as x_s=1 and x_f=0? Why I can't say x_s=1 and x_f=-1 OR
x_s=0 and x_f=1? But it we change the valus of x_s and x_f, \langle x\rangle will definitely be changed!?
What you are suggesting is perfectly valid. Using 1 for success and 0 for failure is a convention to keep things simple. Changing to other values doesn't affect the ideas, only the arithmetic.
What you are suggesting is perfectly valid. Using 1 for success and 0 for failure is a convention to keep things simple. Changing to other values doesn't affect the ideas, only the arithmetic.
Thanks. But how? It is known that \langle x\rangle = p, but if we assume for example x_s=1 and x_f=-1, then
\langle x\rangle = x_s p + x_f(1-p) = p - (1-p) = 2p - 1
which is not consistent with \langle x\rangle = p
Thanks. But how? It is known that \langle x\rangle = p, but if we assume for example x_s=1 and x_f=-1, then
\langle x\rangle = x_s p + x_f(1-p) = p - (1-p) = 2p - 1
which is not consistent with \langle x\rangle = p
You get \langle x \rangle = p because of the current assignment of 1 and 0 to success and failure. Had the assignments been made some other way originally the expectation would be some other value.
The assignment isn't really arbitrary: in applications binomial rvs are used to count (record) the total number of successes that occur. Assigning -1 to indicate the occurrence of a failure works mathematically but it makes the application more difficult to deal with.
The standard Bernoulli variable is sufficiently general to represent any other combination of outcomes, e.g.
X = x_f + (x_s-x_f)B
where B is Bernoulli. As an affine function it's easy enough to calculate the mean and variance.
Thanks guys. All right, I get some points here, if we change the random variable, the average will change, just like we use a dice with 6 different values but ranged from 5 to 11, the average,of course, will be different from that ranged from 1 to 6. Is my logic right?
Now let consider a more general question on variance, it is easy to get a general expression in terms of x_s and x_f as follows
VARIANCE[X] = (x_s-x_f)^2pq
I understand that if we change the assignment of x_s and x_f, the VARIANCE will also changed by a factor (x_s-x_f)^2, but what's the significance of this factor (x_s-x_f)^2.Or I change my question to: any practical application in whichx_s\neq 0 and x_f\neq 1?
You get \langle x \rangle = p because of the current assignment of 1 and 0 to success and failure. Had the assignments been made some other way originally the expectation would be some other value.
The assignment isn't really arbitrary: in applications binomial rvs are used to count (record) the total number of successes that occur. Assigning -1 to indicate the occurrence of a failure works mathematically but it makes the application more difficult to deal with.
vBulletin® v3.8.7, Copyright ©2000-2012, vBulletin Solutions, Inc.