Proving Binomial Distribution Expected Value & Variance

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SUMMARY

The discussion focuses on proving the expected value and variance of a binomial random variable (r.v.) X, specifically that E[X] = NP and VAR(X) = NP(1-P). The user initially attempted to prove this using the incorrect formula E[X] = ∑ xi (N choose i) p^i (1-p)^(n-i). A correction was provided, stating that the correct formula is E[X] = ∑ i (N choose i) p^i (1-p)^(n-i). Additionally, to simplify the calculation of variance, it is recommended to calculate E[X(X-1)] instead of E[X^2].

PREREQUISITES
  • Understanding of binomial random variables
  • Familiarity with the concepts of expected value and variance
  • Knowledge of summation notation and combinatorial coefficients
  • Basic algebraic manipulation skills
NEXT STEPS
  • Study the derivation of the expected value of a binomial distribution
  • Learn about variance calculation techniques for binomial distributions
  • Explore the properties of combinatorial coefficients in probability
  • Investigate the relationship between E[X(X-1)] and variance
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Students and professionals in statistics, mathematicians, and anyone involved in probability theory or data analysis who seeks to understand the properties of binomial distributions.

Yulia_sch
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hello,

i need to prive that for a binomial r.v X E[X]=NP and VAR(X)=NP(1-P).

I tried to prove it using the deffinition of expectation:

E[x]=[tex]\sum xi \stackrel{N}{i} p^{i}(1-p)^{n-i}[/tex]

now what?

thanks...
 
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Yulia_sch said:
hello,

i need to prive that for a binomial r.v X E[X]=NP and VAR(X)=NP(1-P).

I tried to prove it using the deffinition of expectation:

E[x]=[tex]\sum xi \stackrel{N}{i} p^{i}(1-p)^{n-i}[/tex]

now what?

thanks...
E[x]=[tex]\sum xi \stackrel{N}{i} p^{i}(1-p)^{n-i}[/tex] is incorrect. Should be:
E[x]=[tex]\sum i \stackrel{N}{i} p^{i}(1-p)^{n-i}[/tex]

For the second moment replace i by i2.
 
One more comment: to help with the variance, instead of calculating

[tex] E[X] = \sum i^2 \binom{N}{i} p^i (1-p)^{n-i}[/tex]

calculating

[tex] E[X (X-1)] = \sum i(i-1) \binom{N}{i} p^i (1-p)^{n-i}[/tex]

will make the algebra required to work with the summation simpler.

Since

[tex] E[X(X-1)] = E[X^2] - E[X][/tex]

this, and the mean, will allow you to find the variance.
 

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