Chapter 3: Problem 2
Suppose that \(X\) is a negative binomial random variable with \(p=0.2\) and \(r=4 .\) Determine the following: a. \(E(X)\) b. \(P(X=20)\) c. \(P(X=19)\) d. \(P(X=21)\) e. The most likely value for \(X\)
Short Answer
Expert verified
a. 16
b. 0.0323
c. 0.0355
d. 0.0294
e. 7
Step by step solution
01
Understanding the Negative Binomial Distribution
The negative binomial random variable, \(X\), counts the number of failures before achieving \(r\) successes, where each trial has a probability \(p\) of success. For this problem, \(p=0.2\) and \(r=4\). This means we are looking for 4 successes, each with a probability of 0.2.
02
Calculating Expected Value
The expected value, \(E(X)\), for a negative binomial distribution is given by \(E(X) = \frac{r(1-p)}{p}\). Thus, \(E(X) = \frac{4(1-0.2)}{0.2} = \frac{4 \times 0.8}{0.2} = 16\).
03
Calculating Probability \(P(X=20)\)
The probability \(P(X=k)\) for a negative binomial is \(\binom{k+r-1}{r-1} p^r (1-p)^k\). For \(X=20\):\[P(X=20) = \binom{20+4-1}{4-1} (0.2)^4 (0.8)^{20}\]\[ = \binom{23}{3} (0.2)^4 (0.8)^{20}\]\[ = 1771 \times 0.0016 \times 0.011527\]\[ \approx 0.0323\]
04
Calculating Probability \(P(X=19)\)
Similarly, calculate: \[P(X=19) = \binom{19+4-1}{4-1} (0.2)^4 (0.8)^{19}\]\[ = \binom{22}{3} (0.2)^4 (0.8)^{19}\]\[ = 1540 \times 0.0016 \times 0.014401\]\[ \approx 0.0355\]
05
Calculating Probability \(P(X=21)\)
Calculate \(P(X=21)\): \[P(X=21) = \binom{21+4-1}{4-1} (0.2)^4 (0.8)^{21}\]\[ = \binom{24}{3} (0.2)^4 (0.8)^{21}\]\[ = 2024 \times 0.0016 \times 0.009216\]\[ \approx 0.0294\]
06
Determining the Most Likely Value for \(X\)
To find the most likely value, you look for the mode of the distribution which is calculated as \((k-1)\), where \(k=r + (1-p)/p\). Here, \(k = 4 + 0.8/0.2 = 8\). Thus the most likely value for \(X\) is \(8-1=7\).
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Key Concepts
These are the key concepts you need to understand to accurately answer the question.
Expected Value
The concept of expected value is fundamental in probability theory. For a negative binomial distribution, it represents the average number of failures expected before achieving a set number of successes. With this specific distribution, you are interested in an experiment repeated until a certain event occurs.To calculate the expected value \(E(X)\) for a negative binomial distribution, you use the formula:\[E(X) = \frac{r(1-p)}{p}\]Here, \(r\) is the number of successes you want, and \(p\) is the probability of success on each trial. In the given problem, \(r = 4\) and \(p = 0.2\). Plugging these values into the formula gives:\[E(X) = \frac{4(1-0.2)}{0.2} = \frac{4 \times 0.8}{0.2} = 16\]This means, on average, you expect 16 failures before achieving 4 successes.
Probability Calculation
Calculating the probability of a negative binomial variable taking a specific value involves using a formula that reflects the scenario of having a certain number of failures before reaching the desired number of successes.For a negative binomial distribution, the probability \(P(X=k)\) is calculated using:\[P(X=k) = \binom{k+r-1}{r-1} p^r (1-p)^k\]This calculation accounts for different possible failure-success sequences. Let’s explore how this works with the given values:- **For \(X=20\):** \[ P(X=20) = \binom{23}{3} (0.2)^4 (0.8)^{20} \] After simplifying, you get approximately 0.0323. - **For \(X=19\):** \[ P(X=19) = \binom{22}{3} (0.2)^4 (0.8)^{19} \] This results in approximately 0.0355. - **For \(X=21\):** \[ P(X=21) = \binom{24}{3} (0.2)^4 (0.8)^{21} \] Which simplifies to around 0.0294.These probabilities collectively help verify trends or tendencies in a distribution by checking how likely specific outcomes are.
Mode of Distribution
The mode of a distribution represents the most likely or frequent value. For the negative binomial distribution, identifying the mode helps in understanding where the highest probability is concentrated.In a negative binomial distribution, the mode can be determined using:\[k = r + \frac{1-p}{p}\]Then the mode is \((k-1)\). With the provided values, \(r=4\) and \(p=0.2\):\[k = 4 + \frac{0.8}{0.2} = 8\]Thus, the mode is:\[8-1=7\]Therefore, the most likely value for the number of failures before reaching 4 successes is 7. This reflects where the distribution is most concentrated and gives insights into expectations versus reality for this specific probability model.