Questions tagged [negative-binomial]

Questions about the negative binomial distribution, a discrete probability distribution.

273 questions
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Random walk on a cube

Start a random walk on a vertex of a cube, with equal probability going along the three edges that you can see (to another vertex). what is the expected number of steps to reach the opposite vertex that you start with?
7
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Distribution of a random variable in a coin toss

Amanda tosses a fair coin until she gets $H$. Let $X$ be the number of these tosses. After that she tosses $X$ fair coins, each one until she gets $H$. Let $Y_i$ be the number of tosses for the coin $i\in\{1,\dots,X\}$. Finally, Let…
6
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1 answer

Expectation of negative binomial distribution

Given $X \sim \text{NBin}(n,p)$, I've seen two different calculations for $\mathbb{E} (X)$: \begin{align*} &1. \mathbb{E} (X) = \frac{n}{p}, \quad \text{or}\\ &2. \mathbb{E} (Y) = \frac{n(1-p)}{p} \end{align*} Proof for 1.: Proof for the calculation…
6
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4 answers

CDF for Negative Binomial Distribution

I am trying to show that the following statement is true. $$ \sum_{x = r}^{X}\binom{x-1}{r-1}p^r(1-p)^{x-r} = \sum_{x = r}^{X}\binom{X}{x}p^x(1-p)^{X-x} $$ Where $X$ and $r$ and $p$ are constants, with $X \geq r$, and $ 0 \leq p \leq 1.$ How did I…
6
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2 answers

Find mean and variance using Moment generating function of the negative binomial.

I was asked to derive the mean and variance for the negative binomial using the moment generating function of the negative binomial. However i am not sure how to go about using the formula to go out and actually solve for the mean and variance.
5
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0 answers

Mathematics of Rock Paper Scissors game

The other day I was scrolling on my phone and came across the following meme: For example, if 8 billion people had a Rock Paper Scissors tournament, apparently only 33 rounds would be needed to find the winner. I wrote a quick R script to verify…
farrow90
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5
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1 answer

Negative Binomial with $4$ white faces before $3$ black faces

Suppose that a fair $6$-sided die having $2$ black faces and $4$ white faces will be rolled repeatedly. What is the probability that $4$ rolls resulting in a white face occur before $3$ rolls resulting in a black face? Attemped Solution: I'm trying…
Remy
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5
votes
3 answers

Binomial expansion of negative exponents.

Let's say I have to expand $(1+x)^{-1}$ using binomial expansion. Using the theorem, I get: $$(1+x)^{-1} = 1-x+x^2-x^3+x^4-x^5+x^6+....+{\infty}$$ Substituting $x$ for $1$, I get: $$\frac{1}{2}= 1-1+1-1+1-1+1+....+{\infty}$$ A similar result arises…
5
votes
1 answer

Probability Generating Function of a Negative Multinomial Distribution

Derive the probability generating function (pfg) of a negative multinomial distribution with parameters $(k; p_{0}, p_{1}, ..., p_{r})$ where the k-th occurrence of the event with the probability $p_{0}$ stops the trials. My approach: Find the pgf…
4
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1 answer

binomial identity seemingly illogical and impossible. Is there any way it could be true?

There is binomial expression(s) written as $$\sum_{n\geqslant0}\frac{(-3n+2k-3)n!^2}{2(2n+1)(k-1)!^2(n-k+1)!^2 \binom{2n}{n}}=\begin{cases} 0 & \text{if $k=0$,} \\ -1 & \text{if $k\geqslant1$,} \end{cases}$$ which simplifies…
4
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2 answers

How to split a pot of $100 when a game of flipping coins until first person gets 10 heads is interrupted.(A variation of the points problem)

Question : Andy and Beth are playing a game worth $100. They take turns flipping a penny. The first person to get 10 heads will win. But they just realized that they have to be in math class right away and are forced to stop the game. Andy had four…
4
votes
3 answers

Unbiased estimator for negative binomial distribution

Exercise: A biased coin has a probability $p$ that it gives a tail when it is tossed. The random variable $T$ is the number of tosses up to and including the second tail. Show that $\frac{1}{T-1}$ is an unbiased estimator of $p$. My work so far: I…
4
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1 answer

Sum of two independent random variables ( negative binomial distribution )

Let $X,Y$ be two independent negative binomial distributed random variables: $X\sim NB(r,p)$ and $Y\sim NB(s,p)$. Show that: $$X+Y\sim B(r+s,p)$$ Remark: So where I'm stucked? I failed to show that $$ \sum_{j=0}^k\binom{j+r-1}j\cdot…
4
votes
1 answer

Partial sum of binomial expansion

Let $0m>0.$ I am looking for a closed form of $\sum_{k=0}^{m}{n-k\choose m-k}p^k$ or $\sum_{k=0}^{m}{n-m+k\choose k}p^{m-k}$
4
votes
2 answers

Proving an inequality which the solution says "is obvious" but I cant see how

I was going through my Lebesgue Measure and Integration course, and I came across this inequality. $$ \left(1+\frac{x}{n}\right)^{-n}\leq e^{-x} $$ I tried expanding both sides, and got $$\text{LHS}=…
Sum-Meister
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