الصفحة قالب:Infobox probability distribution/styles.css ليس بها محتوى.
Binomial distribution
Probability mass function
Cumulative distribution function
الترميز
B
(
n
,
p
)
𝐵
𝑛
𝑝
{\displaystyle{\displaystyle B(n,p)}}
الوسائط
n
∈
{
0
,
1
,
2
,
…
}
𝑛
0
1
2
…
{\displaystyle{\displaystyle n\in\{0,1,2,\ldots\}}}
– number of trials
p
∈
[
0
,
1
]
𝑝
0
1
{\displaystyle{\displaystyle p\in[0,1]}}
– success probability for each trial الحامل
k
∈
{
0
,
1
,
…
,
n
}
𝑘
0
1
…
𝑛
{\displaystyle{\displaystyle k\in\{0,1,\ldots,n\}}}
– number of successes PMF
(
n
k
)
p
k
(
1
-
p
)
n
-
k
binomial
𝑛
𝑘
superscript
𝑝
𝑘
superscript
1
𝑝
𝑛
𝑘
{\displaystyle{\displaystyle{\binom{n}{k}}p^{k}(1-p)^{n-k}}}
CDF
I
1
-
p
(
n
-
k
,
1
+
k
)
subscript
𝐼
1
𝑝
𝑛
𝑘
1
𝑘
{\displaystyle{\displaystyle I_{1-p}(n-k,1+k)}}
المتوسط
n
p
𝑛
𝑝
{\displaystyle{\displaystyle np}}
أوسط
⌊
n
p
⌋
𝑛
𝑝
{\displaystyle{\displaystyle\lfloor np\rfloor}}
or
⌈
n
p
⌉
𝑛
𝑝
{\displaystyle{\displaystyle\lceil np\rceil}}
منوال
⌊
(
n
+
1
)
p
⌋
𝑛
1
𝑝
{\displaystyle{\displaystyle\lfloor(n+1)p\rfloor}}
or
⌈
(
n
+
1
)
p
⌉
-
1
𝑛
1
𝑝
1
{\displaystyle{\displaystyle\lceil(n+1)p\rceil-1}}
تباين
n
p
(
1
-
p
)
𝑛
𝑝
1
𝑝
{\displaystyle{\displaystyle np(1-p)}}
تخالف
1
-
2
p
n
p
(
1
-
p
)
1
2
𝑝
𝑛
𝑝
1
𝑝
{\displaystyle{\displaystyle{\frac{1-2p}{\sqrt{np(1-p)}}}}}
تدبب زائد
1
-
6
p
(
1
-
p
)
n
p
(
1
-
p
)
1
6
𝑝
1
𝑝
𝑛
𝑝
1
𝑝
{\displaystyle{\displaystyle{\frac{1-6p(1-p)}{np(1-p)}}}}
الاعتلاج
1
2
log
2
(
2
π
e
n
p
(
1
-
p
)
)
+
O
(
1
n
)
1
2
subscript
2
2
𝜋
𝑒
𝑛
𝑝
1
𝑝
𝑂
1
𝑛
{\displaystyle{\displaystyle{\frac{1}{2}}\log_{2}\left(2\pi enp(1-p)\right)+O%
\left({\frac{1}{n}}\right)}}
in shannons . For nats , use the natural log in the log. MGF
(
1
-
p
+
p
e
t
)
n
superscript
1
𝑝
𝑝
superscript
𝑒
𝑡
𝑛
{\displaystyle{\displaystyle(1-p+pe^{t})^{n}}}
CF
(
1
-
p
+
p
e
i
t
)
n
superscript
1
𝑝
𝑝
superscript
𝑒
𝑖
𝑡
𝑛
{\displaystyle{\displaystyle(1-p+pe^{it})^{n}}}
PGF
G
(
z
)
=
[
(
1
-
p
)
+
p
z
]
n
𝐺
𝑧
superscript
delimited-[]
1
𝑝
𝑝
𝑧
𝑛
{\displaystyle{\displaystyle G(z)=[(1-p)+pz]^{n}}}
معلومات فيشر
g
n
(
p
)
=
n
p
(
1
-
p
)
subscript
𝑔
𝑛
𝑝
𝑛
𝑝
1
𝑝
{\displaystyle{\displaystyle g_{n}(p)={\frac{n}{p(1-p)}}}}
(for fixed
n
𝑛
{\displaystyle{\displaystyle n}}
)
Binomial distribution for
p
=
0.5
𝑝
0.5
{\displaystyle{\displaystyle p=0.5}}
with
n and
k as in
Pascal's triangle The probability that a ball in a
Galton box with 8 layers (
n = 8) ends up in the central bin (
k = 4) is
70
/
256
70
256
{\displaystyle{\displaystyle 70/256}}
.
توزيع احتمالي ثنائي هو توزيع لتجربة عشوائية لها ناتجان فقط أحدهما نجاح التجربة والآخر فشلها ويكون الشرط الأساسي أن احتمال النجاح لا يتأثر بتكرار التجربة ، أمثلة : رمي قطعة نقود ، الإحصاءات أو الأسئلة التي تعتمد الإجابة لا أو نعم.
بتعبير آخر التوزيع الاحتمالي ثنائي الحد هو تكرار لتجربة برنولي (انظر توزيع برنولي ).
خصائص التوزيع الثنائي
يتميز التوزيع الثنائى بعدة خصائص هي:
تتكون التجربة من أكثر من محاولة. إذا تكونت التجربة من محاولة واحدة ،فإننا في تجربة توزيع برنولي .
استقلال المحاولات عن بعضها البعض أي ثبات احتمال النجاح p ومن ثم احتمال الفشل q.
هذه المحاولات جميعا متماثلة ومستقلة.
احتمال النجاح ثابت في كل محاولة.
قالب:بعض التوزيعات الاحتمالية الشائعة بمتغير واحد
F
(
k
;
n
,
p
)
=
Pr
(
X
≤
k
)
=
I
1
-
p
(
n
-
k
,
k
+
1
)
=
(
n
-
k
)
(
n
k
)
∫
0
1
-
p
t
n
-
k
-
1
(
1
-
t
)
k
𝑑
t
.
𝐹
𝑘
𝑛
𝑝
absent
Pr
𝑋
𝑘
missing-subexpression
absent
subscript
𝐼
1
𝑝
𝑛
𝑘
𝑘
1
missing-subexpression
absent
𝑛
𝑘
binomial
𝑛
𝑘
superscript
subscript
0
1
𝑝
superscript
𝑡
𝑛
𝑘
1
superscript
1
𝑡
𝑘
differential-d
𝑡
{\displaystyle{\displaystyle{\begin{aligned} \displaystyle F(k;n,p)&%
\displaystyle=\Pr(X\leq k)\\
&\displaystyle=I_{1-p}(n-k,k+1)\\
&\displaystyle=(n-k){n\choose k}\int_{0}^{1-p}t^{n-k-1}(1-t)^{k}\,dt.\end{%
aligned}}}}
Some closed-form bounds for the cumulative distribution function are given below .
Example
Suppose a biased coin comes up heads with probability 0.3 when tossed. What is the probability of achieving 0, 1,..., 6 heads after six tosses?
Pr
(
0
heads
)
=
f
(
0
)
=
Pr
(
X
=
0
)
=
(
6
0
)
0.3
0
(
1
-
0.3
)
6
-
0
=
0.117649
Pr
0
heads
𝑓
0
Pr
𝑋
0
binomial
6
0
superscript
0.3
0
superscript
1
0.3
6
0
0.117649
{\displaystyle{\displaystyle\Pr(0{\text{ heads}})=f(0)=\Pr(X=0)={6\choose 0}0.%
3^{0}(1-0.3)^{6-0}=0.117649}}
Pr
(
1
heads
)
=
f
(
1
)
=
Pr
(
X
=
1
)
=
(
6
1
)
0.3
1
(
1
-
0.3
)
6
-
1
=
0.302526
Pr
1
heads
𝑓
1
Pr
𝑋
1
binomial
6
1
superscript
0.3
1
superscript
1
0.3
6
1
0.302526
{\displaystyle{\displaystyle\Pr(1{\text{ heads}})=f(1)=\Pr(X=1)={6\choose 1}0.%
3^{1}(1-0.3)^{6-1}=0.302526}}
Pr
(
2
heads
)
=
f
(
2
)
=
Pr
(
X
=
2
)
=
(
6
2
)
0.3
2
(
1
-
0.3
)
6
-
2
=
0.324135
Pr
2
heads
𝑓
2
Pr
𝑋
2
binomial
6
2
superscript
0.3
2
superscript
1
0.3
6
2
0.324135
{\displaystyle{\displaystyle\Pr(2{\text{ heads}})=f(2)=\Pr(X=2)={6\choose 2}0.%
3^{2}(1-0.3)^{6-2}=0.324135}}
Pr
(
3
heads
)
=
f
(
3
)
=
Pr
(
X
=
3
)
=
(
6
3
)
0.3
3
(
1
-
0.3
)
6
-
3
=
0.18522
Pr
3
heads
𝑓
3
Pr
𝑋
3
binomial
6
3
superscript
0.3
3
superscript
1
0.3
6
3
0.18522
{\displaystyle{\displaystyle\Pr(3{\text{ heads}})=f(3)=\Pr(X=3)={6\choose 3}0.%
3^{3}(1-0.3)^{6-3}=0.18522}}
Pr
(
4
heads
)
=
f
(
4
)
=
Pr
(
X
=
4
)
=
(
6
4
)
0.3
4
(
1
-
0.3
)
6
-
4
=
0.059535
Pr
4
heads
𝑓
4
Pr
𝑋
4
binomial
6
4
superscript
0.3
4
superscript
1
0.3
6
4
0.059535
{\displaystyle{\displaystyle\Pr(4{\text{ heads}})=f(4)=\Pr(X=4)={6\choose 4}0.%
3^{4}(1-0.3)^{6-4}=0.059535}}
Pr
(
5
heads
)
=
f
(
5
)
=
Pr
(
X
=
5
)
=
(
6
5
)
0.3
5
(
1
-
0.3
)
6
-
5
=
0.010206
Pr
5
heads
𝑓
5
Pr
𝑋
5
binomial
6
5
superscript
0.3
5
superscript
1
0.3
6
5
0.010206
{\displaystyle{\displaystyle\Pr(5{\text{ heads}})=f(5)=\Pr(X=5)={6\choose 5}0.%
3^{5}(1-0.3)^{6-5}=0.010206}}
Pr
(
6
heads
)
=
f
(
6
)
=
Pr
(
X
=
6
)
=
(
6
6
)
0.3
6
(
1
-
0.3
)
6
-
6
=
0.000729
Pr
6
heads
𝑓
6
Pr
𝑋
6
binomial
6
6
superscript
0.3
6
superscript
1
0.3
6
6
0.000729
{\displaystyle{\displaystyle\Pr(6{\text{ heads}})=f(6)=\Pr(X=6)={6\choose 6}0.%
3^{6}(1-0.3)^{6-6}=0.000729}}
[1]
Mean
If X ~ B (n , p ), that is, X is a binomially distributed random variable, n being the total number of experiments and p the probability of each experiment yielding a successful result, then the expected value of X is:[2]
E
[
X
]
=
n
p
.
E
𝑋
𝑛
𝑝
{\displaystyle{\displaystyle\operatorname{E}[X]=np.}}
For example, if n = 100, and p = 1/4, then the average number of successful results will be 25.
Proof: We calculate the mean, μ , directly calculated from its definition
μ
=
∑
i
=
0
n
x
i
p
i
,
𝜇
superscript
subscript
𝑖
0
𝑛
subscript
𝑥
𝑖
subscript
𝑝
𝑖
{\displaystyle{\displaystyle\mu=\sum_{i=0}^{n}x_{i}p_{i},}}
and the binomial theorem :
μ
=
∑
k
=
0
n
k
(
n
k
)
p
k
(
1
-
p
)
n
-
k
=
n
p
∑
k
=
0
n
k
(
n
-
1
)
!
(
n
-
k
)
!
k
!
p
k
-
1
(
1
-
p
)
(
n
-
1
)
-
(
k
-
1
)
=
n
p
∑
k
=
1
n
(
n
-
1
)
!
(
(
n
-
1
)
-
(
k
-
1
)
)
!
(
k
-
1
)
!
p
k
-
1
(
1
-
p
)
(
n
-
1
)
-
(
k
-
1
)
=
n
p
∑
k
=
1
n
(
n
-
1
k
-
1
)
p
k
-
1
(
1
-
p
)
(
n
-
1
)
-
(
k
-
1
)
=
n
p
∑
ℓ
=
0
n
-
1
(
n
-
1
ℓ
)
p
ℓ
(
1
-
p
)
(
n
-
1
)
-
ℓ
with
ℓ
:=
k
-
1
=
n
p
∑
ℓ
=
0
m
(
m
ℓ
)
p
ℓ
(
1
-
p
)
m
-
ℓ
with
m
:=
n
-
1
=
n
p
(
p
+
(
1
-
p
)
)
m
=
n
p
𝜇
absent
superscript
subscript
𝑘
0
𝑛
𝑘
binomial
𝑛
𝑘
superscript
𝑝
𝑘
superscript
1
𝑝
𝑛
𝑘
missing-subexpression
absent
𝑛
𝑝
superscript
subscript
𝑘
0
𝑛
𝑘
𝑛
1
𝑛
𝑘
𝑘
superscript
𝑝
𝑘
1
superscript
1
𝑝
𝑛
1
𝑘
1
missing-subexpression
absent
𝑛
𝑝
superscript
subscript
𝑘
1
𝑛
𝑛
1
𝑛
1
𝑘
1
𝑘
1
superscript
𝑝
𝑘
1
superscript
1
𝑝
𝑛
1
𝑘
1
missing-subexpression
absent
𝑛
𝑝
superscript
subscript
𝑘
1
𝑛
binomial
𝑛
1
𝑘
1
superscript
𝑝
𝑘
1
superscript
1
𝑝
𝑛
1
𝑘
1
missing-subexpression
absent
𝑛
𝑝
superscript
subscript
ℓ
0
𝑛
1
binomial
𝑛
1
ℓ
superscript
𝑝
ℓ
superscript
1
𝑝
𝑛
1
ℓ
missing-subexpression
assign
with
ℓ
𝑘
1
missing-subexpression
absent
𝑛
𝑝
superscript
subscript
ℓ
0
𝑚
binomial
𝑚
ℓ
superscript
𝑝
ℓ
superscript
1
𝑝
𝑚
ℓ
missing-subexpression
assign
with
𝑚
𝑛
1
missing-subexpression
absent
𝑛
𝑝
superscript
𝑝
1
𝑝
𝑚
missing-subexpression
absent
𝑛
𝑝
{\displaystyle{\displaystyle{\begin{aligned} \displaystyle\mu&\displaystyle=%
\sum_{k=0}^{n}k{\binom{n}{k}}p^{k}(1-p)^{n-k}\\
&\displaystyle=np\sum_{k=0}^{n}k{\frac{(n-1)!}{(n-k)!k!}}p^{k-1}(1-p)^{(n-1)-(%
k-1)}\\
&\displaystyle=np\sum_{k=1}^{n}{\frac{(n-1)!}{((n-1)-(k-1))!(k-1)!}}p^{k-1}(1-%
p)^{(n-1)-(k-1)}\\
&\displaystyle=np\sum_{k=1}^{n}{\binom{n-1}{k-1}}p^{k-1}(1-p)^{(n-1)-(k-1)}\\
&\displaystyle=np\sum_{\ell=0}^{n-1}{\binom{n-1}{\ell}}p^{\ell}(1-p)^{(n-1)-%
\ell}&&\displaystyle{\text{with }}\ell:=k-1\\
&\displaystyle=np\sum_{\ell=0}^{m}{\binom{m}{\ell}}p^{\ell}(1-p)^{m-\ell}&&%
\displaystyle{\text{with }}m:=n-1\\
&\displaystyle=np(p+(1-p))^{m}\\
&\displaystyle=np\end{aligned}}}}
التاريخ
This distribution was derived by James Bernoulli . He considered the case where p = r /(r + s ) where p is the probability of success and r and s are positive integers. Blaise Pascal had earlier considered the case where p = 1/2.
See also
الهامش
^ Hamilton Institute. "The Binomial Distribution" October 20, 2010.
^ See Proof Wiki
^ Mandelbrot, B. B., Fisher, A. J., & Calvet, L. E. (1997). A multifractal model of asset returns. 3.2 The Binomial Measure is the Simplest Example of a Multifractal
مراجع
Discrete univariate
with finite support with infinite support
Continuous univariate
supported on a bounded interval supported on a semi-infinite interval supported on the whole real line with support whose type varies
Mixed univariate
Multivariate (joint) Directional Degenerate and singular العائلات