Math 2.0

statement proposition

Expectation with respect to the binomial distribution

Statement

Let n≥1n \ge 1 be an integer, let p∈[0,1]p \in [0, 1], and let XX have the binomial distribution Bin⁡(n,p)\operatorname{Bin}(n, p). Then E[X]=∑k=0nk(nk)pk(1−p)n−k=np.E[X] = \sum_{k=0}^{n} k \binom{n}{k} p^k (1 - p)^{n - k} = np.

Remarks

A short proof: XX has the same law as Y1+⋯+YnY_1 + \dots + Y_n with independent Bernoulli YiY_i with E[Yi]=pE[Y_i] = p. Then linearity of expectation gives npnp. A direct proof uses k(nk)=n(n−1k−1)k \binom{n}{k} = n \binom{n-1}{k-1} and the binomial theorem. The variance of XX is np(1−p)np(1 - p).

Explanations

L1 human

In nn trials with success probability pp, you expect npnp successes. For 100100 tosses of a fair coin, the expected number of heads is 5050.

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Sources

  1. Web https://en.wikipedia.org/wiki/Binomial_distribution, Expected value and variance