Negative Binomial Distribution

The negative binomial distribution is based on an experiment satisfying

the following conditions:

1. The experiment consists of a sequence of independent and identical

Bernoulli trials

2. i.e., Each trial can result in either a success or a Failure.

3. The probability of success is constant from trial to trial

4. The experiment continues (trials are performed) until a total of s

successes have been observed, where s is a specified positive integer.
Let random variable X represent the number of Bernoulli trials up to and
including that in which s-th success occurs

X = total number of trials to get s successes

p = probability of success on a single trial

X is called the negative binomial random variable because, in contrast to the

binomial random variable, the number of successes is fixed and the number
of trials is random.
 NB  x; s, p 
 x  1 s 1

 s  1p 1  p  .p  B ( s  1; x  1, p ). p
xs

 
 x  1 s
 s  1  p 1  p 
xs
  , x  s, s  1,...
 

s 1  p 
EX  
s
Var  X  
p p2
Example

Find the probability that a person tossing three coins will get
either all heads or all tails for the second time on the fifth toss.
Solution
p=probability of success once

 Pr[( HHH )or (TTT )]

1 1
 
8 8
1

4
Negative Binomial Distribution with s= 2, p = 0.25, and x = 5

 4
P( X  5)   0.25 0.75  0.105
  2 3

1
Example:

Bob is a high school basketball player. He is a free throw shooter 70% of the
times. That means his probability of making a free throw is 0.70. During the
season, what is the probability that Bob makes his third free throw on his
fifth shot?

Solution:

The probability of success p =0.70

Number of trials x= 5
Number of successes, s= 3.

Thus, the probability that Bob will make his third successful free throw on his
fifth shot is  4
P( X  5)   0.70 0.30  0.18522
3 2

 2
Example

A paediatrician wishes to recruit 5 couples, each of whom is expecting their

first child, to participate in a new natural childbirth regimen.
Let p = Prob(a randomly selected couple agrees to participate). If p = .2,

a) What is the probability that 15 couples must be asked before 5 are found
who agree to participate?

b) The probability that at most 15 couples are asked before 5 are found

Sol: a) .034 b) .164

Example
A graduating student keeps applying for jobs until she has three offers. The
probability of getting an offer at any trial is 0.4.

A) What is the expected number of applications? What is the variance?

B) If she has just enough time to complete only six applications, how
confident can she be of getting three offers within the available time?

C)If she wants to be at least 75% confident of getting three offers, how
many applications should she prepare?

D) Suppose she has time for at most six applications. For what minimum
value of p (stated to two decimal places) can she still have 75% confidence
of getting three offers within the available time?

Sol: A) mean=7.5, var=11.25 B) 45.57% C)9 D)p=.56

Example

A real estate agent has four houses to sell before the end of the month by
contacting prospective customers one by one. Each customer has an
independent .20 probability of buying a house on being contacted by the
agent.

A) If the agent has enough time to contact only 10 customers, how

confident can she be of selling all four houses within the available time

B) If the agent wants to be at least 25% confident of selling all the houses
within the available time, how many customers should be contacted?

Sol: A) 12.1% B) 13