Math 2.0

Probability theory and stochastic processes Proposition

Expectation with respect to the binomial distribution

Builds on Binomial distributionExpected valueLinearity of expectationBernoulli 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).

Reading path

To understand this page from the ground up, read these 50 pages in order. The foundations come first.

  1. Binomial coefficient definition
  2. Construction of the reals from Cauchy sequences concept
  3. Element definition
  4. Integers object
  5. Ordered field definition
  6. Proposition concept
  7. Random experiment concept
  8. Rational numbers object
  9. Real numbers object
  10. Set definition
  11. Ring of integers statement
  12. Disjunction definition
  13. Implication definition
  14. Predicate definition
  15. Bernoulli trial concept
  16. Ordered pair definition
  17. Union definition
  18. Sample space definition
  19. Existential quantifier definition
  20. The rationals form a field statement
  21. Universal quantifier definition
  22. Cartesian product definition
  23. Subset definition
  24. The rationals form an ordered field statement
  25. Uniqueness quantifier definition
  26. Binary relation definition
  27. Universal set definition
  28. Power set definition
  29. Order on the reals definition
  30. Complement definition
  31. Function definition
  32. Interval definition
  33. Sigma-algebra definition
  34. Injective function definition
  35. Preimage of a set definition
  36. Countable set definition
  37. Event definition
  38. Borel sigma-algebra definition
  39. Probability axioms concept
  40. Probability measure definition
  41. Probability space definition
  42. Random variable definition
  43. Discrete random variable definition
  44. Random variable with a density definition
  45. Probability mass function definition
  46. Expected value definition
  47. Linearity of expectation statement
  48. Binomial distribution definition
  49. Bernoulli distribution definition
  50. Expectation with respect to the binomial distribution statement

Further reading

  1. Web https://en.wikipedia.org/wiki/Binomial_distribution, Expected value and variance
About this page
Tag0PVCTCKD3C
URIm2://0PVCTCKD3C
Aliasesmean-of-binomial-distribution
Kindstatement, proposition
WritingW0 stub
MSC60E05
StatusThis copy of the site has no build data. Run m2 status 0PVCTCKD3C.
UsesBinomial distribution, Expected value, Linearity of expectation, Bernoulli distribution

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