The Binomial distribution comes up when you are interested in the portion
of people who do a thing. The Binomial distribution
also comes up in the sign test, sometimes called the Binomial test
(see stats::binom.test()
), where you may need the Binomial C.D.F. to
compute p-values.
We recommend reading this documentation on
https://alexpghayes.github.io/distributions3/, where the math
will render with additional detail.
In the following, let \(X\) be a Binomial random variable with parameter
size
= \(n\) and p
= \(p\). Some textbooks define \(q = 1 - p\),
or called \(\pi\) instead of \(p\).
Support: \(\{0, 1, 2, ..., n\}\)
Mean: \(np\)
Variance: \(np \cdot (1 - p) = np \cdot q\)
Probability mass function (p.m.f):
$$
P(X = k) = {n \choose k} p^k (1 - p)^{n-k}
$$
Cumulative distribution function (c.d.f):
$$
P(X \le k) = \sum_{i=0}^{\lfloor k \rfloor} {n \choose i} p^i (1 - p)^{n-i}
$$
Moment generating function (m.g.f):
$$
E(e^{tX}) = (1 - p + p e^t)^n
$$