Negative Binomial Distribution

Overview

  • The Negative Binomial distribution models the number of successes in a sequence of independent Bernoulli trials before a specified number of failures occurs.
  • Unlike the Binomial distribution, which focuses on the number of trials until a fixed number of successes, the Negative Binomial distribution focuses on the number of successes until a fixed number of failures.

Use Case

  • Used when you want to model the number of successes (e.g., number of goals scored, number of defective items produced) before observing a certain number of failures (e.g., strikes in baseball before three outs, defective products in a production run).

Formula

  • Probability Mass Function (PMF):
    • : Number of successes
    • : Number of failures
    • : Probability of success in each trial

Example

  • Baseball Game:
    • Suppose a baseball team needs to score 3 runs () before getting 2 outs to win the game.
    • Let ( p = 0.3 ) be the probability of scoring a run in each at-bat.
    • We want to find the probability of scoring exactly 3 runs before getting 2 outs.
    • Using the Negative Binomial PMF: