Relationship between binomial and negative binomial probabilities. Let X be a negative binomial random variable with parameters r and p, and let Y be a binomial random variable with parameters n and p. Show that P(X>n)=P(Y<r)

Aden Lambert

Aden Lambert

Answered question

2022-11-03

Relationship between binomial and negative binomial probabilities
Let X be a negative binomial random variable with parameters r and p, and let Y be a binomial random variable with parameters n and p. Show that P ( X > n ) = P ( Y < r ) .
I would like to get an analytic solution. Basically I want to show the following equality mathematically:
i = n + 1 ( i 1 r 1 ) p r ( 1 p ) r = i = 0 r 1 ( n i ) p i ( 1 p ) n i

Answer & Explanation

Nigerkamg5

Nigerkamg5

Beginner2022-11-04Added 20 answers

Step 1
X is the minimum number of trials needed to get r successes and Y is the number of successes in n trials.
Step 2
Then it is clear that Y < r X > n from which the result follows.

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