Definition:Negative Binomial Distribution

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Definition

Let $X$ be a discrete random variable on a probability space $\struct {\Omega, \Sigma, \Pr}$.


There are two forms of the negative binomial distribution, as follows:


First Form

$X$ has the negative binomial distribution (of the first form) with parameters $n$ and $p$ if:

$\Img X = \set {0, 1, 2, \ldots}$
$\map \Pr {X = k} = \dbinom {n + k - 1} {n - 1} p^k \paren {1 - p}^n$

where $0 < p < 1$.


It is frequently seen as:

$\map \Pr {X = k} = \dbinom {n + k - 1} {n - 1} p^k q^n$

where $q = 1 - p$.


Second Form

$X$ has the negative binomial distribution (of the second form) with parameters $n$ and $p$ if:

$\Img X = \set {n, n + 1, n + 2, \dotsc}$
$\map \Pr {X = k} = \dbinom {k - 1} {n - 1} p^n \paren {1 - p}^{k - n}$

where $0 < p < 1$.


It is frequently seen as:

$\map \Pr {X = k} = \dbinom {k - 1} {n - 1} q^{k - n} p^n $

where $q = 1 - p$.


Notation

It is sometimes written (in either form):

$X \sim \NegativeBinomial n p$

but there is no standard notation for this distribution.


Also see

  • Results about the negative binomial distribution can be found here.


Technical Note

The $\LaTeX$ code for \(\NegativeBinomial {n} {p}\) is \NegativeBinomial {n} {p} .

When the arguments are single characters, it is usual to omit the braces:

\NegativeBinomial n p