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Ricardo E.

vila

Mar. 22, 2008

Binomial probability distribution


Calculate the probability of obtaining x successes in N = 10 trials, if the probability
of obtaining one success in one trial is p = 1/2.
(In 10 successive flips of a coin, what is the probability p (x ) of getting x heads?)
N=
p=

10
0.5
Coefficient
(N | x)

x
0
1
2
3
4
5
6
7
8
9
10

1
10
45
120
210
252
210
120
45
10
1

(px)*(1-p)(N-x)
0.000976563
0.000976563
0.000976563
0.000976563
0.000976563
0.000976563
0.000976563
0.000976563
0.000976563
0.000976563
0.000976563

p(x)
0.0009765625
0.0097656250
0.0439453125
0.1171875000
0.2050781250
0.2460937500
0.2050781250
0.1171875000
0.0439453125
0.0097656250
0.0009765625
1.00

% p(x)
0.10
0.98
4.39
11.72
20.51
24.61
20.51
11.72
4.39
0.98
0.10
100.00

cum p(x)
0.0009765625
0.0107421875
0.0546875000
0.1718750000
0.3769531250
0.6230468750
0.8281250000
0.9453125000
0.9892578125
0.9990234375
1.0000000000
SUM

Binomial Probability Distribution


0.25

0.20

p(x)

0.15

0.10

0.05

0.00
0

x, number of successes
Ref.:

http://mathworld.wolfram.com/BinomialDistribution.html

10

Cumulative probability for the binomial distribution:


This chart shows the probability of obtaining x or less successes in N = 10 trials.

Cumulative binomial probability


1.00
0.90
0.80

cum p(x)

0.70
0.60
0.50
0.40
0.30
0.20
0.10
0.00
0

10

0.30
0.45
0.60
0.75
0.90
1.05
1.20
1.35
1.50
1.65
1.80
1.95
2.10
2.25
2.40
2.55

Normal Probability Density Function: an approximate plot

-3.00
-2.85
-2.70
-2.55
-2.40
-2.25
-2.10
-1.95
-1.80
-1.65
-1.50
-1.35
-1.20
-1.05
-0.90
-0.75
-0.60
-0.45
-0.30
-0.15
0.00
0.15
0.30
0.45
0.60
0.75
0.90
1.05
1.20
1.35
1.50
1.65
1.80
1.95
2.10
2.25
2.40
2.55
2.70
2.85
3.00

(z)
0.004432
0.006873
0.010421
0.015449
0.022395
0.031740
0.043984
0.059595
0.078950
0.102265
0.129518
0.160383
0.194186
0.229882
0.266085
0.301137
0.333225
0.360527
0.381388
0.394479
0.398942
0.394479
0.381388
0.360527
0.333225
0.301137
0.266085
0.229882
0.194186
0.160383
0.129518
0.102265
0.078950
0.059595
0.043984
0.031740
0.022395
0.015449
0.010421
0.006873
0.004432

cum (z)
0.000665
0.001696
0.003259
0.005576
0.008935
0.013696
0.020294
0.029233
0.041076
0.056415
0.075843
0.099901
0.129028
0.163511
0.203424
0.248594
0.298578
0.352657
0.409865
0.469037
0.528878
0.588050
0.645258
0.699337
0.749321
0.794492
0.834405
0.868887
0.898015
0.922072
0.941500
0.956840
0.968682
0.977621
0.984219
0.988980
0.992339
0.994656
0.996220
0.997250
0.997915

Normal probability
density function (z)
0.45
0.40
0.35
0.30
0.25
p(z)

(X - N * p )/sqrt(N * p * q )

z=

0.20
0.15
0.10
0.05
0.00
-3.0

-2.0

-1.0

0.0

1.0

2.0

3.0

1.0

2.0

3.0

1.00
0.90
0.80
0.70

cum p(z)

z is the standardized binomial variable


delta z =
0.15
pi =
3.1415926
sqrt(2 * pi) = 2.506628253
1/sqrt(2*pi) = 0.398942284

0.60
0.50
0.40
0.30
0.20
0.10
0.00
-3.0

-2.0

-1.0

0.0

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