Negative Binomial Distribution

Let us consider an experiment where the properties are the same as those
listed for a binomial experiment, with the exception that the trials will be repeated
until a fixed number of successes occur. Therefore, instead of finding the probability
of x successes in n trials, where n is fixed, we are now interested in the probability
that, the 𝑘 𝑡ℎ success occurs on the 𝑥 𝑡ℎ trial. Experiments of this kind are called
Negative Binomial Experiments.

Definition:

The number X of trials to produce k successes in a negative binomial

experiment is called a Negative Binomial Random Variable, and its probability
distribution is called the Negative Binomial Distribution.

Comparison:

 A Geometric Distribution is the distribution of the number of trials needed

to get the first success in repeated independent Bernoulli trials.
 The Negative Binomial Distribution is the distribution of the number of
trials needed to get the rth success.

 The Binomial distribution is the distribution of the number of successes (x)

in a fixed number of independent Bernoulli trials (n).
 The Negative Binomial Distribution is the distribution of the number of
trials (x) needed to get a fixed number of successes (r)

Example 1:
What is the probability that it will take X number of trials to reach r success?

𝑥 𝑛𝑢𝑚𝑏𝑒𝑟 𝑜𝑓 𝑡𝑟𝑖𝑎𝑙

F S F F S F S F S
Trial 1 2 3 4 5 6 7 ... 𝑘−1 𝑘
SUCCESS 1st 2nd 3rd 𝑟 𝑡ℎ

(𝑥 − 1) 𝑖𝑛𝑐𝑙𝑢𝑑𝑒𝑠 (𝑟 − 1) 𝑠𝑢𝑐𝑐𝑒𝑠𝑠𝑒𝑠

BUENAFLOR, MADONNA C. | Negative Binomial Distribution

Properties of Negative Binomial Distribution

 Random variable X which counts the number of independent and identical

Bernoulli trials needed for the first r successes.
 Related to geometric distribution.
 Have an independent and identical Bernoulli trials with a constant probability
of success on each trial.
 It doesn’t change from trial to trial. But the number of trials is not fixed.
 What is fixed is the number of successes.
r = number of successes
x = trials
𝑥 − 𝑟 = failures
 The last trial is always a success.

NOTE:
 Probability Mass Function (PMF)
 There are independent trials.
 Each trial results in one of two possible outcomes, labelled success and failure.
 P (success) = p, and this stays constant from trial to trial
 P (failure) = 1-p
 X represents the trial number of the 𝑟 𝑡ℎ success.
For the 𝑟 𝑡ℎ success to occur on the 𝑥 𝑡ℎ trial:
a. The first 𝑥 − 1 trials must result in 𝑟 − 1 successes

𝑥 − 1 𝑟−1
( ) 𝑝 (1 − 𝑝)(𝑥−1)−(𝑟−1) ⇐ 𝑏𝑖𝑛𝑜𝑚𝑖𝑎𝑙 𝑓𝑜𝑟𝑚𝑢𝑙𝑎
𝑟−1
b. The 𝑥 𝑡ℎ trial must be a success, which has a probability of p.

Probability Mass Function (PMF) of Negative Binomial Distribution

𝑥−1 𝑟
P(X = x) = ( ) 𝑝 (1 − 𝑝)(𝑥−𝑟) for 𝑥 = 𝑟, 𝑟 + 1, 𝑟 + 2 …
𝑟−1

Mean Variance
𝑟 𝑟𝑞
𝜇= 𝜎=
𝑝 𝑝2

BUENAFLOR, MADONNA C. | Negative Binomial Distribution

Example 2:

A person conducting a telephone surveys must get 3 more completed surveys

before their job is finished. On each randomly dialed number, there is a 9% chance of
reaching an adult who will complete the survey. What is the probability that the 3rd
completed survey occurs on the 10th call?

Solution:
Given: P(X = 10) = ?
𝑝 = 9% 𝑜𝑟 0.09
𝑟 = 3 (3𝑟𝑑)
𝑋 = 10th

𝑥−1 𝑟
P(X = x) = ( ) 𝑝 (1 − 𝑝)(𝑥−𝑟)
𝑟−1
10 − 1
P(X = 10) = ( ) 0.093 (1 − 0.09)(10−3)
3−1
7
= ( ) 0.093 (0.91)(7)
2
P(X = 10) = 0.01356

Example 3:

An oil company conducts a geological study that indicates that an exploratory

oil well should have a 20% chance of striking oil. What is the probability that the first
strike comes on the third well drilled?

Solution:
Given: 𝑃(𝑋 = 3) = ?
𝑝 = 0.20
1 − 𝑝 = 0.80
𝑟=1
𝑥=3
𝑥−1 𝑟
P(X = x) = ( ) 𝑝 (1 − 𝑝)(𝑥−𝑟)
𝑟−1
3−1
=( ) 0.201 (1 − 0.20)3−1
1−1
= 0.20(1 − 0.20)2
= 0.20 × 0.802
= 0.128

BUENAFLOR, MADONNA C. | Negative Binomial Distribution

Equivalent formula for the PMF of Negative Binomial Distribution:

Mean (𝝁)or the Expected Value

Proof 2:

𝑥+𝑟−1 𝑟
𝑃(𝑋 = 𝑥) = ( ) 𝑝 (1 − 𝑝)𝑥 𝑥 ∈ {0,1,2, … ∞}
𝑟−1

∞
𝑥 + 𝑟 − 1 𝑟 (1
𝐸(𝑋) = ∑ 𝑥 ( )𝑝 − 𝑝)𝑥
𝑟−1
𝑥=0
𝑥+𝑟−1 𝑥(𝑥+𝑟−1)!
Where: 𝑥 ( )=
𝑟−1 𝑥!(𝑟−1)!
𝑟(𝑥 + 𝑟 − 1)!
=
(𝑥 − 1)! 𝑥!
𝑥+𝑟−1
= 𝑟( )
𝑟

∞
𝑥+𝑟−1 𝑟
E(X) = ∑ 𝑥( )𝑝 (1 − 𝑝)𝑥
𝑟
𝑥=1
∞
𝑟 𝑥+𝑟−1
= 𝑟𝑝 ∑( )(1 − 𝑝)𝑥
𝑟−1
𝑥=1
Let 𝑘 =𝑥−1
𝑟 =𝑠−1
∞
𝑘+𝑠−1
= 𝑟𝑝𝑟 ∑( )(1 − 𝑝)𝑘+1
𝑠−1
𝑘=0

∞
𝑟 (1 𝑘+𝑠−1
= 𝑟𝑝 − 𝑝) ∑( )(1 − 𝑝)𝑘 ⇐ 𝐺𝑒𝑜𝑚𝑒𝑡𝑟𝑖𝑐 𝑠𝑒𝑟𝑖𝑒𝑠
𝑠−1
𝑘=0

∞
𝑟 𝑘+𝑠−1
= 𝑟𝑝 (1 − 𝑝) ∑( )(1 − 𝑝)𝑘
𝑠−1
𝑘=0

Where, = [1 − (1 − 𝑝)]−𝑠
= 𝑝−𝑠
= 𝑝−𝑟−1
𝐸(𝑋) = 𝑟𝑝𝑟 (1 − 𝑝)𝑝−𝑟−1
𝒓(𝟏 − 𝒑)
𝝁=
𝒑
BUENAFLOR, MADONNA C. | Negative Binomial Distribution
Example 4: Refer to Example number 3.

Solution:
Given: 𝑝 = 9% 𝑜𝑟 0.09
𝑟 = 3 (3𝑟𝑑)
𝑋 = 10th

r(1 − p)
μ=
p
3(1 − 0.09)
μ=
0.09
μ = 30.3333

Example 5:

A large lot of tires contains 5% defectives. 4 tires are to be chosen for a car.
a. Find the probability that you and 2 defective tires before 4 good ones.
b. Find the mean and variance of the number of defective tires you and
before ending 4 good tires.

Let X = number of defective tires you find before you find 4 good tires.
𝑋 ~ 𝑁𝑒𝑔𝐵𝑖𝑛(4, 0.95)

Solution:
4 + 2 − 1 (0.95)4
a. 𝑃(𝑋 = 2) = ( ) (0.05)2 = 0.02036
2
b.
4 × 0.05 4
𝐸(𝑋) = =
0.95 19

4 × 0.05 80
𝑉(𝑋) = 2
=
0.95 361

BUENAFLOR, MADONNA C. | Negative Binomial Distribution

Equivalent formula for the PMF of Negative Binomial Distribution: Variance
Proof 2:
𝑥+𝑟−1 𝑟
𝑃(𝑋 = 𝑥) = ( ) 𝑝 (1 − 𝑝)𝑥 𝑥 ∈ {0, 1, 2, … }
𝑟−1
𝑟(1 − 𝑝)
𝐸(𝑋) =
𝑝
∞
2) 𝑥+𝑟−1 𝑟
𝐸(𝑋 = ∑ 𝑥2 ( ) 𝑝 (1 − 𝑝)𝑥
𝑟−1
𝑥=0
𝑥+𝑟−1 𝑥+𝑟−1
Let 𝑥 ( ) = 𝑟( )
𝑟−1 𝑟
∞
𝑥+𝑟−1 𝑟
𝐸(𝑋 2 ) = 𝑟 ∑ 𝑥 ( ) 𝑝 (1 − 𝑝)𝑥
𝑟−1
𝑥=1
Let: 𝑘 = 𝑥 − 1
∞
2) 𝑘+𝑟 𝑟
𝐸(𝑋 = 𝑟 ∑(𝑘 + 1) ( ) 𝑝 (1 − 𝑝)𝑘+1
𝑟
𝑘=0
∞
𝑘+𝑟 𝑟
= 𝑟(1 − 𝑝) {∑(𝑘 + 1) ( ) 𝑝 (1 − 𝑝)𝑘 }
𝑟
𝑘=0
∞
𝑘+𝑟 𝑟
= 𝑟(1 − 𝑝) {∑(𝑘 + 1) ( ) 𝑝 (1 − 𝑝)𝑘
𝑟
𝑘=0
∞
𝑘+𝑟 𝑟
+ ∑( ) 𝑝 (1 − 𝑝)𝑘 }
𝑟
𝑘=0
By substitution: 𝑟 = 𝑠 − 1
∞
𝑘 + 𝑠 − 1 𝑠−1
= 𝑟(1 − 𝑝) {∑ 𝑘 ( ) 𝑝 (1 − 𝑝)𝑘
𝑠−1
𝑘=0
∞
𝑘 + 𝑠 − 1 𝑠−1
+ ∑( ) 𝑝 (1 − 𝑝)𝑘 }
𝑠−1
𝑘=0
∞
𝑟(1 − 𝑝) 𝑘+𝑠−1 𝑠
= {∑ 𝑘 ( ) 𝑝 (1 − 𝑝)𝑘
𝑝 𝑠−1
𝑘=0
∞
𝑘+𝑠−1 𝑠
+ ∑( ) 𝑝 (1 − 𝑝)𝑘 }
𝑠−1
𝑘=0
𝑟(1 − 𝑝) 𝑠(1 − 𝑝)
= { + 1}
𝑝 𝑝
Var(𝑋) = 𝐸(𝑋 2 ) − (𝐸(𝑋))2
𝒓(𝟏 − 𝒑)
𝛔=( )
𝒑𝟐

BUENAFLOR, MADONNA C. | Negative Binomial Distribution

Mean (Expected Value) of Negative Binomial Distribution

Theorem.

If X is a random variable with a negative binomial distribution with

parameters p and r, then
𝑟 𝑟𝑞
𝐸(𝑋) = 𝑎𝑛𝑑 𝑣𝑎𝑟(𝑋) =
𝑝 𝑝2

Proof 1:

We have
∞
𝑘 − 1 𝑟 𝑘−𝑟
𝐸(𝑋) = ∑ 𝑘 ( )𝑝 𝑞
𝑟−1
𝑘=𝑟

𝑘−1 𝑘 𝑘+1−1
And since 𝑘 ( ) = 𝑟( ) = 𝑟( ), then
𝑟−1 𝑟 𝑟+1−1
∞
𝑟 𝑘 + 1 − 1 𝑘+1−(𝑟+1)
𝐸(𝑋) = 𝑟𝑝 ∑ ( )𝑞
𝑟+1−1
𝑘=𝑟

∞
ℓ−1
= 𝑟𝑝𝑟 ∑ ( ) 𝑞 ℓ−(𝑟+1)
𝑟+1−1
ℓ=r+1

1
= 𝑟𝑝𝑟
(1 − 𝑞)𝑟+1
𝒓
𝝁= ∎
𝒑

BUENAFLOR, MADONNA C. | Negative Binomial Distribution

Variance (𝝈) of Negative Binomial Distribution

Proof 1:

var (𝑋) = 𝐸(𝑋(𝑋 + 1)) − 𝐸(𝑋) − 𝐸(𝑋)2

solve for, 𝐸(𝑋(𝑋 + 1))

∞
𝑘 − 1 𝑟 𝑘−𝑟
𝐸(𝑋(𝑋 + 1) = ∑ 𝑘(𝑘 + 1) ( )𝑝 𝑞
𝑟−1
𝑘=1

𝑘−1 𝑘+1
Since 𝑘(𝑘 + 1) ( ) = 𝑟(𝑟 + 1) ( )
𝑟−1 𝑟+1
𝑘+2−1
= 𝑟(𝑟 + 1) ( ), then
𝑟+2−1
∞
𝑟 𝑘 + 2 − 1 𝑘+2−(𝑟+2)
𝐸(𝑋(𝑋 + 1) = 𝑟(𝑟 + 1)𝑝 ∑ ( )𝑞
𝑟+2−1
𝑘=1

∞
𝑟 ℓ−1
= 𝑟(𝑟 + 1)𝑝 ∑ ( ) 𝑞 ℓ−(𝑟+2)
𝑟+2−1
ℓ=𝑟+2

1
= 𝑟(𝑟 + 1)𝑝2
(1 − 𝑞)𝑟+2

𝑟(𝑟 + 1)
=
𝑝2

Therefore,

𝑟(𝑟 + 1) 𝑟 𝑟 2
𝑣𝑎𝑟(𝑋) = − − 2
𝑝2 𝑝 𝑝
𝒓𝒑
𝝈= ∎
𝒑𝟐

BUENAFLOR, MADONNA C. | Negative Binomial Distribution

Exercises

1. A person conducting telephone surveys must get 3 more completed surveys

before their job is finished. On each randomly dialed number, there is 9%
chance of reaching an adult who will complete the survey. What is the
probability that the 3rd completed survey occurs on the 10th call?

2. In an NBA (National Basketball Association) championship series, the team

who wins four games out. of seven will be the winner. Suppose that team A
has probability 0.55 of winning over team B and both teams A and B face each
other in the championship games.
a. What is the probability that team A will win the series in six games?
b. What is the probability that team A will win the series?
c. If both teams face each other in a regional playoff series and the winner
is decided by winning three out of five games, what is the probability
that team A will win a playoff?

BUENAFLOR, MADONNA C. | Negative Binomial Distribution