Consider the negative binomial distribution given in

Chapter 3, Problem 98E

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QUESTION:

Consider the negative binomial distribution given in Definition .
a Show that if \(y \geq r+1\), \(\frac{p(y)}{p(y-1)}-\left(\frac{y-1}{y-r}\right) q\). This establishes a recursive relationship between successive negative binomial probabilities, because \(p(y)=p(y-1) \times\left(\frac{y-1}{y-r}\right) q\).
b Show that \(\frac{p(y)}{p(y-1)}=\left(\frac{y-1}{y-r}\right) q>1\) if \(y<\frac{r-q}{1-q}\). Similarly, \(\frac{p(y)}{p(y-1)}<1\) if \(y>\frac{r-q}{1-q}\).
c Apply the result in part (b) for the case \(r=7\), \(p=.5\) to determine the values of  for which \(p(y)>p(y-1)\).

Equation Transcription:

Text Transcription:

y>=r+1

p(y) over p(y-1)-(y-1 over y-r)q

p(y)=p(y-1)x(y-1 over y-r)q

p(y) over p(y-1)=(y-1 over y-r)q>1

y<r-q over 1-q

p(y) over p(y-1)<1

y>r-q over 1-q

r=7

p=.5

p(y)>p(y-1)

Questions & Answers

QUESTION:

Consider the negative binomial distribution given in Definition .
a Show that if \(y \geq r+1\), \(\frac{p(y)}{p(y-1)}-\left(\frac{y-1}{y-r}\right) q\). This establishes a recursive relationship between successive negative binomial probabilities, because \(p(y)=p(y-1) \times\left(\frac{y-1}{y-r}\right) q\).
b Show that \(\frac{p(y)}{p(y-1)}=\left(\frac{y-1}{y-r}\right) q>1\) if \(y<\frac{r-q}{1-q}\). Similarly, \(\frac{p(y)}{p(y-1)}<1\) if \(y>\frac{r-q}{1-q}\).
c Apply the result in part (b) for the case \(r=7\), \(p=.5\) to determine the values of  for which \(p(y)>p(y-1)\).

Equation Transcription:

Text Transcription:

y>=r+1

p(y) over p(y-1)-(y-1 over y-r)q

p(y)=p(y-1)x(y-1 over y-r)q

p(y) over p(y-1)=(y-1 over y-r)q>1

y<r-q over 1-q

p(y) over p(y-1)<1

y>r-q over 1-q

r=7

p=.5

p(y)>p(y-1)

ANSWER:

Solution 98E

Step1 of 4:

Let us consider a random variable ‘Y’ it follows negative binomial distribution with parameter

“N, p and r”. If and only if :

Here our goal is:

a). We need to show that if y  this establishes a recursive relationship between successive negative binomial probabilities, because  

b). We need to show that  similarly .

c). We need to determine the values of y for which P(y) > P(y-1) when r = 7 and p = 0.5.


Step2 of 4:

a).

Let

Substitute y-1 in place of y then we get

         

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