If Y is a negative binomial random variable, define Y ? =

Chapter 3, Problem 100E

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QUESTION:

If  is a negative binomial random variable, define \(Y^{*}=Y-r\). If  is interpreted as the number of the trial on which the th success occurs, then \(Y^{*}\) can be interpreted as the number of failures before the th success.

a If \(Y^{*}=Y-r\), \(P\left(Y^{*}=y\right)=P(Y-r=y)=P(Y=y+r)\) for \(y=0\), 1, 2,..., show that \(P\left(Y^{*}=y\right)=\left(\begin{array}{c}

y+r-1 \\

r-1

\end{array}\right) p^{r} q^{y}

\), \(y=0\), 1, 2…..
b Derive the mean and variance of the random variable \(Y^{*}\) by using the relationship \(Y^{*}=Y-r\), where
 is negative binomial and the result in Exercise

Equation Transcription:

Text Transcription:

Y*=Y-r

Y*

Y*=Y-r

P(Y*=y)=P(Y-r=y)=P(Y=y+r)

y=0

P(Y*=y)=(  _r-1^y+r-1)p^r q^y

y=0

Y*

Y*=Y-r

Questions & Answers

QUESTION:

If  is a negative binomial random variable, define \(Y^{*}=Y-r\). If  is interpreted as the number of the trial on which the th success occurs, then \(Y^{*}\) can be interpreted as the number of failures before the th success.

a If \(Y^{*}=Y-r\), \(P\left(Y^{*}=y\right)=P(Y-r=y)=P(Y=y+r)\) for \(y=0\), 1, 2,..., show that \(P\left(Y^{*}=y\right)=\left(\begin{array}{c}

y+r-1 \\

r-1

\end{array}\right) p^{r} q^{y}

\), \(y=0\), 1, 2…..
b Derive the mean and variance of the random variable \(Y^{*}\) by using the relationship \(Y^{*}=Y-r\), where
 is negative binomial and the result in Exercise

Equation Transcription:

Text Transcription:

Y*=Y-r

Y*

Y*=Y-r

P(Y*=y)=P(Y-r=y)=P(Y=y+r)

y=0

P(Y*=y)=(  _r-1^y+r-1)p^r q^y

y=0

Y*

Y*=Y-r

ANSWER:

Solution 100E

Step1 of 3:

Let us consider a random variable ‘Y’ it follows negative binomial distribution with parameter “N, p and r”. DefineIf Y is interpreted as the number of the trial on which the r th success occurs, then  can be interpreted as the number of failures before the r th success.

Here our goal is:

a). If P(= y) = P(Y - r = y)

                                             

For y = 0,1,2,..., show that P(= y)  

b). We need to derive mean and variance of random variable ‘Y’ by using the relationship  

     


Step2 of 3:

a).

We have P(

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