Binomial formula
By Mike Latham on Wednesday, April 10,
2002 - 07:55 pm:
Dear all
Can anyone please provide an urgent proof of:
The binomial distribution formula provides values between 0 and
1
ALSO: That the summation of the binomial distribution formula,
between lower limit i = 0 and upper limit n, equals 1.
Many thanks
Mike
By David Loeffler on Wednesday, April
10, 2002 - 10:18 pm:
Well, I could urgently give you a proof but the proof
itself wouldn't necessarily be urgent :-)
I'll give you some clues, and if you get stuck let me know and I'll tell you in
full.
We want to prove that
for any p, q, and n ³ 0.
Do you know about proof by induction? It's obviously true for n=1, so what
happens if you take the sum on the left and multiply it by (p+q), and collect
terms with like powers of p and q?
You'll need the identity n+1 Ci=nCi+nCi-1.
David
By Mike Latham on Thursday, April 11, 2002
- 06:35 pm:
David
Many many thanks for your answer - you cannot believe the relief
of having someone to assist. I now know how my own students feel.
My ability in Maths. only goes so far I just have a great
interest.
PLEASE forward details in full to the two proofs I
detailed.
The first that the formula always gives values between 0 and
1.
The second that the summation gives a value of 1.
I promise that I shall work my way through your answer as
homework :-).
Thanks again, I do really appreciate your help.
Mike
By David Loeffler on Thursday, April 11,
2002 - 10:43 pm:
Suppose it's true that the binomial distribution formula
sums to 1 for some particular value of n. I'm going to write n Cr as
(n,r) to save typing.
We then know that
Then as (p+q)=1, we have
|
(p+q) |
n å
r=0
|
(n,r)pr qn-r=1 |
|
But this expression is
|
|
n å
r=0
|
(n,r) pr+1 qn-r+ |
n å
r=0
|
(n,r) pr qn-r+1 |
|
|
=(p qn+(n,1)p2 qn-1+(n,2)p3 qn-2¼)+(qn+1+(n,1)p qn +(n,2)p2 qn-1¼) |
|
|
=qn+1+[(n,1)+1]p qn +[(n,2)+(n,1)]p2 qn-1+[(n,3)+(n,2)]p3 qn-2¼ |
|
Now we'll use the identity I mentioned above. Remember that (n,0) is always 1.
|
=qn+1+(n+1,1)p qn + (n+1,2)p2 qn-1+(n+1,3)p3 qn-2¼ |
|
|
= |
n+1 å
r=0
|
(n+1,r)pr qn+1-r |
|
So this is also 1.
So if what we want to prove is true for that particular value of n, it is
true for the next one, and hence for theone after that, and so on.
But we know it's true for 1. So it follows that it's true for all n. This
is what mathematicians call a proof by induction.
Now, the first question clearly follows from this: if a lot of things have sum
1 and are positive, then clearly none of them can be greater than 1.
David
By Mike Latham on Friday, April 12, 2002 -
06:52 am:
Many thanks again. I am sure that I may be calling here again
for help and advice. Who knows maybe one day I will be able to
provide help. !!
Regards
By Mike Latham on Saturday, April 13, 2002
- 03:07 pm:
Sorry - extra help needed.
I have tried to follow the logic shown in the proof but have
failed !! Is it possible (practical) to split it down into steps.
I would relly love to be able to UNDERSTAND this proof.
I cannot even 'see' how the expression is split into two
summations. Please set it out for an idiot to follow.
Sorry again but we all have to start somewhere.
Many many thanks
By David Loeffler on Saturday, April 13,
2002 - 09:41 pm:
I split it up because I multiplied it by p+q, and then
expanded this out.
The step is
|
1= |
n å
r=0
|
(n,r)pr qn-r=(p+q) |
æ è
|
n å
r=0
|
(n,r)pr qn-r |
ö ø
|
|
|
(because p+q=1)
|
=p |
æ è
|
n å
r=0
|
(n,r) pr qn-r |
ö ø
|
+q |
æ è
|
n å
r=0
|
(n,r) pr qn-r |
ö ø
|
|
|
|
= |
n å
r=0
|
(n,r) pr+1 qn-r+ |
n å
r=0
|
(n,r) pr qn-r+1 |
|
Is that any clearer?
David
By Mike Latham on Sunday, April 14, 2002 -
07:58 am:
Thanks David
If you have time and the inclination would you please continue
the step by step approach throughtout the proof you earlier
provided. I have spent a long time plodding my way through but
with little (read 'none') success.
The soul is willing but the mind is weak :-(.
Please be patitent and attempt to guide me through this one. It
is important for me to understand.
What would I do without you?
Many thanks again, I am indebted.
Mike
By David Loeffler on Sunday, April 14,
2002 - 03:59 pm:
Perhaps it would help if I gave a few
examples for small n.
I presume you are familiar with the formula itself, P(n,r) =
(n,r)pr qn-r , where p + q = 1?
Well, let's take n=1. We have
P(0) = (1,0) p0 q1 = q
P(1) = (1,1) p1 q0 = p
So P(0) + P(1) = q + p = 1, from above.
Now, let's look at the case n=2. Now we have
P(0) = (2,0)p0 q2 = q2 ,
P(1) = (2,1)p1 q1 = 2pq,
P(2) = (2,2)p2 q0 = p2 .
Now, expand out (p+q)2 . You'll find that it's equal
to
p(p+q) + q(p+q)
=p2 + pq + pq + q2 = p2 + 2pq +
q2 .
However, since p+q = 1, (p+q)2 is obviously also 1. So
we know that p2 + 2pq + q2 = 1, which is
what we need.
So the strategy for the proof is that for any n, we will show
that P(0) + P(1) + ... + P(n) = (p+q)n .
Then as we know that p+q = 1, (p+q)n = 1, so it
follows that the sum is 1.
Do you understand so far?
David
By Mike Latham on Monday, April 15, 2002 -
06:21 am:
By jove, I think I've got it.
You have provided the necessary stepping stones for me to work
through it. I really do appreciate the help given.
Mike