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The Negative Binomial Distribution

  | #Stats

Follow the logic of geometric distribution, if we want to study the probability of $r^{\text{th}}$ success in $k^{\text{th}}$ of a series of trials, it must be the case that $(r βˆ’1)$ success occur during the first $(k βˆ’1)$ trials and the $r^{\text{th}}$ happens on exactly the $k^{\text{th}}$ trial.

If we let $X$ be the sum of independent variables $X1, X2, \dots, Xr$, and if $ X \rightarrow \infty$, the negative binomial can be interpreted as $r$ successes happen one after another, and each of which follows the geometric distribution model.

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A greenhorn coder and a big fan of math.