View Full Version : Negative Binomial
January 20th 2012, 10:43 PM
Can anyone please confirm if these formulas are correct for negative binomial, thanks.
pdf = [ (x+r-1) nCr (x) ](p^r) (q^x)
cdf = ∑ pdf
E(x) = r*q/p
var(x) = r*q/(p^2)
mgf = [p/(1-q*e^t)]^(x+1)
January 20th 2012, 11:22 PM
A good place to check wikipedia or mathworld.wolfram.com
January 21st 2012, 12:22 AM
I checked and they give me 2 different answer.
Thats why I want to verify if this is correct, thanks
January 21st 2012, 01:21 AM
Well wikipedia disagrees with you right?
Now in the mathworld link, it might look different but write out (x+r-1) C (r-1) and compare that to (x+r-1) C (x). You should be able to prove they are the same.
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