Proof: Mean of the binomial distribution
Index:
The Book of Statistical Proofs ▷
Probability Distributions ▷
Univariate discrete distributions ▷
Binomial distribution ▷
Mean
Metadata: ID: P23 | shortcut: bin-mean | author: JoramSoch | date: 2020-01-16, 11:06.
Theorem: Let $X$ be a random variable following a binomial distribution:
\[\label{eq:bin} X \sim \mathrm{Bin}(n,p) \; .\]Then, the mean or expected value of $X$ is
\[\label{eq:bin-mean} \mathrm{E}(X) = n p \; .\]Proof: By definition, a binomial random variable is the sum of $n$ independent and identical Bernoulli trials with success probability $p$. Therefore, the expected value is
\[\label{eq:bin-mean-s1} \mathrm{E}(X) = \mathrm{E}(X_1 + \ldots + X_n)\]and because the expected value is a linear operator, this is equal to
\[\label{eq:bin-mean-s2} \mathrm{E}(X) = \mathrm{E}(X_1) + \ldots + \mathrm{E}(X_n) = \sum_{i=1}^{n} \mathrm{E}(X_i) \; .\]With the expected value of the Bernoulli distribution, we have:
\[\label{eq:bin-mean-s3} \mathrm{E}(X) = \sum_{i=1}^{n} p = n p \; .\]∎
Sources: - Wikipedia (2020): "Binomial distribution"; in: Wikipedia, the free encyclopedia, retrieved on 2020-01-16; URL: https://en.wikipedia.org/wiki/Binomial_distribution#Expected_value_and_variance.
Metadata: ID: P23 | shortcut: bin-mean | author: JoramSoch | date: 2020-01-16, 11:06.