Finding mode in Binomial distribution
$begingroup$
Suppose that $X$ has the Binomial distribution with parameters $n,p$ . How can I show that if $(n+1)p$ is integer then
$X$ has two mode that is $(n+1)p$ or $(n+1)p-1?$
probability statistics binomial-distribution
$endgroup$
add a comment |
$begingroup$
Suppose that $X$ has the Binomial distribution with parameters $n,p$ . How can I show that if $(n+1)p$ is integer then
$X$ has two mode that is $(n+1)p$ or $(n+1)p-1?$
probability statistics binomial-distribution
$endgroup$
$begingroup$
Hint: compute the ratio $b(n,p;k+1)/b(n,p;k)$ and check that this ratio is $gt1$ for every $klt k^*$ and $leqslant1$ for every $kgeqslant k^*$, for some integer $k^*$.
$endgroup$
– Did
Mar 8 '12 at 16:27
add a comment |
$begingroup$
Suppose that $X$ has the Binomial distribution with parameters $n,p$ . How can I show that if $(n+1)p$ is integer then
$X$ has two mode that is $(n+1)p$ or $(n+1)p-1?$
probability statistics binomial-distribution
$endgroup$
Suppose that $X$ has the Binomial distribution with parameters $n,p$ . How can I show that if $(n+1)p$ is integer then
$X$ has two mode that is $(n+1)p$ or $(n+1)p-1?$
probability statistics binomial-distribution
probability statistics binomial-distribution
edited Feb 2 '17 at 10:08
Leila
3,48553056
3,48553056
asked Mar 8 '12 at 16:03
hadisanjihadisanji
5121511
5121511
$begingroup$
Hint: compute the ratio $b(n,p;k+1)/b(n,p;k)$ and check that this ratio is $gt1$ for every $klt k^*$ and $leqslant1$ for every $kgeqslant k^*$, for some integer $k^*$.
$endgroup$
– Did
Mar 8 '12 at 16:27
add a comment |
$begingroup$
Hint: compute the ratio $b(n,p;k+1)/b(n,p;k)$ and check that this ratio is $gt1$ for every $klt k^*$ and $leqslant1$ for every $kgeqslant k^*$, for some integer $k^*$.
$endgroup$
– Did
Mar 8 '12 at 16:27
$begingroup$
Hint: compute the ratio $b(n,p;k+1)/b(n,p;k)$ and check that this ratio is $gt1$ for every $klt k^*$ and $leqslant1$ for every $kgeqslant k^*$, for some integer $k^*$.
$endgroup$
– Did
Mar 8 '12 at 16:27
$begingroup$
Hint: compute the ratio $b(n,p;k+1)/b(n,p;k)$ and check that this ratio is $gt1$ for every $klt k^*$ and $leqslant1$ for every $kgeqslant k^*$, for some integer $k^*$.
$endgroup$
– Did
Mar 8 '12 at 16:27
add a comment |
1 Answer
1
active
oldest
votes
$begingroup$
Let $a_k=P(X=k)$, we have
$$a_k=binom{n}{k}p^kq^{n-k}qquadtext{and}qquad a_{k+1}=binom{n}{k+1}p^{k+1}q^{n-k-
1},$$
where as usual $q=1-p$ in binomial distribution.
We calculate the ratio $dfrac{a_{k+1}}{a_k}$. Note that
$frac{binom{n}{k+1}}{binom{n}{k}}$
simplifies to
$frac{n-k}{k+1},$
and therefore
$$frac{a_{k+1}}{a_k}=frac{n-k}{k+1}cdotfrac{p}{q}=frac{n-k}{k+1}cdotfrac{p}{1-p}.$$
From this equation we can follow:
$$begin{align}
k > (n+1)p-1 implies a_{k+1} < a_k \
k = (n+1)p-1 implies a_{k+1} = a_k \
k < (n+1)p-1 implies a_{k+1} > a_k
end{align}$$
The calculation (almost) says that we have equality of two consecutive probabilities precisely if $a_{k+1}=a_k$, that is, if $k=np+p-1$. Note that $k=np+p-1$ implies that $np+p-1$ is an integer.
So if $k=np+p-1$ is not an integer, there is a single mode; and if $k=np+p-1$ is an integer, there are two modes, at $np+p-1$ and at $np+p$.
Not quite! We have been a little casual in our algebra. We have not paid attention to whether we might be multiplying or dividing by $0$. We also have casually accepted what the algebra seems to say, without doing a reality check.
Suppose that $p=0$. Then $np+p-1$ is an integer, namely $-1$. But whatever $n$ is, there is a single mode, namely $k=0$. In all other situations where $np+p-1$ is an integer, the $k$ we have identified is non-negative.
However, suppose that $p=1$. Again, $np+p-1$ is an integer, and again there is no double mode. The largest $a_k$ occurs at one place only, namely $k=n$, since $np+p$ is in this case beyond our range.
That completes the analysis when $np+p-1$ is an integer. When it is not, the analysis is simple. There is a single mode, at $lfloor np+prfloor$.
$endgroup$
$begingroup$
I am solving a similar exercise and I have some doubts: why taking the ratio $frac{p_X(k+1)}{p_X(k)}$ gives you the mode (most probable value), which is defined as $sup_{x in R_X} p_X(x)$?
$endgroup$
– user16924
Sep 7 '14 at 23:26
2
$begingroup$
The sup is in this case a max, since the random variable takes on integer values. Apart from a couple of "degenerate" cases pointed out in the answer, the probabilities rise and then fall. The ratio of consecutive terms is therefore $gt 1$ for a while, then $lt 1$, except that in somewhat unusual cases we can have ratio $1$, so two consecutive values each qualify as a mode. Looking at the ratios tells us when the probability has reached a maximum.
$endgroup$
– André Nicolas
Sep 8 '14 at 1:38
$begingroup$
Thanks very much for the explanation.
$endgroup$
– user16924
Sep 8 '14 at 2:47
$begingroup$
You are welcome. That was an overview. The detail is in the answer above.
$endgroup$
– André Nicolas
Sep 8 '14 at 2:48
add a comment |
Your Answer
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$begingroup$
Let $a_k=P(X=k)$, we have
$$a_k=binom{n}{k}p^kq^{n-k}qquadtext{and}qquad a_{k+1}=binom{n}{k+1}p^{k+1}q^{n-k-
1},$$
where as usual $q=1-p$ in binomial distribution.
We calculate the ratio $dfrac{a_{k+1}}{a_k}$. Note that
$frac{binom{n}{k+1}}{binom{n}{k}}$
simplifies to
$frac{n-k}{k+1},$
and therefore
$$frac{a_{k+1}}{a_k}=frac{n-k}{k+1}cdotfrac{p}{q}=frac{n-k}{k+1}cdotfrac{p}{1-p}.$$
From this equation we can follow:
$$begin{align}
k > (n+1)p-1 implies a_{k+1} < a_k \
k = (n+1)p-1 implies a_{k+1} = a_k \
k < (n+1)p-1 implies a_{k+1} > a_k
end{align}$$
The calculation (almost) says that we have equality of two consecutive probabilities precisely if $a_{k+1}=a_k$, that is, if $k=np+p-1$. Note that $k=np+p-1$ implies that $np+p-1$ is an integer.
So if $k=np+p-1$ is not an integer, there is a single mode; and if $k=np+p-1$ is an integer, there are two modes, at $np+p-1$ and at $np+p$.
Not quite! We have been a little casual in our algebra. We have not paid attention to whether we might be multiplying or dividing by $0$. We also have casually accepted what the algebra seems to say, without doing a reality check.
Suppose that $p=0$. Then $np+p-1$ is an integer, namely $-1$. But whatever $n$ is, there is a single mode, namely $k=0$. In all other situations where $np+p-1$ is an integer, the $k$ we have identified is non-negative.
However, suppose that $p=1$. Again, $np+p-1$ is an integer, and again there is no double mode. The largest $a_k$ occurs at one place only, namely $k=n$, since $np+p$ is in this case beyond our range.
That completes the analysis when $np+p-1$ is an integer. When it is not, the analysis is simple. There is a single mode, at $lfloor np+prfloor$.
$endgroup$
$begingroup$
I am solving a similar exercise and I have some doubts: why taking the ratio $frac{p_X(k+1)}{p_X(k)}$ gives you the mode (most probable value), which is defined as $sup_{x in R_X} p_X(x)$?
$endgroup$
– user16924
Sep 7 '14 at 23:26
2
$begingroup$
The sup is in this case a max, since the random variable takes on integer values. Apart from a couple of "degenerate" cases pointed out in the answer, the probabilities rise and then fall. The ratio of consecutive terms is therefore $gt 1$ for a while, then $lt 1$, except that in somewhat unusual cases we can have ratio $1$, so two consecutive values each qualify as a mode. Looking at the ratios tells us when the probability has reached a maximum.
$endgroup$
– André Nicolas
Sep 8 '14 at 1:38
$begingroup$
Thanks very much for the explanation.
$endgroup$
– user16924
Sep 8 '14 at 2:47
$begingroup$
You are welcome. That was an overview. The detail is in the answer above.
$endgroup$
– André Nicolas
Sep 8 '14 at 2:48
add a comment |
$begingroup$
Let $a_k=P(X=k)$, we have
$$a_k=binom{n}{k}p^kq^{n-k}qquadtext{and}qquad a_{k+1}=binom{n}{k+1}p^{k+1}q^{n-k-
1},$$
where as usual $q=1-p$ in binomial distribution.
We calculate the ratio $dfrac{a_{k+1}}{a_k}$. Note that
$frac{binom{n}{k+1}}{binom{n}{k}}$
simplifies to
$frac{n-k}{k+1},$
and therefore
$$frac{a_{k+1}}{a_k}=frac{n-k}{k+1}cdotfrac{p}{q}=frac{n-k}{k+1}cdotfrac{p}{1-p}.$$
From this equation we can follow:
$$begin{align}
k > (n+1)p-1 implies a_{k+1} < a_k \
k = (n+1)p-1 implies a_{k+1} = a_k \
k < (n+1)p-1 implies a_{k+1} > a_k
end{align}$$
The calculation (almost) says that we have equality of two consecutive probabilities precisely if $a_{k+1}=a_k$, that is, if $k=np+p-1$. Note that $k=np+p-1$ implies that $np+p-1$ is an integer.
So if $k=np+p-1$ is not an integer, there is a single mode; and if $k=np+p-1$ is an integer, there are two modes, at $np+p-1$ and at $np+p$.
Not quite! We have been a little casual in our algebra. We have not paid attention to whether we might be multiplying or dividing by $0$. We also have casually accepted what the algebra seems to say, without doing a reality check.
Suppose that $p=0$. Then $np+p-1$ is an integer, namely $-1$. But whatever $n$ is, there is a single mode, namely $k=0$. In all other situations where $np+p-1$ is an integer, the $k$ we have identified is non-negative.
However, suppose that $p=1$. Again, $np+p-1$ is an integer, and again there is no double mode. The largest $a_k$ occurs at one place only, namely $k=n$, since $np+p$ is in this case beyond our range.
That completes the analysis when $np+p-1$ is an integer. When it is not, the analysis is simple. There is a single mode, at $lfloor np+prfloor$.
$endgroup$
$begingroup$
I am solving a similar exercise and I have some doubts: why taking the ratio $frac{p_X(k+1)}{p_X(k)}$ gives you the mode (most probable value), which is defined as $sup_{x in R_X} p_X(x)$?
$endgroup$
– user16924
Sep 7 '14 at 23:26
2
$begingroup$
The sup is in this case a max, since the random variable takes on integer values. Apart from a couple of "degenerate" cases pointed out in the answer, the probabilities rise and then fall. The ratio of consecutive terms is therefore $gt 1$ for a while, then $lt 1$, except that in somewhat unusual cases we can have ratio $1$, so two consecutive values each qualify as a mode. Looking at the ratios tells us when the probability has reached a maximum.
$endgroup$
– André Nicolas
Sep 8 '14 at 1:38
$begingroup$
Thanks very much for the explanation.
$endgroup$
– user16924
Sep 8 '14 at 2:47
$begingroup$
You are welcome. That was an overview. The detail is in the answer above.
$endgroup$
– André Nicolas
Sep 8 '14 at 2:48
add a comment |
$begingroup$
Let $a_k=P(X=k)$, we have
$$a_k=binom{n}{k}p^kq^{n-k}qquadtext{and}qquad a_{k+1}=binom{n}{k+1}p^{k+1}q^{n-k-
1},$$
where as usual $q=1-p$ in binomial distribution.
We calculate the ratio $dfrac{a_{k+1}}{a_k}$. Note that
$frac{binom{n}{k+1}}{binom{n}{k}}$
simplifies to
$frac{n-k}{k+1},$
and therefore
$$frac{a_{k+1}}{a_k}=frac{n-k}{k+1}cdotfrac{p}{q}=frac{n-k}{k+1}cdotfrac{p}{1-p}.$$
From this equation we can follow:
$$begin{align}
k > (n+1)p-1 implies a_{k+1} < a_k \
k = (n+1)p-1 implies a_{k+1} = a_k \
k < (n+1)p-1 implies a_{k+1} > a_k
end{align}$$
The calculation (almost) says that we have equality of two consecutive probabilities precisely if $a_{k+1}=a_k$, that is, if $k=np+p-1$. Note that $k=np+p-1$ implies that $np+p-1$ is an integer.
So if $k=np+p-1$ is not an integer, there is a single mode; and if $k=np+p-1$ is an integer, there are two modes, at $np+p-1$ and at $np+p$.
Not quite! We have been a little casual in our algebra. We have not paid attention to whether we might be multiplying or dividing by $0$. We also have casually accepted what the algebra seems to say, without doing a reality check.
Suppose that $p=0$. Then $np+p-1$ is an integer, namely $-1$. But whatever $n$ is, there is a single mode, namely $k=0$. In all other situations where $np+p-1$ is an integer, the $k$ we have identified is non-negative.
However, suppose that $p=1$. Again, $np+p-1$ is an integer, and again there is no double mode. The largest $a_k$ occurs at one place only, namely $k=n$, since $np+p$ is in this case beyond our range.
That completes the analysis when $np+p-1$ is an integer. When it is not, the analysis is simple. There is a single mode, at $lfloor np+prfloor$.
$endgroup$
Let $a_k=P(X=k)$, we have
$$a_k=binom{n}{k}p^kq^{n-k}qquadtext{and}qquad a_{k+1}=binom{n}{k+1}p^{k+1}q^{n-k-
1},$$
where as usual $q=1-p$ in binomial distribution.
We calculate the ratio $dfrac{a_{k+1}}{a_k}$. Note that
$frac{binom{n}{k+1}}{binom{n}{k}}$
simplifies to
$frac{n-k}{k+1},$
and therefore
$$frac{a_{k+1}}{a_k}=frac{n-k}{k+1}cdotfrac{p}{q}=frac{n-k}{k+1}cdotfrac{p}{1-p}.$$
From this equation we can follow:
$$begin{align}
k > (n+1)p-1 implies a_{k+1} < a_k \
k = (n+1)p-1 implies a_{k+1} = a_k \
k < (n+1)p-1 implies a_{k+1} > a_k
end{align}$$
The calculation (almost) says that we have equality of two consecutive probabilities precisely if $a_{k+1}=a_k$, that is, if $k=np+p-1$. Note that $k=np+p-1$ implies that $np+p-1$ is an integer.
So if $k=np+p-1$ is not an integer, there is a single mode; and if $k=np+p-1$ is an integer, there are two modes, at $np+p-1$ and at $np+p$.
Not quite! We have been a little casual in our algebra. We have not paid attention to whether we might be multiplying or dividing by $0$. We also have casually accepted what the algebra seems to say, without doing a reality check.
Suppose that $p=0$. Then $np+p-1$ is an integer, namely $-1$. But whatever $n$ is, there is a single mode, namely $k=0$. In all other situations where $np+p-1$ is an integer, the $k$ we have identified is non-negative.
However, suppose that $p=1$. Again, $np+p-1$ is an integer, and again there is no double mode. The largest $a_k$ occurs at one place only, namely $k=n$, since $np+p$ is in this case beyond our range.
That completes the analysis when $np+p-1$ is an integer. When it is not, the analysis is simple. There is a single mode, at $lfloor np+prfloor$.
edited Jan 7 at 6:10
rekcah
33
33
answered Mar 8 '12 at 16:44
André NicolasAndré Nicolas
452k36423808
452k36423808
$begingroup$
I am solving a similar exercise and I have some doubts: why taking the ratio $frac{p_X(k+1)}{p_X(k)}$ gives you the mode (most probable value), which is defined as $sup_{x in R_X} p_X(x)$?
$endgroup$
– user16924
Sep 7 '14 at 23:26
2
$begingroup$
The sup is in this case a max, since the random variable takes on integer values. Apart from a couple of "degenerate" cases pointed out in the answer, the probabilities rise and then fall. The ratio of consecutive terms is therefore $gt 1$ for a while, then $lt 1$, except that in somewhat unusual cases we can have ratio $1$, so two consecutive values each qualify as a mode. Looking at the ratios tells us when the probability has reached a maximum.
$endgroup$
– André Nicolas
Sep 8 '14 at 1:38
$begingroup$
Thanks very much for the explanation.
$endgroup$
– user16924
Sep 8 '14 at 2:47
$begingroup$
You are welcome. That was an overview. The detail is in the answer above.
$endgroup$
– André Nicolas
Sep 8 '14 at 2:48
add a comment |
$begingroup$
I am solving a similar exercise and I have some doubts: why taking the ratio $frac{p_X(k+1)}{p_X(k)}$ gives you the mode (most probable value), which is defined as $sup_{x in R_X} p_X(x)$?
$endgroup$
– user16924
Sep 7 '14 at 23:26
2
$begingroup$
The sup is in this case a max, since the random variable takes on integer values. Apart from a couple of "degenerate" cases pointed out in the answer, the probabilities rise and then fall. The ratio of consecutive terms is therefore $gt 1$ for a while, then $lt 1$, except that in somewhat unusual cases we can have ratio $1$, so two consecutive values each qualify as a mode. Looking at the ratios tells us when the probability has reached a maximum.
$endgroup$
– André Nicolas
Sep 8 '14 at 1:38
$begingroup$
Thanks very much for the explanation.
$endgroup$
– user16924
Sep 8 '14 at 2:47
$begingroup$
You are welcome. That was an overview. The detail is in the answer above.
$endgroup$
– André Nicolas
Sep 8 '14 at 2:48
$begingroup$
I am solving a similar exercise and I have some doubts: why taking the ratio $frac{p_X(k+1)}{p_X(k)}$ gives you the mode (most probable value), which is defined as $sup_{x in R_X} p_X(x)$?
$endgroup$
– user16924
Sep 7 '14 at 23:26
$begingroup$
I am solving a similar exercise and I have some doubts: why taking the ratio $frac{p_X(k+1)}{p_X(k)}$ gives you the mode (most probable value), which is defined as $sup_{x in R_X} p_X(x)$?
$endgroup$
– user16924
Sep 7 '14 at 23:26
2
2
$begingroup$
The sup is in this case a max, since the random variable takes on integer values. Apart from a couple of "degenerate" cases pointed out in the answer, the probabilities rise and then fall. The ratio of consecutive terms is therefore $gt 1$ for a while, then $lt 1$, except that in somewhat unusual cases we can have ratio $1$, so two consecutive values each qualify as a mode. Looking at the ratios tells us when the probability has reached a maximum.
$endgroup$
– André Nicolas
Sep 8 '14 at 1:38
$begingroup$
The sup is in this case a max, since the random variable takes on integer values. Apart from a couple of "degenerate" cases pointed out in the answer, the probabilities rise and then fall. The ratio of consecutive terms is therefore $gt 1$ for a while, then $lt 1$, except that in somewhat unusual cases we can have ratio $1$, so two consecutive values each qualify as a mode. Looking at the ratios tells us when the probability has reached a maximum.
$endgroup$
– André Nicolas
Sep 8 '14 at 1:38
$begingroup$
Thanks very much for the explanation.
$endgroup$
– user16924
Sep 8 '14 at 2:47
$begingroup$
Thanks very much for the explanation.
$endgroup$
– user16924
Sep 8 '14 at 2:47
$begingroup$
You are welcome. That was an overview. The detail is in the answer above.
$endgroup$
– André Nicolas
Sep 8 '14 at 2:48
$begingroup$
You are welcome. That was an overview. The detail is in the answer above.
$endgroup$
– André Nicolas
Sep 8 '14 at 2:48
add a comment |
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$begingroup$
Hint: compute the ratio $b(n,p;k+1)/b(n,p;k)$ and check that this ratio is $gt1$ for every $klt k^*$ and $leqslant1$ for every $kgeqslant k^*$, for some integer $k^*$.
$endgroup$
– Did
Mar 8 '12 at 16:27