Factsheet
Let be a sequence of iid Bernoulli distributed random variable with
for
Then is binomially distributed with parameters
and
is binomially distributed with parameters
. It is evident that
and
are independent.
Now realize that is binomially distributed with parameters
.
This spares you any computations.
Just compute. Suppose ,
. Now let
, then
\begin{align*}
\def\P{\mathbb P}\P(X+Y = k) &= \sum_{i=0}^k \P(X = i, Y = k-i)\\
&= \sum_{i=0}^k \P(X=i)\P(Y=k-i) & \text{by independence}\\
&= \sum_{i=0}^k \binom ni p^i (1-p)^{n-i} \binom m{k-i} p^{k-i} (1-p)^{m-k+i}\\
&= p^k(1-p)^{n+m-k}\sum_{i=0}^k \binom ni \binom m{k-i} \\
&= \binom {n+m}k p^k (1-p)^{n+m-k}
\end{align*}
Hence
.
Videos
Hi, I'm struggling with this one. Would really appreciate any help.
Suppose you and a mate (Dave) throws snowballs at a street sign. You throw 20 snowballs with a hit probability = 0.96. Dave throws 30 snowballs with a hit probability = 0.36.
We count the hits, denoted as X. Does X have a binomial distribution? Why or why not?
My thoughts
I've read (Wiki) that the sum of independent binomial random variables is itself a binomial variable, if and only if, all the components share the same success probability. That is not the case here, since Dave sucks. Therefore, it should not be bionomial.. But why is that?
It will be a special case of the Poisson Binomial Distribution.
Assuming $Y$ and $Z$ are independent, $X=Y+Z$ has mean $E[Y]+E[Z] = n P_Y + n P_Z$ and variance $\text{Var}(Y) + \text{Var}(Z) = n P_Y (1-P_Y) + n P_Z (1 - P_Z)$. The characteristic function is $$ \left( P_Y {{\rm e}^{it}}+1-P_Y \right) ^{n}\left( P_Z {{\rm e}^{it}}+1-P_Z \right) ^{n}$$ But unless $P_Y = P_Z$, there is no special name for the distribution of $X$.
EDIT: Maple does come up with a closed form for the probability mass function involving the associated Legendre function of the first kind:
$$\mathbb P(X=x) = \cases{ \dfrac{n!}{x!} P_n^{x-n}\left(\dfrac{2 P_Y P_Z - P_Y - P_Z}{P_Y - P_Z}\right) (P_Z - P_Y)^n \left(\dfrac{(1-P_Z)(1-P_Y)}{P_Z P_Y}\right)^{(n-x)/2} & if $0 \le x \le n$\cr \dfrac{n!}{(2n-x)!} P_n^{n-x}\left(\dfrac{2 P_Y P_Z - P_Y - P_Z}{P_Y - P_Z}\right) (P_Z - P_Y)^n \left(\dfrac{(1-P_Z)(1-P_Y)}{P_Z P_Y}\right)^{(n-x)/2} & if $n \le x \le 2n$}$$
EDIT: In response to Shakil's request, here is the Maple code:
> sum(binomial(n,k)*P[Z]^k*(1-P[Z])^(n-k)*
binomial(n,x-k)*P[Y]^(x-k)*(1-P[Y])^(n-(x-k)),k=0..x) assuming x>=0,x<=n;
> simplify(%);
> sum(binomial(n,k)*P[Z]^k*(1-P[Z])^(n-k)*
binomial(n,x-k)*P[Y]^(x-k)*(1-P[Y])^(n-(x-k)),k=x-n..n) assuming x>=n,x<=2*n;
> simplify(%);

![{\displaystyle \Pr[Y=m]=\sum _{k=m}^{n}{\binom {n}{m}}{\binom {n-m}{k-m}}p^{k}q^{m}(1-p)^{n-k}(1-q)^{k-m}}](https://imgs.search.brave.com/_ZzMOmRKyfxVmQ4vVVgLsklO2iEaHy6xvZBCUdfHG-4/rs:fit:500:0:0:0/g:ce/aHR0cHM6Ly93aWtp/bWVkaWEub3JnL2Fw/aS9yZXN0X3YxL21l/ZGlhL21hdGgvcmVu/ZGVyL3N2Zy84MzY5/ZWY4NDZmZmRhNzI5/MDBlZmM2N2IzMzQ5/MjNmNzBjZTQ4Y2E1.jpeg)
