5
$\begingroup$

Using properties of variance, we know that $Var(aX)$ is $a^2Var(X)$.

A binomial distribution has n many Bernoulli trials, i.e. we can substitute $Var(X)$ with $Var(nB)$ (where $X$ is a binomial variable and $B$ a Bernoulli trial) which, using the property described above, gives us $n^2Var(B)$.

But, this would give us a result of $n^2p(1-p)$ rather than $np(1-p)$ which is the supposed variance of a binomial distribution.

Where is the mathematical error in the approach I have taken?

$\endgroup$
2
  • 13
    $\begingroup$ Taking the sum of $n$ independent Bernoulli trials is not the same as performing a single Bernoulli trial and then multiplying the result by $n$ - the latter approach only has 2 possible outcomes, $0$ and $n$. $\endgroup$
    – fblundun
    Commented Mar 8, 2021 at 19:24
  • 3
    $\begingroup$ ...and $n^2 p(1-p)$ is the correct variance for that case. $\endgroup$
    – Ben
    Commented Mar 9, 2021 at 5:31

2 Answers 2

3
$\begingroup$

The problem with your solution is at this step. $Var(X) = Var(nB)$

Because $X \neq nB$

I mean yes, $X = B_1 + B_2 + ... +B_n$ because all the $B_i$'s are $0$ or $1$, and X is the number of $1$'s in n trails. But you can't call it $nB$ because all $B$'s don't have the same value. Some of them are $0$ and some are $1$. Your idea is only true if $B_1 = B_2 = ... = B_n = B$.

But if you really want to express binomial distribution in terms of Bernoulli's trails, you can do it like this.

$$X = B_1 + B_2 + ... +B_n$$ $$Var(X) = Var(\sum_{i=1}^n{B_i})$$ You can bring the summation out because by definition of binomial distribution, each trail is independent of the other trails. So it's like they are all independent. $$Var(X) = \sum_{i=1}^n{Var(B_i)}$$ $$Var(X) = \sum_{i=1}^n{pq}$$ Now this you can write as $npq$ because all the $pq$'s regardless of $i$ have the same value $p(1-p)$. $$Var(X) = npq$$

$\endgroup$
9
$\begingroup$

It might be worth examining the binomial as a sum of $n$ i.i.d. bernoulli trials. Let $X_i$ be i.i.d. bernoulli draws. $Y = \sum_i X_i$ is then a binomial random variable. The variance of this is

$$ \operatorname{Var}(Y) = \operatorname{Var}(\sum_i X_i) = \sum_i \operatorname{Var}(X_i) $$

Where I have used the property that the variances add iff the the covariance is 0 (which is true by assumption). For a given Bernoulli random variable $\operatorname{Var}(X_i) = p(1-p)$. Since all the $X_i$ are identical,

$$ \operatorname{Var}(Y) = \sum_i p(1-p) = n p (1-p) $$

$\endgroup$

Your Answer

By clicking “Post Your Answer”, you agree to our terms of service and acknowledge you have read our privacy policy.

Not the answer you're looking for? Browse other questions tagged or ask your own question.