Derivation of the Mean and Standard Deviation of the Binomial Distribution

The purpose of these notes is to derive the following two formulas for the binomial distribution :

5 8p 1 p .
1 . 8p
2

The starting point for getting 1 is the 'generic' formula true for any probability distribution.

3 . !B0 B , where the sum runs over all values of the random variable x .

Let the summation index m stand for the possible number of successes in n identical simple Bernoulli trials in which the
probability of a success on any 1 trial is p. Thus, we have the random variable B 7 , and from the binomial distribution,

0 7 b7 8 :
m
8 8!
4 pm 1 p8m m!8m! pm 1 p8m .

Plugging this probability formula into equation 3, gives the result that

. 7 ! m0 m ! m p 1 p ! m!8m! pm 1 p8m .
8 8 8 8
m 8m m 8!
5
m=0 m=0 m m=0

m m 1
Since the m 0 term does not contribute to the sum and since m! m m1! m1! , equation 5 can be
simplified to
. ! m1!8m! pm 1 p8m 81! ! m1!81m1!
8 8 81! pm-1 1p81(m1
8! 8!p
6 .
m=1 m=1

Now, let j m 1 , then as m runs from 1 to 8 , j runs from ! to 8 1 . Thus, equation 6 can be written as

. 81! ! ! 8 1 p j 1 p81j .
j
881! p 81 81! p j 1p81j n1
7 j!81j! 8 p
j=0 j=0

But by the binomial theorem, it is true that

!
B C
81 81 j n1j
8 B C81 . Hence, equation 7 becomes
j=0 j

. 8 p p 1 p
81
9 8p 1 81 8p .

The starting point for getting equation 2 is the corresponding variance formula also true for any probability distribution.

10 52 B .2 !B .2 0 B , where again the sum runs over all values of the random variable B .

Squaring the binomial in equation 10 yields the following result:

11 52 !B2 2.B .2 0 B !B2 0 B 2.!B0 B .2 !0 B !B2 0 B 2.. .2 1 .

Combining like terms in equation (11) finally gives

12 52 !B2 0 B .2 B# B #
 2

In terms of the summation index m the first sum in equation 12) becomes

13 ! m2 0 m ! m2 p 1 p ! m!8m! pm 1 p8m
8 8 8 8 2
m 8m m 8!
m=0 m=0 m m=0

! m!8m! pm 1 p8m
8 mm11 8!

m=0

! m!8m! pm 1 p8m ! m!8m! pm 1 p8m

8 mm1 8! m 1 8 ! 8
.
m=0 m=0

In the first summation above both the m ! and the m 1 term vanish, while the second summation is identical to the
sum in equation (5). Hence equation (13) simplifies to

14 ! m2 0 m ! m!8m! pm 1 p8m .
8 8 mm1 8!
m=0 m=2

! mm1m2!8m! pm 1 p8m .
8 mm1 n!
m=2

! m2!82m2! pm-2 p2 1 p82m2 .

8
8!
, letting j m 2
m=2

p2 ! j!82j! p j 1 p82j .
82
8!
j=0

p2 88 1! j!82j! p j 1 p82j .
82 82!
j=0

p2 88 1! p 1 p
82 82 j 82j
.
j=0 j

p2 88 1 p 1 p . p2 88 1 1
82 82
. .

Thus, one arrives at the result,

15 ! m2 0 m
8
p2 88 1 8p , which when combined with equation (12), yields the following :
m=0

16 52 p2 82 8 8p 8p2 = p p82 p8 8 82 p p8 8p 8p1 p .

Thus, upon taking square roots one is lead to equation (2).

There is also a 'tricky way' using calculus to derive both equations (1) and (15) and hence from equation (12), equation (2)
as well . First one defines the following 'moment generating function' .

17 Q > /B> ! /7>

! 8
/> pm 1 p8m /> p 1 p
8 8 8 8
m 8m
p 1 p
m=0 m m=0 m
 3

Taking the derivative of both sides of equation (17) gives

18 Q w > B/B> ! 7/7> pm 1 p8m 8/> p 1 p :/> .

8 8 8"

m=0 m

By comparison of equation (5) with equation (18), one is lead to equation (2) as follows /! " :

19 . ! m Pm ! m
m
8 8 8 81
8m w !
p m
1 p Q ! 8 / p 1 p p/! 8p 1 n1 8p .
m=0 m=0

In the same way, to arrive at equation (15), one takes the second derivative of Q > . Using the product rule,

20 Q ww > B# /B> ! 7# /7> > p 1 p :/> # 8/> p 1 p

m
8 8 8#
m 8m
p 1 p 88 " /
m=0

21 Q ww > 8p2 n 1 /> p 1 p /#> 8:/> p 1 p

8# 8"
/> .

Evaluating equation (21) at > !, and using equation (19) gives the same result as equation (15).

22 Q ww 0 8p2 8 1 " 8:" p2 88 1 8: ! m2 p 1 p

8# 8" 8 8 8m
m
7#
m=0 m