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Contents
1 Theorem
2 Proof 1
3 Proof 2
4 Proof 3
5 Sources
Theorem
Let X be a discrete random variable with the binomial distribution with parameters n and p.
var(X) = np (1 − p)
Proof 1
From the definition of Variance as Expectation of Square minus Square of Expectation:
2 2
var(X) = E (X ) − (E (X))
2 2
E (X ) = ∑ x Pr (X = x)
x ∈ Im(X)
So:
n
n
2 2 k n−k Definition of Binomial Distribution:
E (X ) = ∑ k ( )p q
k p + q = 1
k ≥ 0
n
n − 1 k−1 (n−1)−(k−1) Change of limit: term is zero when
= np ∑ k( )p q
k − 1 k − 1 = 0
k = 1
m
m j m−j
= np ∑ (j + 1) ( )p q putting j = k − 1, m = n − 1
j
j = 0
m m
m m
j m−j j m−j
= np ( ∑ j( )p q + ∑( )p q ) splitting sum up into two
j j
j = 0 j = 0
m m
m − 1
j−1 (m−1)−(j−1)
m
j m−j Change of limit: term is zero when
= np ((n − 1) p ∑ ( )p q + ∑( )p q )
j − 1 j j − 1 = 0
j = 1 j = 0
m−1 m
= np ((n − 1) p(p + q) + (p + q) ) Binomial Theorem
= np ((n − 1) p + 1) as p + q = 1
= n p
2 2
+ np (1 − p) by algebra
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Then:
2 2
var(X) = E (X ) − (E (X))
= np (1 − p) + n p
2 2
− (np)
2
Expectation of Binomial Distribution: E (X) = np
= np (1 − p)
as required.
Proof 2
From Variance of Discrete Random Variable from PGF:
′′ 2
var(X) = Π (1) + μ − μ
X
where q = 1 − p .
μ = np
′′ 2 n−2
Π (s) = n (n − 1) p (q + ps)
X
2 2 2
var(X) = n (n − 1) p + np − n p
Proof 3
From Bernoulli Process as Binomial Distribution, we see that X as defined here is the sum of the discrete random variables that model the
Bernoulli distribution.
Sources
1986: Geoffrey Grimmett and Dominic Welsh: Probability: An Introduction ... (previous) ... (next): §2.4: Expectation: Exercise 9
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