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Sunday, January 19, 2014

 

Maximum binomial

When is the maximum value attained in a binomial distribution ?
  \[ \begin{aligned} f(k, n, p) = {n \choose k} p^k (1-p)^{n-k} \end{aligned} \]
Your first instinct might consider figuring out the derivative but that would quickly turn into a horrific mess. A nice route is to consider the \(k+1\)st term against the \(k\)th term:
  \[ \begin{aligned} \rho &= {f(k+1, n, p) \over f(k, n, p)} \\ &= {{n \choose k+1} p^{k+1} (1-p)^{n-k-1} \over {n \choose k} p^k (1-p)^{n-k}} \\ &= {(n-k) p \over (k+1)(1-p) } \\ \end{aligned} \]
If \(\rho > 1\), \(f\) increases as \(k\) increases, whereas if \(\rho < 1\), \(f\) decreases as \(k\) increases. The maximum is attained when \(\rho = 1\), which is when:
  \[ \begin{aligned} (k+1)(1-p) &= (n-k) p \\ k+1-p &= np \\ k+1 &= (n+1)p \\ \end{aligned} \]
So if \((n+1)p\) is an integer, that would be the value of \((k+1)\) that would yield the maximum value \(M\).
  \[ \begin{aligned} M = f(k+1, n, p) = f((n+1)p, n, p) \\ \end{aligned} \]
But given \(\displaystyle \rho = 1 = {f(k+1, n, p) \over f(k, n, p)} \), both \((k+1)\) and \(k\) would yield the same \(M\):
  \[ \begin{aligned} M &= f(k+1, n, p) = f((n+1)p, n, p) \\ &= f(k, n, p) = f((n+1)p-1, n, p) \\ \end{aligned} \]
If \((n+1)p\) is not an integer, then M would be attained when \(k + 1 = \lfloor (n+1)p \rfloor \) or \(k = \lfloor (n+1)p \rfloor - 1 \).

Therefore, \(k \approx np\).

\(\Box\)


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