Negative binomial distribution Probabilities
Calculates probabilities under a Negative binomial distribution.
The random variable counts the number of failures before n successes are achieved. p is the probability of success of a single trial.
Negative binomial distribution formulas
X is a random variable that follows a negative binomial distribution. It counts the number of failures before n successes.
p is the success probability of a single trial.
P(X = k) is the probability of having exactly k failures before n successes.
Probability Density Function (PDF)
`P(X = k) = ([k+n-1],[k]) * p^n*(1-p)^k`
where `([n], [k])` is the binomial coefficient also called 'n choose k',
`([n], [k]) = (n!)/(k! * (n-k)!)`
Cumulative distribution function (CDF)
`F(x) = I_p(n,k+1)`
where `I_p` is the regularized incomplete beta function,
See also
Inverse Negative binomial distribution
Negative binomial distribution Chart
Statistics Calculators