Negative Binomial RV

Definition (Negative Binomial RV)

Let XX be a discrete RV with range X={k,k+1,⋯ }\mathcal{X}=\{k,k+1,\cdots\}, for k≥1k\ge1. The number of Bernoulli trials needed for kk successes is called a negative RV with parameters (k,p)(k,p) and pmf p(n)=(n−1k−1)pk(1−p)n−kp(n)={n-1\choose k-1}p^{k}(1-p)^{n-k}For RV X∼NB(k,p)X\sim NB(k,p) E[X]=kp\mboxVar(X)=k(1−p)p2\begin{align*} E[X]&=\frac{k}{p}\\ \mbox{Var}(X)&=\frac{k(1-p)}{{p^{2}}} \end{align*}

The number of Bernoulli trials XX needed for kk successes