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Journal of Babylon University/Pure and Applied Sciences/ No.(2)/ Vol.(23): 2015
Order Statistics for Negative Binomial Distribution
Tabark Ayad Ali
Hussain Ahmed Ali
University of Babylon /College of Education for Pure Sciences
[email protected]
Abstract
In this paper, we considers the order statistics from negative binomial distribution .which have moment of
all positive orders.
We take as example for ๐‘ฅ3 to find the mean and variance. We define aformula for B . The incomplete beta
function of Negative binomial distribution is ๐ผ1โˆ’๐ต(๐‘ฅ) (๐‘–, ๐‘€), But The incomplete beta function of binomial
distribution is ๐ผ๐ต(๐‘ฅ) (๐‘–, ๐‘€ โˆ’ ๐‘– + 1).
The purpose of this paper is to study the distribution of ๐‘ฅ๐‘– and ๐‘… = ๐‘ฅ๐‘— โˆ’ ๐‘ฅ๐‘– (๐‘ฅ๐‘— , ๐‘ฅ๐‘– , ๐‘– > ๐‘—) . The results are
obtained here can be compared to those for a continuous variate.
Keywords :Order Statistics, Negative Binomial, Joint Distribution, Mean, Variance.
โ€ซุงู„ุฎุงู„ุตุฉโ€ฌ
โ€ซ ุญูŠุซ ุชู… ูˆุถุน ุตูŠุบโ€ฌ. โ€ซ ุงู„ุฐูŠ ูŠู…ุชู„ูƒ ุนุฒูˆู… ู„ูƒู„ ุงู„ุฑุชุจ ุงู„ู…ูˆุฌุจุฉโ€ฌ. โ€ซููŠ ู‡ุฐุง ุงู„ุจุญุซ ู†ุงู‚ุดู†ุง ุงุงู„ุญุตุงุกุงุช ุงู„ู…ุฑุชุจุฉ ู„ุชูˆุฒูŠุน ุซู†ุงุฆูŠ ุงู„ุญุฏูŠู† ุงู„ุณุงู„ุจโ€ฌ
. โ€ซ = )๐‘(๐‘ƒ ูˆูƒุฐู„ูƒ ูˆุถุนุช ุตูŠุบ ู„ุญุณุงุจ ุฏุงู„ุฉ ุจูŠุชุง ุบูŠุฑ ุงู„ูƒุงู…ู„ุฉ ู„ุชูˆุฒูŠุนูŠ ุซู†ุงุฆูŠ ุงู„ุญุฏูŠู† ุงู„ุณุงู„ุจ ูˆุชูˆุฒูŠุน ุฐูˆ ุงู„ุญุฏูŠู†โ€ฌ1 โ€ซู„ุญุณุงุจ ุงู„ูˆุณุท ูˆุงู„ุชุจุงูŠู† ุนู†ุฏู…ุงโ€ฌ
. R = xj โˆ’ xi (xj , xi , i > j) โ€ซ ู‡ุฏู ู‡ุฐุง ุงู„ุจุญุซ ู‡ูˆ ุฏุฑุงุณุฉ ุชูˆุฒูŠุน ๐‘– ูˆโ€ฌ. โ€ซ ู„ุญุณุงุจ ุงู„ูˆุณุท ูˆุงู„ุชุจุงูŠู†โ€ฌx3 โ€ซุงุฎุฐู†ุง ู…ุซุงู„ ุจุงู„ู†ุณุจุฉ ุงู„ู‰โ€ฌ
. โ€ซุงู„ู†ุชุงุฆุฌ ุงู„ุชูŠ ุชูˆุตู„ู†ุง ู„ู‡ุง ูŠู…ูƒู† ุงู† ุชุญุณุจ ู„ู‡ุฐุง ุงู„ู…ูˆุถูˆุน ู„ู„ุญุงู„ุฉ ุงู„ู…ุณุชู…ุฑุฉโ€ฌ
.โ€ซ ุงู„ุชุจุงูŠู†โ€ฌ,โ€ซ ุงู„ุชูˆู‚ุนโ€ฌ,โ€ซ ุงู„ุชูˆุฒูŠุน ุงู„ู…ุดุชุฑูƒโ€ฌ,โ€ซ ุซู†ุงุฆูŠ ุงู„ุญุฏูŠู† ุงู„ุณุงู„ุจโ€ฌ,โ€ซุงุงู„ุญุตุงุกุงุช ุงู„ู…ุฑุชุจุฉโ€ฌ:โ€ซุงู„ูƒู„ู…ุงุช ุงู„ู…ูุชุงุญูŠุฉโ€ฌ
1. Introduction
Let ๐‘ฅ๐‘– (๐‘– = 0,1,2, โ€ฆ , ๐‘€) be the number of successes in N independent trials from
anegative binomial distribution with ๐‘ as the probability of success in each trial .
Let ๐‘ฅ๐‘– be arranged in order to give
๐‘ฅ1 โ‰ค ๐‘ฅ2 โ‰ค โ‹ฏ โ‰ค ๐‘ฅ๐‘– โ‰ค โ‹ฏ โ‰ค ๐‘ฅ๐‘€
The discrete variable ๐‘ฅ๐‘– ๐‘œ๐‘Ÿ ๐‘ฅ(๐‘–) take values 1,2, โ€ฆ (๐‘– = 1,2, โ€ฆ , ๐‘€).
Table are provided giving the cumulative distribution and the expected value and the
variance of ๐‘ฅ(1) and ๐‘ฅ๐‘€ . joint distribution of ๐‘ฅ(๐‘–) and ๐‘ฅ(๐‘—) (๐‘– < ๐‘—) is obtained .
The distribution of ๐‘ฅ๐‘— โˆ’ ๐‘ฅ๐‘– (๐‘— > ๐‘–) is also derived .Given observations, we can see that there
are ๐‘– (๐‘€ โˆ’ ๐‘– + 1) different and mutually exclusive cases of the type ๐‘– โ€“ 1 โ€“ ๐‘˜ observations
below ๐‘ฅ๐‘– ,
(๐‘˜ + ๐‘š + 1) observations of ๐‘ฅ๐‘– and ๐‘› โˆ’ ๐‘– โˆ’ ๐‘š observations above ๐‘ฅ๐‘– , with respective
probabilities ๐‘ƒ(๐‘ฅ๐‘– โˆ’ ๐‘™), ๐‘(๐‘ฅ๐‘– ) ๐‘Ž๐‘›๐‘‘ 1 โˆ’ ๐‘ƒ(๐‘ฅ๐‘– ) ,
(๐‘˜ = 0,1,2, โ€ฆ ๐‘– โˆ’ 1 ๐‘Ž๐‘›๐‘‘ ๐‘š = 0,1,2, โ€ฆ , ๐‘€ โˆ’ ๐‘–).
2.Literature Review
The negative binomial distribution (NBD) is one of the most useful probability
distributions and has been successfully employed to model a variety of natural phenomena. It
has been used to construct useful models in many substantive fields: in accident statistics
(Greenwood and Yule(1920) , Arbous and Kerrich(1951), Weber( 1971)) . in birth-death
processes (Furry,1937) ; Kendall 1949) .in psychology (Sichel, 1951).
The first work in actuarial literature that has come to my attention involving the negative
binomial was by Keffer in 1929 in connection with a group life experience rating plan. He
developed the theory in relationship to the relative dispersion of loss ratios about their true
mean.
475
Journal of Babylon University/Pure and Applied Sciences/ No.(2)/ Vol.(23): 2015
A. L. Bailey first utilized the negative binomial in the Proceedings of the Casualty
Actuarial Society in 1950. The distribution resulting from
repeated trials of this experiment will be in thc form of a negative binomial distribution . This
model is suggested by the mathematical development of Feller (1957) .
Creel and Loomis (1990, 1991) estimated truncated and untruncated Poisson and negative
binomial models for California deer hunting and derived welfare measures from these models
see (Miaou, 1994; ; Hadi et al., 1995; Shankar et al.(1995) Poch and Mannering, (1996).
In addition, zero-inflated Poisson and zeroinflated negative binomial models were also
employed to analyze accident frequencies by Shankar et al. (1997) . also employed to analyze
accident frequencies by Lee and Mannering (2002) and Lee et al. (2002) .
In biology (Anscombe(1950); Bliss and Fisher (1953); Anderson (1965); Boswell and
Patil ( 1970); Elliot (1977) . In ecology (Martin and Katti (1965); Binn (1986); White and
Bennetle ( 1996)). in entomology (Wilson and Room( 1983) . In epidemiology (Byers et al.
(2003) . in information sciences (Bookstein( 1997) . In meterology (Sakamato ( 1972) .
In addition, many other physical and biological applications have been described by
( Biggeri (1998) and Eke et al. (2001) .
3. Moment of order statistics
Gupta ,S.Shanti .and S. Panchspakesan(1967) "Department of Statistics Division of
Mathematical Sciences Mimeograph Series No. 120"
๐‘โˆ’1 ๐‘ฅ
) ๐‘ (1 โˆ’ ๐‘)๐‘โˆ’๐‘ฅ ,
๐‘ฅโˆ’1
๐‘ = ๐‘ฅ, ๐‘ฅ + 1, โ€ฆ , ๐‘ฅ > 0
Where ๐‘๐‘(๐‘ฅ) probability density function of Negative binomial distribution.
๐‘๐‘(๐‘ฅ) = ๐‘ƒ(๐‘ฅ) โ‰ก ๐‘ƒ(๐‘; ๐‘, ๐‘ฅ) = (
๐‘ 
๐ต(๐‘ ) = โˆ‘ ๐‘ƒ(๐‘ฅ) .
๐‘ฅ=๐‘Ÿ
๐ต(๐‘, ๐‘ž) = (๐›ค(๐‘)๐›ค(๐‘ž))/(๐›ค(๐‘ + ๐‘ž) )
๐‘
1
๐ผ๐‘ (๐‘Ž, ๐‘) =
โˆซ ๐‘ข๐‘Žโˆ’1 (1 โˆ’ ๐‘ข)๐‘โˆ’1 ๐‘‘๐‘ข .
๐ต(๐‘Ž, ๐‘)
0
Let ๐‘๐‘– (๐‘ฅ) be the probability that the ith order statistic ๐‘ฅ(๐‘–) is equal to
๐‘ฅ and let ๐‘ƒ๐‘– (๐‘ฅ) = ๐‘{๐‘ฅ(๐‘–) โ‰ค ๐‘ฅ} be the ๐‘. ๐‘‘. ๐‘“. ๐‘œ๐‘“ ๐‘ฅ(๐‘–) .
๐‘–โˆ’1 ๐‘€โˆ’๐‘–
๐‘๐‘– (๐‘ฅ) = โˆ‘ โˆ‘
๐‘˜=0 ๐‘š=0
๐‘€! {๐ต(๐‘ฅ โˆ’ 1)}๐‘–โˆ’1โˆ’๐‘˜ {๐‘(๐‘ฅ)}๐‘˜+๐‘š+1 {1 โˆ’ ๐ต(๐‘ฅ)}๐‘€โˆ’๐‘–โˆ’๐‘š
(๐‘– โˆ’ 1 โˆ’ ๐‘˜)! (๐‘˜ + ๐‘š + 1)! (๐‘€ โˆ’ ๐‘– โˆ’ ๐‘š)!
Where ๐ต(๐‘ฅ โˆ’ 1) = 0 ๐‘“๐‘œ๐‘Ÿ ๐‘ฅ = 0 . This can be rewritten as
๐ต(๐‘ฅ)
๐‘€
๐‘๐‘– (๐‘ฅ) = ๐‘– ( )
๐‘–
โˆซ ๐œ”๐‘–โˆ’1 (1 โˆ’ ๐œ”)๐‘€โˆ’1 ๐‘‘๐œ”
๐ต(๐‘ฅโˆ’1)
= ๐ผ1โˆ’๐ต(๐‘ฅ) (๐‘–, ๐‘€) โˆ’ ๐ผ1โˆ’๐ต(๐‘ฅโˆ’1) (๐‘–, ๐‘€).
Further
476
(3.2)
(3.1)
Journal of Babylon University/Pure and Applied Sciences/ No.(2)/ Vol.(23): 2015
๐ต(๐‘ฅ)
๐‘€
๐‘๐‘– (๐‘ฅ) = ๐‘– ( ) โˆซ ๐œ”๐‘–โˆ’1 (1 โˆ’ ๐œ”)๐‘€โˆ’1 ๐‘‘๐œ” = ๐ผ1โˆ’๐ต(๐‘ฅ) (๐‘–, ๐‘€) (3.3)
๐‘–
0
๐‘โˆ’1
๐ธ(๐‘ฅ(๐‘–) ) = โˆ‘[1 โˆ’ ๐‘๐‘– (๐‘ฅ)]
(3.4)
๐‘ฅ=0
๐‘โˆ’1
๐ธ(๐‘ฅ
2
(๐‘–)
๐‘โˆ’1
) = 2 โˆ‘ ๐‘ฅ[1 โˆ’ ๐‘๐‘– (๐‘ฅ)] + โˆ‘[1 โˆ’ ๐‘๐‘– (๐‘ฅ)]
๐‘ฅ=0
(3.5)
๐‘ฅ=0
๐‘ฃ๐‘Ž๐‘Ÿ(๐‘ฅ๐‘– ) = ๐ธ(๐‘ฅ 2 (๐‘–) ) โˆ’ [๐ธ(๐‘ฅ(๐‘–) )]
2
(3.6)
Example
1
let ( ๐‘ฅ0 , ๐‘ฅ1 , ๐‘ฅ2 , ๐‘ฅ3 ) be order statistic , i=3 , ๐‘ = ๐‘ž = 2 , ๐‘ฅ3 = 3 , find the mean and
veriance of ๐‘ฅ3 ? when ๐‘€ = 3 , ๐‘ = 4 , ๐‘ = 2 .
where ๐œ” = ๐‘๐‘ƒ(๐‘ฅ๐‘– ) + (๐‘ฅ๐‘– โˆ’ 1)
2 1 1 2 1
๐‘ƒ(๐‘ฅ3 = 3) = ( ) ( ) ( ) =
0 2 2
8
1 1 1
1
๐‘ƒ(๐‘ฅ3 โˆ’ 1) = ๐‘ƒ(2) = ( ) ( ) ( ) =
0 2 2
4
1 1 1
+ =
8 4 2
๐œ” = 2โˆ™
๐ต(๐‘ฅ)
๐‘€
๐‘ƒ(๐‘ฅ) = ๐‘– ( ) โˆซ ๐œ”๐‘– (1 โˆ’ ๐œ”)๐‘€โˆ’๐‘– ๐‘‘๐œ”
๐‘–
๐‘ฅ
0
๐ต(๐‘ฅ) = โˆ‘ ๐‘๐‘– (1 โˆ’ ๐‘)๐‘–โˆ’๐‘Ÿ
, ๐‘– = 0,1,2,3
๐‘Ÿ=๐‘–
1
5
13
๐ต(0) = 0 , ๐ต(1) = , ๐ต(2) = , ๐ต(3) =
2
8
8
๐‘ƒ3 (0) = 0
1
2
3
1 3 1 0
3
๐‘ƒ3 (1) = 3 ( ) โˆซ ( ) ( ) ๐‘‘๐œ” =
3
2
2
16
0
5
8
3
1 3 1 0
15
(2)
๐‘ƒ3
= 3 ( ) โˆซ ( ) ( ) ๐‘‘๐œ” =
3
2
2
64
0
13
8
3
1 3 1 0
39
๐‘ƒ3 (3) = 3 ( ) โˆซ ( ) ( ) ๐‘‘๐œ” =
3
2
2
64
0
477
Journal of Babylon University/Pure and Applied Sciences/ No.(2)/ Vol.(23): 2015
4โˆ’1
๐ธ(๐‘ฅ3 ) = โˆ‘
[1 โˆ’ ๐‘ƒ3 (๐‘ฅ)].
๐‘ฅ=0
= [1 โˆ’ ๐‘ƒ3 (0)] + [1 โˆ’ ๐‘ƒ3 (1)] + [1 โˆ’ ๐‘ƒ3 (2)] + [1 โˆ’ ๐‘ƒ3 (3)] .
3
15
39
13
49
25
= 1 + (1 โˆ’ ) + (1 โˆ’ ) + (1 โˆ’ ) = 1 + ( ) + ( ) + ( )
16
64
64
16
64
64
64 + 52 + 74 190
=
64
64
๐‘โˆ’1
๐ธ( ๐‘ฅ
2
(3) )
๐‘โˆ’1
= 2 โˆ‘ ๐‘ฅ [1 โˆ’ ๐‘ƒ3 (๐‘ฅ)] + โˆ‘[1 โˆ’ ๐‘ƒ3 (๐‘ฅ)]
๐‘ฅ=0
3
โˆ‘ ๐‘ฅ [1 โˆ’ ๐‘ƒ3 (๐‘ฅ)] = 0. [1] + 1. [
๐‘ฅ=0
๐‘ฅ=0
13 49 75
52 + 98 + 75 225
+
+ ]=
=
64 32 64
64
64
๐‘ฌ (๐’™๐Ÿ (๐Ÿ‘)) = 2.
225 190 640
+
=
64
64
64
๐’—๐’‚๐’“ (๐’™๐Ÿ‘ ) = ๐ธ(๐‘ฅ 2 (3)) โˆ’ [๐ธ(๐‘ฅ3 )]2
=
640 36100 4860
โˆ’
=
64
4096
4096
4 . Joint distribution of ๐’™(๐’Š) ๐’‚๐’๐’… ๐’™(๐’‹) , ๐’Š < ๐’‹
BIGGERI, A. (1998 ), FISHER,R.A. (1941), Gupta ,S.Shanti .and S. Panchspakesan(1967)
Let ๐‘๐‘–,๐‘— (๐‘ฅ, ๐‘ฆ)(๐‘– < ๐‘—) be the probability that x(i) is equal to ๐‘ฅ and ๐‘ฅ(๐‘—) is equal to y and let
๐‘๐‘–,๐‘— (๐‘ฅ, ๐‘ฆ) = ๐‘(๐‘ฅ(๐‘–) โ‰ค ๐‘ฅ, ๐‘ฅ(๐‘—) โ‰ค ๐‘ฆ). If ๐‘ฅ โ‰ฅ ๐‘ฆ ,
๐‘๐‘–,๐‘— (๐‘ฅ, ๐‘ฆ) = ๐‘(๐‘ฅ(๐‘—) โ‰ค ๐‘ฆ)
๐ต(๐‘ฆ)
๐‘€
= ๐‘— ( ) โˆซ ๐‘ข๐‘–โˆ’1 (1 โˆ’ ๐‘ข)๐‘€โˆ’1 ๐‘‘๐‘ข )
๐‘—
(4.1)
0
By repeated application of the results
๐‘
๐‘›
๐‘›+๐‘ โˆ’1 ๐‘›
1
โˆ‘(
) ๐‘ (๐‘˜ โˆ’ ๐‘)๐‘  =
โˆซ ๐‘ข๐‘Žโˆ’1 (1 โˆ’ ๐‘ข)๐‘›โˆ’1 ๐‘‘๐‘ข
๐‘ 
๐ต(๐‘Ž, ๐‘›)
๐‘ =๐‘Ž
0
and
๐‘
๐‘
๐‘›+๐‘ โˆ’1 ๐‘›
1
โˆ‘(
) ๐‘ (๐‘˜ โˆ’ ๐‘)๐‘  =
โˆซ ๐‘ข๐‘ (1 โˆ’ ๐‘ข)๐‘›โˆ’1 ๐‘‘๐‘ข
๐‘ 
๐ต(๐‘ + 1, ๐‘›)
๐‘ =0
0
478
Journal of Babylon University/Pure and Applied Sciences/ No.(2)/ Vol.(23): 2015
Where 0 โ‰ค ๐‘ < 1 and ๐‘ < ๐‘˜ ; we obtain
๐’‘๐’Š,๐’‹ (๐’™, ๐’š)
1
๐ต(๐‘ฅ)
๐ต(๐‘ฅ)
๐‘€!
๐‘—โˆ’๐‘–โˆ’1
๐‘€
๐‘ข๐‘–โˆ’1 (1 โˆ’ ๐‘ข)๐‘€โˆ’1 ๐‘‘๐‘ข โˆ’
โˆซ ๐‘‘๐‘ฃ โˆซ ๐œ”๐‘–โˆ’1 ( ๐‘ฃ โˆ’ ๐œ”)
= ๐‘–( ) โˆซ
(๐‘– โˆ’ 1)! (๐‘— โˆ’ ๐‘– โˆ’ 1)! (๐‘€ โˆ’ 1)!
๐‘–
๐ต(๐‘ฆ)
0
0
(1 โˆ’ ๐‘ฃ)๐‘€โˆ’1 ๐‘‘๐œ”
(๐Ÿ’. ๐Ÿ)
๐œ” = ๐‘ง๐‘ƒ(๐‘ฅ๐‘– ) + ๐‘ƒ(๐‘ฅ๐‘– โˆ’ 1)
,
๐‘ฃ = ๐‘ƒ(๐‘ฅ๐‘— ) โˆ’ ๐‘ฆ ๐‘ƒ(๐‘ฅ๐‘— )
we get the relation
1
๐ต(๐‘ฅ)
๐‘€!
โˆซ ๐‘‘๐‘ฃ โˆซ0 ๐œ”๐‘–โˆ’1 (๐‘ฃ
(๐‘–โˆ’1)!(๐‘—โˆ’๐‘–โˆ’1)!(๐‘€โˆ’๐‘—)! ๐ต(๐‘ฅ)
โˆ’ ๐œ”)๐‘—โˆ’๐‘–โˆ’1 (1 โˆ’ ๐‘ฃ)๐‘€โˆ’1 ๐‘‘๐œ” (4.3)
๐ต(๐‘ฅ)
๐ต(๐‘ฅ)
๐‘€
๐‘€
๐‘–โˆ’1
๐‘€โˆ’1
= ๐‘–( ) โˆซ
๐‘ข (1 โˆ’ ๐‘ข)
๐‘‘๐‘ข โˆ’ ๐‘– ( ) โˆซ
๐‘ข ๐‘—โˆ’1 (1 โˆ’ ๐‘ข)๐‘€โˆ’1 ๐‘‘๐‘ข
๐‘–
๐‘–
0
0
= ๐ผ1โˆ’๐ต(๐‘ฅ) (๐‘–, ๐‘€) โˆ’ ๐ผ1โˆ’๐ต(๐‘ฅ) (๐‘—, ๐‘€)
๐‘
(4.4)
๐‘
๐ธ(๐‘ฅ(๐‘–) ๐‘ฅ(๐‘—) ) = โˆ‘ โˆ‘ ๐‘ฅ๐‘ฆ ๐‘๐‘–,๐‘— (๐‘ฅ, ๐‘ฆ)
๐‘ฅ=0 ๐‘ฆ=0
๐‘โˆ’1 ๐‘
๐‘
= โˆ‘ ๐‘ฅ 2 ๐‘๐‘–,๐‘— (๐‘ฅ, ๐‘ฅ) + โˆ‘ โˆ‘ ๐‘ฅ๐‘ฆ ๐‘๐‘–,๐‘— (๐‘ฅ, ๐‘ฆ)
๐‘ฅ=0
(4.5)
๐‘ฅ=0 ๐‘ฆ=๐‘ฅ+1
so
๐‘
๐‘โˆ’1
๐‘
๐‘๐‘œ๐‘ฃ(๐‘ฅ(๐‘–) , ๐‘ฅ(๐‘—) ) = โˆ‘ ๐‘ฅ 2 ๐‘๐‘–,๐‘— (๐‘ฅ, ๐‘ฅ) + โˆ‘ โˆ‘ ๐‘ฅ๐‘ฆ ๐‘๐‘–,๐‘— (๐‘ฅ, ๐‘ฆ)
๐‘ฅ=0
๐‘โˆ’1
๐‘ฅ=0 ๐‘ฆ=๐‘ฅ+1
๐‘โˆ’1
โˆ’{โˆ‘[1 โˆ’ ๐‘๐‘– (๐‘ฅ)]} {โˆ‘[1 โˆ’ ๐‘๐‘— (๐‘ฅ)]} (๐Ÿ’. ๐Ÿ”)
๐‘ฅ=0
๐‘ฅ=0
5 . Distribution of ๐’€๐’Š,๐’‹ = ๐‘ฟ(๐’‹) โˆ’ ๐‘ฟ(๐’Š) (๐’‹ > ๐’Š)
BIGGERI, A. (1998 ), FISHER,R.A. (1941), Gupta ,S.Shanti .and S. Panchspakesan(1967)
๐‘Œ๐‘–,๐‘— represents a generalized range and can take values 0,1, โ€ฆ . . , ๐‘ .for ๐‘Ÿ โ‰ฅ 0 ,
๐‘ƒ(๐‘Œ๐‘–,๐‘— = ๐‘Ÿ) =
๐‘€!
๐‘–โˆ’1 (๐‘‰
โˆ‘๐‘›โˆ’๐‘Ÿ
โˆ’ ๐œ”)๐‘—โˆ’๐‘–โˆ’1 (1 โˆ’ ๐‘‰)๐‘€โˆ’1 ๐‘‘๐‘ฃ๐‘‘๐œ” (5.1)
๐‘˜=0 (๐‘–โˆ’1)!(๐‘—โˆ’๐‘–โˆ’1)!(๐‘€โˆ’1)! โˆซ โˆซ๐ด ๐œ”
Where A is the region given by
๐‘ฃโ‰ฅ๐œ”
{ ๐ต(๐‘˜) โ‰ฅ ๐œ” โ‰ฅ ๐ต(๐‘˜ โˆ’ 1)
๐ต(๐‘˜ + ๐‘Ÿ) โ‰ฅ ๐‘ฃ โ‰ฅ ๐ต(๐‘˜ + ๐‘Ÿ โˆ’ 1)
479
Journal of Babylon University/Pure and Applied Sciences/ No.(2)/ Vol.(23): 2015
This can be rewritten as
๐‘{๐‘Œ๐‘–,๐‘— = ๐‘Ÿ}
๐ต(๐‘˜)
๐‘
๐‘€!
โˆ‘
(๐‘– โˆ’ 1)! (๐‘— โˆ’ ๐‘– โˆ’ 1)! (๐‘€ โˆ’ 1)!
๐‘˜=0
=
๐‘โˆ’๐‘Ÿ
๐ต(๐‘˜)
โˆซ ๐‘‘๐œ” โˆซ ๐œ”๐‘–โˆ’1 (๐‘‰ โˆ’ ๐œ”)๐‘—โˆ’๐‘–โˆ’1 (1 โˆ’ ๐‘‰)๐‘€โˆ’1 ๐‘‘๐‘ฃ , ๐‘Ÿ = 0 (๐Ÿ“. ๐Ÿ)
๐ต(๐‘˜โˆ’1)
๐ต(๐‘˜)
๐‘€!
โˆ‘
(๐‘– โˆ’ 1)! (๐‘— โˆ’ ๐‘– โˆ’ 1)! (๐‘€ โˆ’ 1)!
๐‘˜=0
๐œ”
โˆซ ๐‘‘๐œ”
๐ต(๐‘˜โˆ’1)
๐ต(๐‘˜+๐‘Ÿ)
๐œ”๐‘–โˆ’1 (๐‘‰ โˆ’ ๐œ”)๐‘—โˆ’๐‘–โˆ’1 (1 โˆ’ ๐‘‰)๐‘€โˆ’1 ๐‘‘๐‘ฃ , ๐‘Ÿ > 0 )
โˆซ
๐ต(๐‘˜+๐‘Ÿโˆ’1)
(๐Ÿ“. ๐Ÿ‘)
{
so
๐‘
๐‘โˆ’๐‘Ÿ
๐ธ(๐‘Œ๐‘–,๐‘— ) = โˆ‘ ๐‘Ÿ โˆ‘
๐‘Ÿ=1 ๐‘˜=0
๐ต(๐‘˜+๐‘Ÿ)
๐ต(๐‘˜)
โˆซ ๐‘‘๐œ”
๐ต(๐‘˜โˆ’1)
๐‘€!
(๐‘– โˆ’ 1)! (๐‘— โˆ’ ๐‘– โˆ’ 1)! (๐‘€ โˆ’ 1)!
(5.4)
๐œ”๐‘–โˆ’1 (๐‘‰ โˆ’ ๐œ”)๐‘—โˆ’๐‘–โˆ’1 (1 โˆ’ ๐‘‰)๐‘€โˆ’1 ๐‘‘๐‘ฃ
โˆซ
(5.5)
๐ต(๐‘˜+๐‘Ÿโˆ’1)
But we also know that
๐ธ(๐‘Œ๐‘–,๐‘— ) = ๐ธ(๐‘‹(๐‘—) ) โˆ’ ๐ธ(๐‘‹(๐‘–) )
๐ต(๐‘ฅ)
๐‘โˆ’1
๐‘โˆ’1
๐ต(๐‘ฅ)
๐‘ฅ=0
0
๐‘€
๐‘€
= โˆ‘ ๐‘– ( ) โˆซ ๐œ”๐‘–โˆ’1 (1 โˆ’ ๐œ”)๐‘€โˆ’1 ๐‘‘๐œ” โˆ’ โˆ‘ ๐‘— ( ) โˆซ ๐œ” ๐‘—โˆ’1 (1 โˆ’ ๐œ”)๐‘€โˆ’1 ๐‘‘๐œ”
๐‘–
๐‘—
๐‘ฅ=0
๐‘โˆ’1
0
= โˆ‘[๐ผ1โˆ’๐ต(๐‘ฅ) (๐‘–, ๐‘€) โˆ’ [๐ผ1โˆ’๐ต(๐‘ฅ) (๐‘—, ๐‘€)]
(5.6)
๐‘ฅ=0
(5.5) and (5.6) lead to the relation
๐‘
๐‘›โˆ’๐‘Ÿ
โˆ‘ โˆ‘๐‘Ÿ
๐‘Ÿ=1
๐ต(๐‘˜)
โˆซ ๐‘‘๐œ”
๐‘€!
โˆ™
(๐‘– โˆ’ 1)! (๐‘— โˆ’ ๐‘– โˆ’ 1)! (๐‘€ โˆ’ 1)!
๐‘˜=0
๐ต(๐‘˜+๐‘Ÿ)
โˆซ
๐œ”๐‘–โˆ’1 (๐‘‰ โˆ’ ๐œ”)๐‘—โˆ’๐‘–โˆ’1 (1 โˆ’ ๐‘‰)๐‘€โˆ’1 ๐‘‘๐‘ฃ
๐ต(๐‘˜โˆ’1)
๐ต(๐‘˜+๐‘Ÿโˆ’1)
๐‘โˆ’1
= โˆ‘[๐ผ1โˆ’๐ต(๐‘ฅ) (๐‘–, ๐‘€) โˆ’ [๐ผ1โˆ’๐ต(๐‘ฅ) (๐‘—, ๐‘€)]
(5.7)
๐‘ฅ=0
6. Conclusions
A . Since ๐‘ƒ(๐‘) = 1 ,
๐‘
๐‘โˆ’1
๐ธ(๐‘ฅ๐‘– ) = โˆ‘ ๐‘ฅ๐‘– ๐‘ โˆ— (๐‘ฅ๐‘– ) = ๐‘ โˆ’ โˆ‘ ๐‘ƒ โˆ— (๐‘ฅ๐‘– )
๐‘ฅ๐‘– =0
๐‘ฅ๐‘– =0
480
Journal of Babylon University/Pure and Applied Sciences/ No.(2)/ Vol.(23): 2015
where ๐‘ƒ โˆ— (๐‘ฅ๐‘– ) is defined by
๐ต(๐‘ฅ)
๐‘๐‘– (๐‘ฅ) = ๐‘–(๐‘€๐‘–) โˆซ0 ๐œ”๐‘–โˆ’1 (1 โˆ’ ๐œ”)๐‘€โˆ’1 ๐‘‘๐œ” = ๐ผ1โˆ’๐ต(๐‘ฅ) (๐‘–, ๐‘€) .
Hence, we have
๐‘โˆ’1
๐ธ(๐‘ฅ๐‘– ) = โˆ‘ {1 โˆ’ ๐‘ โˆ— (๐‘ฅ๐‘– )}
๐‘ฅ๐‘– =0
For the variance of ๐‘ฅ๐‘– , we have
๐‘
๐‘โˆ’1
๐ธ(๐‘ฅ๐‘– 2 ) = โˆ‘ ๐‘ฅ๐‘– 2 ๐‘ โˆ— (๐‘ฅ๐‘– ) = ๐‘ 2 โˆ’ โˆ‘ (2๐‘ฅ๐‘– + 1)๐‘ƒ โˆ— (๐‘ฅ๐‘– )
๐‘ฅ๐‘–=0
๐‘ฅ๐‘– =0
That is,
๐‘โˆ’1
๐ธ(๐‘ฅ๐‘–
2)
= 2 โˆ‘ ๐‘ฅ๐‘– {1 โˆ’ ๐‘ƒ โˆ— (๐‘ฅ๐‘– )} + ๐ธ(๐‘ฅ๐‘– )
๐‘ฅ๐‘–=0
Hence, the variance of ๐‘ฅ๐‘– , is
๐‘โˆ’1
๐‘‰(๐‘ฅ๐‘– ) = 2 โˆ‘ ๐‘ฅ๐‘– {1 โˆ’ ๐‘ƒ โˆ— (๐‘ฅ๐‘– )} + ๐ธ(๐‘ฅ๐‘– ){1 โˆ’ ๐ธ(๐‘ฅ๐‘– )}
๐‘ฅ๐‘–=0
B . The incomplete beta function of Negative binomial distribution is
๐‘ฐ๐Ÿโˆ’๐‘ฉ(๐’™) (๐’Š, ๐‘ด)
But
The incomplete beta function of binomial distribution is
๐ผ๐ต(๐‘ฅ) (๐‘–, ๐‘€ โˆ’ ๐‘– + 1)
7. References
ANDERSON, F.S. 1965: โ€œThe negative binomial distribution and the sampling of insect
populationโ€, Proceedings of XII International Conference on Entomology, 395-402.
ANSCOMBE, F.J. 1950: โ€œSampling theory of negative binomial and logarithmic series
distributionsโ€, Biometrika, 37, 358-382.
BIGGERI, A. 1998: โ€œNegative binomial distributionโ€, In: Encyclopedia of Biostatistics, 4,
2962-2967. (Eds. P. Armitage and T. Colton). John Wiley: New York.
BINNS, M. R. 1986: โ€œBehavioral dynamics and the negative binomial distributionโ€, Oikos,
47, 315-318.
BLISS, C. I. and R.A. FISHER 1953: โ€œFitting the negative binomial distribution to biological
data and note on the efficient fitting of negative binomialโ€, Biometrics, 9, 176-200.
JOHNSON, N.L.; S. KOTZ and A. KEMP 1992: Discrete Distributions, Second
edition. John Wiley: New York.
Griffiths, R. C. and R. K. Milne 1987. A class of infinitely divisible multivariate negative
binomial distributions. J. Multivariate Anal. 22, 13โ€“23.
Gupta ,S.Shanti.and S. Panchspakesan1967 ,"order statistics Arising from Independent
Binomial populations " , Department of Statistics Division of Mathematical Sciences
Mimeograph Series No. 120 .
481
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