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TheoremProved

Expectation of a Binomial Random Variable

Statement

If XX follows a binomial distribution with nn trials and success probability pp, then E[X]=npE[X] = np.

Why is it true?

A binomial count is just a sum of many small yes/no trials, and expectation of a sum is always the sum of the expectations — no matter how the trials interact — so we only need the average contribution of a single trial.

Proof sketch

Write X=X1+X2+⋯+XnX = X_1 + X_2 + \cdots + X_n, where XiX_i is 11 if the ii-th trial succeeds and 00 otherwise. Each XiX_i is a Bernoulli random variable with P(Xi=1)=pP(X_i=1)=p and P(Xi=0)=1−pP(X_i=0)=1-p, so its expectation is E[Xi]=1⋅p+0⋅(1−p)=pE[X_i] = 1\cdot p + 0\cdot(1-p) = p.

Expectation is linear for any random variables, whether or not they are independent: E[X1+X2+⋯+Xn]=E[X1]+E[X2]+⋯+E[Xn]E[X_1+X_2+\cdots+X_n] = E[X_1]+E[X_2]+\cdots+E[X_n]. This linearity follows directly from the definition of expectation as a weighted sum, since sums and weighted sums can always be reordered.

Applying linearity to X=X1+⋯+XnX = X_1+\cdots+X_n gives E[X]=E[X1]+⋯+E[Xn]=p+p+⋯+p⏟n times=npE[X] = E[X_1]+\cdots+E[X_n] = \underbrace{p+p+\cdots+p}_{n \text{ times}} = np, which is exactly the claimed formula.

Topics that use this theorem

Step-by-step proofs

No step-by-step proof yet for this theorem.

References

  1. Charles M. Grinstead, J. Laurie Snell (1997). Introduction to Probability
  2. Sheldon Ross (2019). A First Course in Probability