Expectation of a Binomial Random Variable
Statement
If follows a binomial distribution with trials and success probability , then .
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 , where is if the -th trial succeeds and otherwise. Each is a Bernoulli random variable with and , so its expectation is .
Expectation is linear for any random variables, whether or not they are independent: . 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 gives , 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
- Charles M. Grinstead, J. Laurie Snell (1997). Introduction to Probability
- Sheldon Ross (2019). A First Course in Probability