The CDF of the Binomial Distribution

Computing cumulative probabilities for a binomial random variable, including 'at most', 'fewer than', 'at least', 'more than', and range probabilities.

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The Binomial CDF

Recall that if XB(n,p)X \sim B(n, p) is a binomial random variable counting the number of successes in nn independent trials with success probability pp, then its probability mass function (PMF) is

P(X=k)=(nk)pk(1p)nk.P(X = k) = \binom{n}{k} p^k (1-p)^{n-k}.

The cumulative distribution function (CDF) of XX gives the probability that XX is at most kk:

F(k)=P(Xk)=i=0k(ni)pi(1p)ni.F(k) = P(X \leq k) = \sum\limits_{i=0}^{k} \binom{n}{i} p^i (1-p)^{n-i}.

To evaluate the CDF at kk, we sum the PMF values from i=0i = 0 up to i=ki = k.

For instance, let XB(3,1/2)X \sim B(3, 1/2). Then P(X=0)=(30)(1/2)3=1/8P(X = 0) = \binom{3}{0}(1/2)^3 = 1/8 and P(X=1)=(31)(1/2)3=3/8P(X = 1) = \binom{3}{1}(1/2)^3 = 3/8, so

F(1)=P(X1)=18+38=12.F(1) = P(X \leq 1) = \dfrac{1}{8} + \dfrac{3}{8} = \dfrac{1}{2}.
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