Introduction

These distributions model the standard counting situations: picking uniformly from a finite set, counting successes in repeated independent trials, waiting for the first success, and counting rare events in a fixed interval. For each one you should know the pmf, the mean and variance, the situation it models, and how it connects to the others. The GATE syllabus names the uniform, binomial and Poisson distributions explicitly; the Bernoulli and geometric distributions are included because they are the building blocks.

Prerequisites

Core concepts

Bernoulli trials

A Bernoulli trial has two outcomes, success with probability pp and failure with probability q=1−pq = 1 - p. A Bernoulli(p)(p) RV XX is the indicator of success:

P(X=1)=p,P(X=0)=q,E[X]=p,Var⁡(X)=pq.P(X = 1) = p, \quad P(X = 0) = q, \qquad E[X] = p, \quad \operatorname{Var}(X) = pq .

Discrete uniform

XX is uniform on {a,a+1,…,b}\{a, a+1, \ldots, b\} if each of the n=b−a+1n = b - a + 1 values has probability 1/n1/n. Then

E[X]=a+b2,Var⁡(X)=n2−112.E[X] = \frac{a + b}{2}, \qquad \operatorname{Var}(X) = \frac{n^2 - 1}{12}.

For a fair die (a=1,b=6a = 1, b = 6) this gives 3.53.5 and 35/1235/12.

Binomial

X∼Bin(n,p)X \sim \text{Bin}(n, p) counts successes in nn independent Bernoulli(p)(p) trials with the same pp:

P(X=k)=(nk)pkqn−k,k=0,1,…,n.P(X = k) = \binom{n}{k} p^k q^{n-k}, \qquad k = 0, 1, \ldots, n .

The pmf sums to 1 by the binomial theorem, (p+q)n=1(p + q)^n = 1. Writing XX as a sum of nn independent indicators gives

E[X]=np,Var⁡(X)=npq.E[X] = np, \qquad \operatorname{Var}(X) = npq .

Shape: symmetric when p=1/2p = 1/2, skewed right for p<1/2p < 1/2 and left for p>1/2p > 1/2. For 0<p<10<p<1, the pmf increases while k<(n+1)pk < (n + 1)p and decreases afterwards, so a mode is ⌊(n+1)p⌋\lfloor (n + 1)p \rfloor; when (n+1)p(n + 1)p is an integer, both (n+1)p(n + 1)p and (n+1)p−1(n + 1)p - 1 are modes. At p=0p=0 the unique mode is 0, and at p=1p=1 it is nn. Sums: if X∼Bin(n,p)X \sim \text{Bin}(n, p) and Y∼Bin(m,p)Y \sim \text{Bin}(m, p) are independent (same pp), then X+Y∼Bin(n+m,p)X + Y \sim \text{Bin}(n + m, p).

When binomial does not apply. Drawing without replacement from a finite population makes trials dependent; the count then follows the hypergeometric distribution: P(X=k)=(Kk)(N−Kn−k)/(Nn)P(X = k) = \binom{K}{k}\binom{N - K}{n - k}/\binom{N}{n} for KK successes among NN items and nn draws. Its mean is still nK/NnK/N.

Geometric

Geometric convention. XX is the number of the trial on which the first success occurs, so X∈{1,2,3,…}X \in \{1, 2, 3, \ldots\}. Then

P(X=k)=qk−1p,P(X>k)=qk,E[X]=1p,Var⁡(X)=qp2.P(X = k) = q^{k-1} p, \qquad P(X > k) = q^k, \qquad E[X] = \frac{1}{p}, \qquad \operatorname{Var}(X) = \frac{q}{p^2}.

Some books count the failures before the first success, Y=X−1∈{0,1,…}Y = X - 1 \in \{0, 1, \ldots\}, with E[Y]=q/pE[Y] = q/p and the same variance. Read the question for which one is meant.

Geometric distributions here require 0<p≤10<p\le1. Memoryless property (for 0<p<10<p<1, or only where the conditioning event has positive probability at p=1p=1): P(X>s+t∣X>s)=P(X>t)P(X > s + t \mid X > s) = P(X > t) for non-negative integers s,ts, t. Having failed ss times tells you nothing about the remaining wait. The geometric is the only memoryless distribution on the positive integers.

Poisson

X∼Poisson(λ)X \sim \text{Poisson}(\lambda), λ>0\lambda > 0, models the number of events in a fixed interval when events occur independently at a constant average rate:

P(X=k)=e−λλkk!,k=0,1,2,…,E[X]=Var⁡(X)=λ.P(X = k) = \frac{e^{-\lambda} \lambda^k}{k!}, \qquad k = 0, 1, 2, \ldots, \qquad E[X] = \operatorname{Var}(X) = \lambda .

The pmf sums to 1 because ∑kλk/k!=eλ\sum_k \lambda^k/k! = e^{\lambda}. Useful facts:

  • Rate scaling: if events occur at rate rr per unit time, the count in time tt is Poisson(rt)(rt).
  • Sums: independent Poisson(λ1)(\lambda_1) and Poisson(λ2)(\lambda_2) add to Poisson(λ1+λ2)(\lambda_1 + \lambda_2).
  • Mode: ⌊λ⌋\lfloor \lambda \rfloor; if λ\lambda is an integer, both λ−1\lambda - 1 and λ\lambda are modes.
  • Recursion: P(X=k)=λkP(X=k−1)P(X = k) = \frac{\lambda}{k} P(X = k - 1), handy for computing several terms.

Poisson approximation to the binomial

If nn is large, pp is small and np=λnp = \lambda is moderate, then Bin(n,p)≈Poisson(np)\text{Bin}(n, p) \approx \text{Poisson}(np). Formally, for fixed kk, (nk)pk(1−p)n−k→e−λλk/k!\binom{n}{k}p^k(1 - p)^{n-k} \to e^{-\lambda}\lambda^k/k! as n→∞n \to \infty with np=λnp = \lambda fixed. A common rule of thumb is n≥20n \ge 20 and p≤0.05p \le 0.05; it is a guideline, not a theorem.

Binomial and Poisson pmf shapes
Figure 1. Left: the pmf of Bin(10,0.3)\text{Bin}(10, 0.3), peaking at k=3k = 3. Right: the pmf of Poisson(3)\text{Poisson}(3), with equal peaks at k=2k = 2 and k=3k = 3 and a longer right tail.

Summary table

DistributionSupportpmfMeanVariance
Bernoulli(p)(p){0,1}\{0, 1\}pxq1−xp^x q^{1-x}pppqpq
Uniform{a..b}\{a..b\}, n=b−a+1n = b - a + 1a,…,ba, \ldots, b1/n1/n(a+b)/2(a + b)/2(n2−1)/12(n^2 - 1)/12
Bin(n,p)(n, p)0,…,n0, \ldots, n(nk)pkqn−k\binom{n}{k}p^k q^{n-k}npnpnpqnpq
Geometric(p)(p), trial count1,2,…1, 2, \ldotsqk−1pq^{k-1}p1/p1/pq/p2q/p^2
Poisson(λ)(\lambda)0,1,…0, 1, \ldotse−λλk/k!e^{-\lambda}\lambda^k/k!λ\lambdaλ\lambda

Worked examples

Example 1: coins

Ten fair coins. P(exactly 4 heads)=(104)/210=210/1024≈0.2051P(\text{exactly 4 heads}) = \binom{10}{4}/2^{10} = 210/1024 \approx 0.2051. P(at least one head)=1−1/1024P(\text{at least one head}) = 1 - 1/1024. Mean 5, variance 2.5.

Example 2: recovering nn and pp

A binomial RV has mean 4 and variance 2.4. Then q=2.4/4=0.6q = 2.4/4 = 0.6, p=0.4p = 0.4 and n=4/0.4=10n = 4/0.4 = 10. So P(X=0)=0.610≈0.00605P(X = 0) = 0.6^{10} \approx 0.00605. (If the given variance exceeded the mean, no binomial would fit, since npq<npnpq < np.)

Example 3: defective items

2% of chips are defective; a box holds 100. Exactly: P(X=0)=0.98100≈0.1326P(X = 0) = 0.98^{100} \approx 0.1326. Poisson with λ=2\lambda = 2: e−2≈0.1353e^{-2} \approx 0.1353. For P(X≤2)P(X \le 2): binomial ≈0.67669\approx 0.67669, Poisson 5e−2≈0.676685e^{-2} \approx 0.67668. The approximation is excellent here.

Example 4: arrivals

Requests arrive at a server as a Poisson process with an average of 3 per minute. In one minute, P(none)=e−3≈0.0498P(\text{none}) = e^{-3} \approx 0.0498 and P(at least 2)=1−e−3(1+3)=1−4e−3≈0.8009P(\text{at least } 2) = 1 - e^{-3}(1 + 3) = 1 - 4e^{-3} \approx 0.8009. In two minutes the count is Poisson(6)(6), so P(at least 2)=1−7e−6≈0.9826P(\text{at least } 2) = 1 - 7e^{-6} \approx 0.9826.

Example 5: waiting for a six

Roll a fair die until a 6 appears (p=1/6p = 1/6). Expected rolls =6= 6; variance =(5/6)/(1/36)=30= (5/6)/(1/36) = 30. P(more than 4 rolls)=(5/6)4≈0.4823P(\text{more than 4 rolls}) = (5/6)^4 \approx 0.4823. By memorylessness, if the first 10 rolls had no six, the expected number of further rolls is still 6.

Example 6: coupon collector

How many rolls until every face of a die has appeared? After ii distinct faces have been seen, the wait for a new one is geometric with p=(6−i)/6p = (6 - i)/6, mean 6/(6−i)6/(6 - i). By linearity,

E[T]=6(16+15+⋯+11)=6H6=14.7.E[T] = 6\left(\frac{1}{6} + \frac{1}{5} + \cdots + \frac{1}{1}\right) = 6 H_6 = 14.7 .

In general E[T]=nHn≈nln⁡nE[T] = n H_n \approx n \ln n for nn equally likely types.

Example 7: waiting for two heads in a row (first-step analysis)

Toss a fair coin until two consecutive heads appear; let TT be the number of tosses. Condition on the first tosses. Let e0e_0 be the expected number of further tosses from the start (or just after a tail) and e1e_1 the expected number just after one head:

e0=1+12e1+12e0,e1=1+12⋅0+12e0.e_0 = 1 + \tfrac12 e_1 + \tfrac12 e_0, \qquad e_1 = 1 + \tfrac12 \cdot 0 + \tfrac12 e_0 .

Solving gives e1=4e_1 = 4 and E[T]=e0=6E[T] = e_0 = 6. The same method for the pattern "head then tail" gives 4: after a head, a further head does not reset the progress. TT is not geometric, because successive attempts overlap.

Example 8: splitting a Poisson stream

Emails arrive as a Poisson process at 4 per hour, and each is spam with probability 1/41/4, independently. The spam count in an hour is Poisson(4×1/4)=(4 \times 1/4) = Poisson(1)(1) (thinning), so P(no spam in an hour)=e−1≈0.3679P(\text{no spam in an hour}) = e^{-1} \approx 0.3679. Conversely, given that exactly 5 emails arrived, the number of spam emails is Bin(5,1/4)\text{Bin}(5, 1/4), so P(exactly 1 spam∣5 emails)=5⋅14⋅(34)4=4051024≈0.3955P(\text{exactly 1 spam} \mid 5 \text{ emails}) = 5 \cdot \frac14 \cdot \left(\frac34\right)^4 = \frac{405}{1024} \approx 0.3955.

Example 9: how many trials are enough?

Each attempt succeeds with probability 0.10.1, independently. The smallest nn with P(at least one success)=1−0.9n≥0.95P(\text{at least one success}) = 1 - 0.9^n \ge 0.95 satisfies n≥ln⁡0.05/ln⁡0.9≈28.43n \ge \ln 0.05/\ln 0.9 \approx 28.43, so n=29n = 29 (1−0.929≈0.95291 - 0.9^{29} \approx 0.9529, while 1−0.928≈0.94771 - 0.9^{28} \approx 0.9477). Dividing by ln⁡0.9<0\ln 0.9 < 0 reverses the inequality.

Where the formulas come from

  • Binomial: X=I1+⋯+InX = I_1 + \cdots + I_n with independent Bernoulli(p)(p) indicators, so E[X]=npE[X] = np by linearity and Var⁡(X)=npq\operatorname{Var}(X) = npq because variances of independent terms add.
  • Geometric: by the tail-sum formula, E[X]=∑k≥1P(X≥k)=∑k≥1qk−1=1/pE[X] = \sum_{k \ge 1} P(X \ge k) = \sum_{k \ge 1} q^{k-1} = 1/p.
  • Poisson: ∑kke−λλk/k!=λ∑k≥1e−λλk−1/(k−1)!=λ\sum_k k e^{-\lambda}\lambda^k/k! = \lambda \sum_{k \ge 1} e^{-\lambda}\lambda^{k-1}/(k-1)! = \lambda; the same shift applied to E[X(X−1)]=λ2E[X(X - 1)] = \lambda^2 gives Var⁡(X)=λ2+λ−λ2=λ\operatorname{Var}(X) = \lambda^2 + \lambda - \lambda^2 = \lambda.
  • Poisson splitting: if a Poisson(λ)(\lambda) count is split by independent coin flips with probability pp, the two parts are independent Poisson(λp)(\lambda p) and Poisson(λq)(\lambda q), where q=1−pq=1-p. Given N=nN=n, X∣N=n∼Bin(n,p)X\mid N=n\sim\text{Bin}(n,p), Y=n−XY=n-X, and Y∣N=n∼Bin(n,q)Y\mid N=n\sim\text{Bin}(n,q). Their conditional covariance is −npq-npq, so they are conditionally dependent when n>0n>0 and 0<p<10<p<1; the degenerate cases have zero covariance. Their unconditional Poisson laws remain independent (Example 8).

Important properties and observations

  • Binomial needs independent trials with constant pp and a fixed nn. Sampling without replacement gives the hypergeometric instead.
  • For a binomial, variance is less than the mean (npq<npnpq < np when p>0p > 0); for a Poisson, they are equal. This is a quick consistency check.
  • The sum of independent Bernoulli(p)(p) RVs is binomial; the sum of independent Poissons is Poisson; the sum of independent geometrics is not geometric.
  • P(X≥1)=1−P(X=0)P(X \ge 1) = 1 - P(X = 0) is a useful shortcut for nonnegative integer-valued variables, including Bernoulli, binomial, geometric and Poisson variables. For a general signed integer support, use P(X≥1)=1−P(X≤0)P(X\ge1)=1-P(X\le0).

GATE examination perspective

  • Identify the model. Fixed number of independent trials: binomial. Count in an interval at a known rate: Poisson. Wait for the first success: geometric.
  • Parameters from moments. Mean and variance pin down n,pn, p of a binomial; a Poisson needs only one of them.
  • Approximation. Binomial with large nn, small pp: use Poisson(np)(np).
  • Trap: the two geometric conventions differ by 1 in the mean.
  • Trap: scaling the interval changes λ\lambda; it does not raise the pmf to a power.
  • Trap: for "at least" probabilities use the complement rather than summing many terms.
  • Patterns and first-step analysis. Expected waiting time for a pattern such as two heads in a row: set up one equation per state of progress (Example 7).
  • Minimum number of trials. Solve 1−qn≥c1 - q^n \ge c with logarithms and round up (Example 9).

Summary

Sources

  1. S. Ross, A First Course in Probability, 8th ed., Pearson Prentice Hall, 2010: Chapter 4 (Random Variables), Sections 4.6 to 4.8 (binomial, Poisson, geometric and hypergeometric random variables).

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