Re: Is n a parameter of a binomial distribution?



vontressms@xxxxxx wrote:
On Oct 18, 1:23 pm, Vinayak Rao <vinayak....@xxxxxxxxx> wrote:
Hi,
Is the number of experiments 'n' a parameter of the binomial
distribution

p(k|n,p) = nCk p^k (1-p)^(n-k) ?

The answer would seem to be 'yes' almost by definition, but if I
express the binomial distribution in the "exponential family form", it
has only 1 natural parameter log(p/(1-p)). If n were a parameter,
would this mean that the binomial belongs to the exponential family
only w.r.to parameter p (and not n)?

Vinayak

Vinayak,
n is not usually considered a parameter in the binomial
distribution. It is a fixed number by the design of the experiment. We
usually estimate p in a given number of n trials where there are k
successes, and k is a random variable ranging between zero and n.

Your expression of the density as a member of the exponential family
is another reason why n is not usually considered a "parameter".

Of course, one could write a binomial as two exponentials, in which case n is the sum of both, and hence is a statistic.

Bob

--
Bob O'Hara

Dept. of Mathematics and Statistics
P.O. Box 68 (Gustaf Hällströmin katu 2b)
FIN-00014 University of Helsinki
Finland

Telephone: +358-9-191 51479
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.



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