Re: Is n a parameter of a binomial distribution?



In article <1192797455.065283.3030@xxxxxxxxxxxxxxxxxxxxxxxxxxx>,
<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".

Mark


Anything which can be computed from a probability
distribution is a parameter, so n is a parameter.
There is considerable information on the estimation
of n if p is known, and also if p is unknown.

A set of such parameters can be called the parameters
of a family of distributions if their values determine
the distribution. Usually, n and p are the parameters.

The binomial distribution belongs to the exponential
family with respect to p, but not with respect to n.

One gets a rather interesting estimation problem if
the parameters used are h = 1/n and np. In this case,
one gets the binomial distribution if 1/h is a positive
integer, Poisson if h = 0, and negative binomial if h < 0.
--
This address is for information only. I do not claim that these views
are those of the Statistics Department or of Purdue University.
Herman Rubin, Department of Statistics, Purdue University
hrubin@xxxxxxxxxxxxxxx Phone: (765)494-6054 FAX: (765)494-0558
.



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