Binomial Distribution: Proof that

np X E ) (
The binomial distribution is given by:
( )
x n x
X
p p
x
n
x P

,
_

1 ) (
This is the probability of obtaining exactly x successes by performing n Bernouilli trials,
when the probability of a success on each trial is p.
We know that the expected value for a discrete random variable X with probability
distribution function ) (x P
X
is:

n
x
X
x xP X E
0
) ( ) (

for the case where x can take any value between 0 and n. Substituting for ) (x P
X
using
the binomial distribution gives:
x n x
n
x
x n x
n
x
n
x
X
p p
x n x
n
x p p
x
n
x x xP X E

,
_

) 1 (
)! ( !
!
) 1 ( ) ( ) (
0 0 0
Lets expand the summation to see what it looks like:
n n n n
p
n
n
n p p
n
n
p p
n
n
p p
n
n
X E
! 0 !
!
) 1 (
)! 3 ( ! 3
!
3 ) 1 (
)! 2 ( ! 2
!
2 ) 1 (
)! 1 ( ! 1
!
0 ) (
3 3 2 2 1
+

+

Notice that we can cancel the 2, 3, n in front of each term in summation using the
factorial expressions in the denominators to get:
n n n n
p
n
n
p p
n
n
p p
n
n
p p
n
n
X E
! 0 )! 1 (
!
) 1 (
)! 3 ( ! 2
!
) 1 (
)! 2 ( ! 1
!
) 1 (
)! 1 ( ! 0
!
0 ) (
3 3 2 2 1

Now, lets get rid of the zero and factor np from every term:

'

+ + +
1 3 2 2 1 1
) 1 ( ) 2 )( 1 (
! 2
1
) 1 ( ) 1 ( ) 1 ( ) (
n n n n
p p p n n p p n p np X E
If we can show that the stuff in the parentheses adds up to 1, our proof will be a success!
Lets call the stuff in the parentheses I and show an additional term in the summation:
1 4 3 3 2 2 1 1
) 1 ( ) 3 )( 2 )( 1 (
! 3
1
) 1 ( ) 2 )( 1 (
! 2
1
) 1 ( ) 1 ( ) 1 (

+ + +
n n n n n
p p p n n n p p n n p p n p I
Looking at the term with 3! in it, we can see that, in general, the i+1th term in this
summation is
i n i
p p
i n i
n

1
) 1 (
)! 1 ( !
)! 1 (
. If we write I using summation notation, we get:

1
0
1
) 1 (
)! 1 ( !
)! 1 (
n
i
i n i
p p
i n i
n
I
We can use choose notation to write:

,
_

1
0
1
) 1 (
1
n
i
i n i
p p
i
n
I
Each term in this summation looks a lot like the binomial distribution expression
( )
x n x
X
p p
x
n
x P

,
_

1 ) (
except that n is replaced by n-1 and x is replaced by i. Lets rewrite our expression for I
after substituting m=n-1. We get:

,
_

m
i
i m i
p p
i
m
I
0
) 1 (
We can see that I is equal to the sum of the probabilities of getting 0, 1, 2, 3, and m
successes when we do m Bernouilli trials (with probability p of success on any trial).
Since we know that these probabilities have to add to one (i.e, if we do m trials, we must
either get 0 or 1 or 2 or m successes), we are certain that I=1.
Therefore, we have shown that E(x)=np for random variables that follow the binomial
distribution.