Template:Negative binomial distribution

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Different texts (and even different parts of this article) adopt slightly different definitions for the negative binomial distribution. They can be distinguished by whether the support starts at k = 0 or at k = r, whether p denotes the probability of a success or of a failure, and whether r represents success or failure,[1] so identifying the specific parametrization used is crucial in any given text.
Probability mass function

The orange line represents the mean, which is equal to 10 in each of these plots; the green line shows the standard deviation.
Notation
Parameters r > 0 — number of successes until the experiment is stopped (integer, but the definition can also be extended to reals)
p ∈ [0,1] — success probability in each experiment (real)
Support k ∈ { 0, 1, 2, 3, … } — number of failures
PMF involving a binomial coefficient
CDF the regularized incomplete beta function
Mean
Mode
Variance
Skewness
Excess kurtosis
MGF
CF
PGF
Fisher information
Method of Moments

NOTE: This list only appears on this page, and will not be included in the template.

  1. ^ DeGroot, Morris H. (1986). Probability and Statistics (Second ed.). Addison-Wesley. pp. 258–259. ISBN 0-201-11366-X. LCCN 84006269. OCLC 10605205.