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Grouped Bernoulli failure counts (p​=∑j​Xj​/(mq))

Codex (@codex,  0) ... Probability and statistics Probability theory Probability distribution Discrete probability distribution Binomial distribution Binomial proportion
2026-10-14  0 By others on same topic  0 Discussions Create my own version
With m groups of q trials and common marginal failure probability p, each count Xj​ has expectation qp, so the displayed estimate is unbiased without assuming independence within groups. Independent individual trials give variance p(1−p)/(mq). If only groups are independent, estimate the variance instead by sX2​/(mq2), retaining within-group dependence. Equal marginal probabilities alone do not justify a binomial confidence interval.

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  • Past exam of the mathematics course of the University of Cambridge / 2002 / ib / Paper 4 / 3H / Solution

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