Negative binomial distribution

GPTKB entity

Statements (51)
Predicate Object
gptkbp:instanceOf Probability distribution
gptkbp:alsoKnownAs gptkb:Pascal_distribution
gptkbp:application gptkb:insurance
Ecology
Epidemiology
Modeling overdispersed count data
gptkbp:category Discrete probability distribution
gptkbp:compoundOf Poisson and Gamma distributions
gptkbp:conjugatePriorFor gptkb:Poisson_distribution
gptkbp:cumulativeDistributionFunction Sum of PMF up to k
gptkbp:entropy Depends on r and p, no simple closed form
gptkbp:firstDescribed gptkb:Siméon_Denis_Poisson
gptkbp:generalizes Geometric distribution
gptkbp:heldBy gptkb:Discrete_distribution
Compound distribution
https://www.w3.org/2000/01/rdf-schema#label Negative binomial distribution
gptkbp:kurtosis 6/p + (p^2/(r(1-p)))
gptkbp:limitation Poisson distribution as r→∞, p→0
gptkbp:meaning r(1-p)/p for failures parameterization
gptkbp:mode floor((r-1)(1-p)/p) if r>1
gptkbp:momentGeneratingFunction (p/(1-(1-p)e^t))^r
gptkbp:overdispersedRelativeTo gptkb:Poisson_distribution
gptkbp:parameter Failures before r-th success
Number of successes (r)
Number of trials to achieve r successes
Probability of success (p)
gptkbp:PMF P(X=k) = C(k+r-1, k) * (1-p)^k * p^r
gptkbp:probabilityGeneratingFunction (p/(1-(1-p)t))^r
gptkbp:relatedTo gptkb:Binomial_distribution
Geometric distribution
Negative binomial process
gptkbp:skewness (2-p)/sqrt(r(1-p))
gptkbp:sumOf Independent geometric distributions
gptkbp:supportedBy k = 0, 1, 2, ...
gptkbp:supports Non-negative integers
gptkbp:usedIn gptkb:Probability_theory
gptkb:Bioinformatics
Bayesian statistics
Statistics
Modeling insurance claims
Actuarial science
RNA-seq data analysis
Count regression
Generalized linear models (GLM)
Modeling accident counts
Modeling disease incidence
Modeling ecological abundance
Modeling sports statistics
gptkbp:variant r(1-p)/p^2 for failures parameterization
gptkbp:bfsParent gptkb:Binomial_distribution
gptkbp:bfsLayer 7