4.9.6 · D5Probability Theory & Statistics
Question bank — Common discrete distributions — Bernoulli, Binomial, Poisson, Geometric, Negative Binomial
True or false — justify
Every Binomial variable is a sum of independent Bernoulli variables.
True — with each ; this decomposition is exactly why and .
For a Bernoulli variable, always holds.
True — the only values are and , and , ; this is the trick that gives and hence .
Mean and variance are equal for every discrete distribution here.
False — that equality is the signature of Poisson only (both ); Bernoulli has vs , Binomial vs , etc.
Linearity of expectation requires the trials to be independent.
False — linearity holds for any variables, dependent or not; independence is only needed to add variances.
A Geometric variable can equal .
False in the trials-counting convention (, since you need at least one trial to get the first success); true in the failures-counting convention, where means "success on the very first trial, zero failures."
Negative Binomial with is exactly Geometric.
True — waiting for the "1st success" is the same as "trials to first success," and collapses the formula to .
Poisson is a distribution over a finite set of counts.
False — ranges over with no upper bound; it's the limit of Binomial, so the ceiling disappears.
If in a Geometric, the variance is .
True — success is certain on trial 1, so always; , a degenerate point mass.
The Binomial coefficient appears in Geometric too.
False — in Geometric the success position is fixed (it's the last trial), so there is nothing to "choose"; no binomial coefficient appears.
Memorylessness means a Geometric variable "forgets" and resets probability after each failure.
True — ; already-waited trials give no information, which is memorylessness, unique to Geometric among discrete laws.
Spot the error
"For Negative Binomial we choose successes among trials, so the coefficient is ."
Wrong — the -th trial is forced to be the stopping success, so only successes are free among the first trials: .
"Rate is 3 calls/min, so over 2 minutes ."
Wrong window — Poisson must scale to the interval: for 2 minutes use , giving .
" for any ."
Missing the covariance — in general ; the cross term vanishes only under independence (Figure 2 shows this in the relay picture).
"Binomial mean needs independent trials."
Overstated — the mean follows from linearity alone and holds even for dependent trials; independence is only needed for .
"In the Poisson limit, since the variance ."
Wrong — because stays fixed and ; the variance survives as .
" sums to more than 1 because it never stops."
Wrong — it's a geometric series: , a perfectly valid distribution.
"For Bernoulli, ."
Signs flipped — the formula is , which is non-negative as a variance must be.
Why questions
Why does the Poisson derivation need the limit specifically?
That factor collects all the "no success" probability across tiny trials; it is the standard exponential limit, which is exactly where enters the Poisson formula (Figure 1 shows the curve converging).
Why is Negative Binomial's mean just times a Geometric's mean?
Because waiting for the -th success is a relay of waits: run to success 1, then restart the clock and run to success 2, and so on — independent Geometric legs laid end-to-end, so their average lengths simply stack: (Figure 2).
Why does the Geometric mean derivation use a derivative of the geometric series?
We need , and differentiating term-by-term produces exactly — the derivative "pulls down" the we need.
Why must the last trial in Negative Binomial be a success and not, say, the first?
The stopping rule is "reach the -th success"; by definition you halt the instant the -th success lands, so the final trial is that success — otherwise you'd have stopped earlier.
Why does mean for Geometric feel intuitively right?
If a success happens a fraction of the time (e.g. for a die's six), you expect one success per trials — waiting rolls for a six matches everyday intuition.
Why can we add the variances for Binomial but not always?
The trials are independent, so all covariances are zero and variances add cleanly; drop independence and cross-covariance terms would appear.
Why does the failures-vs-trials convention change the Geometric mean?
"Trials to first success" counts the success itself (mean ); "failures before success" drops that one trial, shifting everything by one and giving mean .
Edge cases
What is a Binomial when ?
It reduces to a single Bernoulli: with — the atom the whole family is built from.
What happens to Binomial when ?
with certainty (no success is ever possible); mean and variance , a degenerate spike at .
What happens to Binomial when ?
with certainty (every trial succeeds); mean and variance , a degenerate spike at — the mirror image of the case.
What happens to a Geometric variable when ?
The first success never arrives — , the total probability leaks out to infinity, so is not a proper finite-valued variable and the mean blows up to . This is the boundary the formula is warning about.
What happens to Negative Binomial when ?
With zero success chance the -th success never comes for any finite ; is infinite with probability (a defective distribution), and the mean diverges — the same leak as Geometric, amplified -fold.
Can a Poisson count exceed the number of "opportunities"?
There is no fixed number of opportunities — in the limit , so any non-negative integer has positive probability, however large.
What happens to Poisson when ?
with certainty: and for ; mean variance , a degenerate spike at (no events ever occur).
What is Negative Binomial's smallest possible value of ?
— you cannot obtain successes in fewer than trials, so the support starts exactly at (matching ).
What does Negative Binomial collapse to as ?
A point mass at : every trial succeeds, so the -th success lands on trial exactly; mean and variance .
What does Negative Binomial mean when ?
Trivially, you need zero successes, so you stop before any trial: with certainty. It carries no information but confirms the " independent Geometric waits" picture — zero waits means zero trials.
As , what does the Geometric distribution collapse to?
A point mass at : success is nearly certain immediately, so and the mean .
Is Poisson's mean-equals-variance property preserved if we double the window (rate )?
Yes — over the larger window both mean and variance become , still equal; scaling the interval scales but keeps the Poisson identity intact.
Figure 1 — the exponential limit settling onto :

Figure 2 — Negative Binomial as Geometric waits stacked end-to-end:
