numpy.random.mtrand.RandomState.negative_binomial¶

method

RandomState.negative_binomial(n, p, size=None)¶

Draw samples from a negative binomial distribution.

Samples are drawn from a negative binomial distribution with specified parameters, n successes and p probability of success where n is > 0 and p is in the interval [0, 1].

Parameters:

Parameters:	n : float or array_like of floats Parameter of the distribution, > 0. p : float or array_like of floats Parameter of the distribution, >= 0 and <=1. size : int or tuple of ints, optional Output shape. If the given shape is, e.g., `(m, n, k)`, then `m * n * k` samples are drawn. If size is `None` (default), a single value is returned if `n` and `p` are both scalars. Otherwise, `np.broadcast(n, p).size` samples are drawn.
Returns:	out : ndarray or scalar Drawn samples from the parameterized negative binomial distribution, where each sample is equal to N, the number of failures that occurred before a total of n successes was reached.

n : float or array_like of floats: Parameter of the distribution, > 0.
p : float or array_like of floats: Parameter of the distribution, >= 0 and <=1.
size : int or tuple of ints, optional: Output shape. If the given shape is, e.g., (m, n, k), then m * n * k samples are drawn. If size is None (default), a single value is returned if n and p are both scalars. Otherwise, np.broadcast(n, p).size samples are drawn.

Returns:

out : ndarray or scalar: Drawn samples from the parameterized negative binomial distribution, where each sample is equal to N, the number of failures that occurred before a total of n successes was reached.

Notes

The probability mass function of the negative binomial distribution is

$P(N;n,p) = \frac{\Gamma(N+n)}{N!\Gamma(n)}p^{n}(1-p)^{N},$

where $n$ is the number of successes, $p$ is the probability of success, $N+n$ is the number of trials, and $\Gamma$ is the gamma function. When $n$ is an integer, $\frac{\Gamma(N+n)}{N!\Gamma(n)} = \binom{N+n-1}{N}$ , which is the more common form of this term in the the pmf. The negative binomial distribution gives the probability of N failures given n successes, with a success on the last trial.

If one throws a die repeatedly until the third time a “1” appears, then the probability distribution of the number of non-“1”s that appear before the third “1” is a negative binomial distribution.

References

[1]	Weisstein, Eric W. “Negative Binomial Distribution.” From MathWorld–A Wolfram Web Resource. http://mathworld.wolfram.com/NegativeBinomialDistribution.html

[2]	Wikipedia, “Negative binomial distribution”, https://en.wikipedia.org/wiki/Negative_binomial_distribution

Examples

Draw samples from the distribution:

A real world example. A company drills wild-cat oil exploration wells, each with an estimated probability of success of 0.1. What is the probability of having one success for each successive well, that is what is the probability of a single success after drilling 5 wells, after 6 wells, etc.?

>>> s = np.random.negative_binomial(1, 0.1, 100000)
>>> for i in range(1, 11): # doctest: +SKIP
...    probability = sum(s<i) / 100000.
...    print(i, "wells drilled, probability of one success =", probability)

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