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No need to index twice. The process is quite similar to the way you get $E[x]$

I believe the problem here is how to get $E[x^2]$

Please refer to Markus Scheuer's efforts:

In his answer he derived: $$ \begin{align*} E(x)&=rp^r\sum_{k=0}^{\infty}\binom{k+r}{k}(1-p)^k\\ \end{align*}. $$ Follow the similar way, and apply to $E[X^2]$ $$ \begin{align*} E(x^2)&=rp^r\sum_{k=0}^{\infty}(k+r)\binom{k+r}{k}(1-p)^k\\ \end{align*} $$ We need a way to change (k+r)$(k+r)$ to (k+r-1)$(k+r-1)$, then the outside (k+r)$(k+r)$ can be combined with (k+r-1)!$(k+r-1)!$ as (k+r)!$(k+r)!$, so I refer to the wiki page $$ \begin{align*} \binom{n}{k}=\binom{n-1}{k-1}+\binom{n-1}{k}\\ \end{align*} $$

$$ \begin{align*} (k+r)\binom{k+r}{k}&=(k+r)\binom{k+r-1}{k-1}+(k+r)\binom{k+r-1}{k}\\ &=(r+1)\binom{k+r}{k-1}+r\binom{k+r}{k}\\ \end{align*} $$ So: $$ \begin{align*} E(x^2)&=rp^r\sum_{k=0}^{\infty}(k+r)\binom{k+r}{k}(1-p)^k\\ &=rp^r\sum_{k=0}^{\infty}[(r+1)\binom{k+r}{k-1}+r\binom{k+r}{k}](1-p)^k\\ &=rp^r\sum_{k=0}^{\infty}[(r+1)\binom{k+r}{k-1}](1-p)^k+rp^r\sum_{k=0}^{\infty}[r\binom{k+r}{k}](1-p)^k\\ \end{align*} $$ then, still, use Markus Scheuer's idea in remember to use binomial series expansion

Finally, you will get $$ \begin{align*} E(x^2)&=\frac{r(1-r-p)}{p^2}\\ \end{align*} $$

$$ \begin{align*} V(X)&=E(x^2)-[E(x)]^2\\ &=\frac{r(1-r-p)}{p^2}+\frac{r^2}{p^2}\\ &=\frac{r(1-p)}{p^2} \end{align*} $$

No need to index twice. The process is quite similar to the way you get $E[x]$

I believe the problem here is how to get $E[x^2]$

Please refer to Markus Scheuer's efforts:

In his answer he derived: $$ \begin{align*} E(x)&=rp^r\sum_{k=0}^{\infty}\binom{k+r}{k}(1-p)^k\\ \end{align*}. $$ Follow the similar way, and apply to $E[X^2]$ $$ \begin{align*} E(x^2)&=rp^r\sum_{k=0}^{\infty}(k+r)\binom{k+r}{k}(1-p)^k\\ \end{align*} $$ We need a way to change (k+r) to (k+r-1), then the outside (k+r) can be combined with (k+r-1)! as (k+r)!, so I refer to the wiki page $$ \begin{align*} \binom{n}{k}=\binom{n-1}{k-1}+\binom{n-1}{k}\\ \end{align*} $$

$$ \begin{align*} (k+r)\binom{k+r}{k}&=(k+r)\binom{k+r-1}{k-1}+(k+r)\binom{k+r-1}{k}\\ &=(r+1)\binom{k+r}{k-1}+r\binom{k+r}{k}\\ \end{align*} $$ So: $$ \begin{align*} E(x^2)&=rp^r\sum_{k=0}^{\infty}(k+r)\binom{k+r}{k}(1-p)^k\\ &=rp^r\sum_{k=0}^{\infty}[(r+1)\binom{k+r}{k-1}+r\binom{k+r}{k}](1-p)^k\\ &=rp^r\sum_{k=0}^{\infty}[(r+1)\binom{k+r}{k-1}](1-p)^k+rp^r\sum_{k=0}^{\infty}[r\binom{k+r}{k}](1-p)^k\\ \end{align*} $$ then, still, use Markus Scheuer's idea in remember to use binomial series expansion

Finally, you will get $$ \begin{align*} E(x^2)&=\frac{r(1-r-p)}{p^2}\\ \end{align*} $$

$$ \begin{align*} V(X)&=E(x^2)-[E(x)]^2\\ &=\frac{r(1-r-p)}{p^2}+\frac{r^2}{p^2}\\ &=\frac{r(1-p)}{p^2} \end{align*} $$

No need to index twice. The process is quite similar to the way you get $E[x]$

I believe the problem here is how to get $E[x^2]$

Please refer to Markus Scheuer's efforts:

In his answer he derived: $$ \begin{align*} E(x)&=rp^r\sum_{k=0}^{\infty}\binom{k+r}{k}(1-p)^k\\ \end{align*}. $$ Follow the similar way, and apply to $E[X^2]$ $$ \begin{align*} E(x^2)&=rp^r\sum_{k=0}^{\infty}(k+r)\binom{k+r}{k}(1-p)^k\\ \end{align*} $$ We need a way to change $(k+r)$ to $(k+r-1)$, then the outside $(k+r)$ can be combined with $(k+r-1)!$ as $(k+r)!$, so I refer to the wiki page $$ \begin{align*} \binom{n}{k}=\binom{n-1}{k-1}+\binom{n-1}{k}\\ \end{align*} $$

$$ \begin{align*} (k+r)\binom{k+r}{k}&=(k+r)\binom{k+r-1}{k-1}+(k+r)\binom{k+r-1}{k}\\ &=(r+1)\binom{k+r}{k-1}+r\binom{k+r}{k}\\ \end{align*} $$ So: $$ \begin{align*} E(x^2)&=rp^r\sum_{k=0}^{\infty}(k+r)\binom{k+r}{k}(1-p)^k\\ &=rp^r\sum_{k=0}^{\infty}[(r+1)\binom{k+r}{k-1}+r\binom{k+r}{k}](1-p)^k\\ &=rp^r\sum_{k=0}^{\infty}[(r+1)\binom{k+r}{k-1}](1-p)^k+rp^r\sum_{k=0}^{\infty}[r\binom{k+r}{k}](1-p)^k\\ \end{align*} $$ then, still, use Markus Scheuer's idea in remember to use binomial series expansion

Finally, you will get $$ \begin{align*} E(x^2)&=\frac{r(1-r-p)}{p^2}\\ \end{align*} $$

$$ \begin{align*} V(X)&=E(x^2)-[E(x)]^2\\ &=\frac{r(1-r-p)}{p^2}+\frac{r^2}{p^2}\\ &=\frac{r(1-p)}{p^2} \end{align*} $$

Hello~ I find a way to get the variance.

No need to index twice. The process is quite similar to the way you get $E[x]$

I believe the problem here is how to get $E[x^2]$

Please refer to Markus Scheuer's efforts: Proof for the calculation of mean in negative binomial distributionMarkus Scheuer's efforts:

In his answer he derived: $$ \begin{align*} E(x)&=rp^r\sum_{k=0}^{\infty}\binom{k+r}{k}(1-p)^k\\ \end{align*} $$

Follow$$ \begin{align*} E(x)&=rp^r\sum_{k=0}^{\infty}\binom{k+r}{k}(1-p)^k\\ \end{align*}. $$ Follow the similar way, and apply to $E[X^2]$

   $$ \begin{align*} E(x^2)&=rp^r\sum_{k=0}^{\infty}(k+r)\binom{k+r}{k}(1-p)^k\\ \end{align*} $$

This (k+r) is so annoying! Because in the binomial function, there is another (k+r)

We We need a way to change (k+r) to (k+r-1), then the outside (k+r) can be combined with (k+r-1)! as (k+r)!

 , so I refer to:https://en.wikipedia.org/wiki/Binomial_coefficientto the wiki page $$ \begin{align*} \binom{n}{k}=\binom{n-1}{k-1}+\binom{n-1}{k}\\ \end{align*} $$

$$ \begin{align*} (k+r)\binom{k+r}{k}&=(k+r)\binom{k+r-1}{k-1}+(k+r)\binom{k+r-1}{k}\\ &=(r+1)\binom{k+r}{k-1}+r\binom{k+r}{k}\\ \end{align*} $$

So So:

   $$ \begin{align*} E(x^2)&=rp^r\sum_{k=0}^{\infty}(k+r)\binom{k+r}{k}(1-p)^k\\ &=rp^r\sum_{k=0}^{\infty}[(r+1)\binom{k+r}{k-1}+r\binom{k+r}{k}](1-p)^k\\ &=rp^r\sum_{k=0}^{\infty}[(r+1)\binom{k+r}{k-1}](1-p)^k+rp^r\sum_{k=0}^{\infty}[r\binom{k+r}{k}](1-p)^k\\ \end{align*} $$

then then, still, use Markus Scheuer's idea in Proof for the calculation of mean in negative binomial distributionMarkus Scheuer's idea

remember in remember to use binomial series expansion

Finally, you will get $$ \begin{align*} E(x^2)&=\frac{r(1-r-p)}{p^2}\\ \end{align*} $$

$$ \begin{align*} V(X)&=E(x^2)-[E(x)]^2\\ &=\frac{r(1-r-p)}{p^2}+\frac{r^2}{p^2}\\ &=\frac{r(1-p)}{p^2} \end{align*} $$

emmm, this is my first time to answer a question. this is also my first time to use Latax... Sorry that I don't know how to make beautiful format. Hope this can help you and others.

Hello~ I find a way to get the variance.

No need to index twice. The process is quite similar to the way you get $E[x]$

I believe the problem here is how to get $E[x^2]$

Please refer to Markus Scheuer's efforts: Proof for the calculation of mean in negative binomial distribution

In his answer he derived: $$ \begin{align*} E(x)&=rp^r\sum_{k=0}^{\infty}\binom{k+r}{k}(1-p)^k\\ \end{align*} $$

Follow the similar way, and apply to $E[X^2]$

 $$ \begin{align*} E(x^2)&=rp^r\sum_{k=0}^{\infty}(k+r)\binom{k+r}{k}(1-p)^k\\ \end{align*} $$

This (k+r) is so annoying! Because in the binomial function, there is another (k+r)

We need a way to change (k+r) to (k+r-1), then the outside (k+r) can be combined with (k+r-1)! as (k+r)!

  so I refer to:https://en.wikipedia.org/wiki/Binomial_coefficient $$ \begin{align*} \binom{n}{k}=\binom{n-1}{k-1}+\binom{n-1}{k}\\ \end{align*} $$

$$ \begin{align*} (k+r)\binom{k+r}{k}&=(k+r)\binom{k+r-1}{k-1}+(k+r)\binom{k+r-1}{k}\\ &=(r+1)\binom{k+r}{k-1}+r\binom{k+r}{k}\\ \end{align*} $$

So:

 $$ \begin{align*} E(x^2)&=rp^r\sum_{k=0}^{\infty}(k+r)\binom{k+r}{k}(1-p)^k\\ &=rp^r\sum_{k=0}^{\infty}[(r+1)\binom{k+r}{k-1}+r\binom{k+r}{k}](1-p)^k\\ &=rp^r\sum_{k=0}^{\infty}[(r+1)\binom{k+r}{k-1}](1-p)^k+rp^r\sum_{k=0}^{\infty}[r\binom{k+r}{k}](1-p)^k\\ \end{align*} $$

then, still, use Markus Scheuer's idea in Proof for the calculation of mean in negative binomial distribution

remember to use binomial series expansion

Finally, you will get $$ \begin{align*} E(x^2)&=\frac{r(1-r-p)}{p^2}\\ \end{align*} $$

$$ \begin{align*} V(X)&=E(x^2)-[E(x)]^2\\ &=\frac{r(1-r-p)}{p^2}+\frac{r^2}{p^2}\\ &=\frac{r(1-p)}{p^2} \end{align*} $$

emmm, this is my first time to answer a question. this is also my first time to use Latax... Sorry that I don't know how to make beautiful format. Hope this can help you and others.

No need to index twice. The process is quite similar to the way you get $E[x]$

I believe the problem here is how to get $E[x^2]$

Please refer to Markus Scheuer's efforts:

In his answer he derived: $$ \begin{align*} E(x)&=rp^r\sum_{k=0}^{\infty}\binom{k+r}{k}(1-p)^k\\ \end{align*}. $$ Follow the similar way, and apply to $E[X^2]$  $$ \begin{align*} E(x^2)&=rp^r\sum_{k=0}^{\infty}(k+r)\binom{k+r}{k}(1-p)^k\\ \end{align*} $$ We need a way to change (k+r) to (k+r-1), then the outside (k+r) can be combined with (k+r-1)! as (k+r)!, so I refer to the wiki page $$ \begin{align*} \binom{n}{k}=\binom{n-1}{k-1}+\binom{n-1}{k}\\ \end{align*} $$

$$ \begin{align*} (k+r)\binom{k+r}{k}&=(k+r)\binom{k+r-1}{k-1}+(k+r)\binom{k+r-1}{k}\\ &=(r+1)\binom{k+r}{k-1}+r\binom{k+r}{k}\\ \end{align*} $$ So:  $$ \begin{align*} E(x^2)&=rp^r\sum_{k=0}^{\infty}(k+r)\binom{k+r}{k}(1-p)^k\\ &=rp^r\sum_{k=0}^{\infty}[(r+1)\binom{k+r}{k-1}+r\binom{k+r}{k}](1-p)^k\\ &=rp^r\sum_{k=0}^{\infty}[(r+1)\binom{k+r}{k-1}](1-p)^k+rp^r\sum_{k=0}^{\infty}[r\binom{k+r}{k}](1-p)^k\\ \end{align*} $$ then, still, use Markus Scheuer's idea in remember to use binomial series expansion

Finally, you will get $$ \begin{align*} E(x^2)&=\frac{r(1-r-p)}{p^2}\\ \end{align*} $$

$$ \begin{align*} V(X)&=E(x^2)-[E(x)]^2\\ &=\frac{r(1-r-p)}{p^2}+\frac{r^2}{p^2}\\ &=\frac{r(1-p)}{p^2} \end{align*} $$

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Hello~ I find a way to get the variance.

No need to index twice. The process is quite similar to the way you get $E[x]$

I believe the problem here is how to get $E[x^2]$

Please refer to Markus Scheuer's efforts: Proof for the calculation of mean in negative binomial distribution

In his answer he derived: $$ \begin{align*} E(x)&=rp^r\sum_{k=0}^{\infty}\binom{k+r}{k}(1-p)^k\\ \end{align*} $$

Follow the similar way, and apply to $E[X^2]$

$$ \begin{align*} E(x^2)&=rp^r\sum_{k=0}^{\infty}(k+r)\binom{k+r}{k}(1-p)^k\\ \end{align*} $$

This (k+r) is so annoying! Because in the binomial function, there is another (k+r)

We need a way to change (k+r) to (k+r-1), then the outside (k+r) can be combined with (k+r-1)! as (k+r)!

so I refer to:https://en.wikipedia.org/wiki/Binomial_coefficient $$ \begin{align*} \binom{n}{k}=\binom{n-1}{k-1}+\binom{n-1}{k}\\ \end{align*} $$

$$ \begin{align*} (k+r)\binom{k+r}{k}&=(k+r)\binom{k+r-1}{k-1}+(k+r)\binom{k+r-1}{k}\\ &=(r+1)\binom{k+r}{k-1}+r\binom{k+r}{k}\\ \end{align*} $$

So:

$$ \begin{align*} E(x^2)&=rp^r\sum_{k=0}^{\infty}(k+r)\binom{k+r}{k}(1-p)^k\\ &=rp^r\sum_{k=0}^{\infty}[(r+1)\binom{k+r}{k-1}+r\binom{k+r}{k}](1-p)^k\\ &=rp^r\sum_{k=0}^{\infty}[(r+1)\binom{k+r}{k-1}](1-p)^k+rp^r\sum_{k=0}^{\infty}[r\binom{k+r}{k}](1-p)^k\\ \end{align*} $$

then, still, use Markus Scheuer's idea in Proof for the calculation of mean in negative binomial distribution

remember to use binomial series expansion

Finally, you will get $$ \begin{align*} E(x^2)&=\frac{r(1-r-p)}{p^2}\\ \end{align*} $$

$$ \begin{align*} V(X)&=E(x^2)-[E(x)]^2\\ &=\frac{r(1-r-p)}{p^2}+\frac{r^2}{p^2}\\ &=\frac{r(1-p)}{p^2} \end{align*} $$

emmm, this is my first time to answer a question. this is also my first time to use Latax... Sorry that I don't know how to make beautiful format. Hope this can help you and others.