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Finding binomial cutoffs

Find binomial thresholds that meet a target probability, distinguish smallest and largest cutoffs and prove the boundary using an adjacent integer.

Before you startBinomial cumulative probabilities, tails and integer inequalities.

01 / Read what is being minimised or maximised

A probability condition can be true for several thresholds.

Find a threshold that works, then check its neighbour.

A smallest valid r requires r to work and r−1 to fail; a largest valid k requires k to work and k+1 to fail.

The adjacent check proves the boundary when the relevant probability is monotonic. Upper-tail probabilities P(X≥r) decrease as r increases; lower-tail probabilities F(k)=P(X≤k) increase as k increases.

Find the first upper-tail cutoff that worksExplore

X~B(12,0.25). Find the smallest integer r with P(X≥r)≤0.05. Choose r and test the boundary.

02 / Find a smallest upper-tail threshold

Raising the threshold makes the event smaller.

Watch: a working threshold and its failing neighbour

Pause, replay or seek freely. The notes explain the same idea and stay in view.

X~B(12,0.25). Find the smallest integer r for which P(X≥r)≤0.05.Worked example

At r=6, P(X≥6)≈0.05440223

This is greater than 0.05, so r=6 fails.

At r=7, P(X≥7)≈0.01425278

This is at most 0.05, so r=7 works.

The smallest threshold is r=7

Every lower threshold has an upper-tail probability at least as large as the failing value at 6.

01 · More working values

Does r=8 also meet the 0.05 condition? Why is it not the answer?

Hint

P(X≥8)≈0.00278151.

Worked solution

Yes, but 7 is smaller and already works. The question asks for the smallest threshold.

02 · Cumulative conversion

Express the test P(X≥r)≤0.05 using F.

Hint

The excluded counts run through r−1.

Worked solution

1−F(r−1)≤0.05, equivalently F(r−1)≥0.95.

03 / Find a largest lower-tail cutoff

Raising a lower-tail cutoff makes its event larger.

For X~B(12,0.25), find the largest integer k with P(X≤k)≤0.20.Worked example

F(1)≈0.15838176≤0.20

k=1 works.

F(2)≈0.39067501>0.20

k=2 fails.

The largest cutoff is k=1

Higher values also fail because F cannot decrease.

03 · A smaller target

Find the largest k with F(k)≤0.05, given F(0)≈0.03167635 and F(1)≈0.15838176.

Hint

Check the two adjacent cutoffs.

Worked solution

k=0: F(0) works and F(1) fails.

04 · Wrong neighbour

A student checks k=1 works and k=0 works. Does that prove k=1 is the largest?

Hint

Which direction could contain a larger valid cutoff?

Worked solution

No. Check k=2 fails. A smaller working value does not establish maximality.

04 / Find a smallest cumulative cutoff

A cumulative target asks when the total first reaches the target.

For the same X, find the smallest k with F(k)≥0.95.Worked example

F(5)≈0.94559777<0.95

Five is too small.

F(6)≈0.98574722≥0.95

Six reaches the target.

The required cutoff is k=6

Compare this with the upper-tail threshold r=7: the complement relation uses r−1.

05 · Related cutoffs

Why are k=6 and r=7 consistent rather than contradictory?

Hint

Compare F(k) with P(X≥r).

Worked solution

P(X≥7)=1−F(6). The two conditions refer to complementary events with adjacent integer boundaries.

06 · Interpretation

What does F(6)≥0.95 say in words?

Hint

Include the endpoint six.

Worked solution

The chance of no more than six successes is at least 95%. It does not guarantee the count will be at most six.

05 / Check whether equality is allowed

Strict targets can change the answer at an exact equality.

Let Y~B(5,0.5). P(Y≥4)=6/32=0.1875 and P(Y≥5)=1/32=0.03125. These exact fractions let us distinguish a strict target without rounding.

07 · Inclusive target

Find the smallest r with P(Y≥r)≤0.1875.

Hint

At r=4 equality is allowed; P(Y≥3)=0.5.

Worked solution

r=4. It works exactly, while r=3 fails.

08 · Strict target

Find the smallest r with P(Y≥r)<0.1875.

Hint

The equality at r=4 no longer works.

Worked solution

r=5. The probability is 0.03125; r=4 fails the strict condition.

09 · Lower-tail equality

For this Y, F(0)=1/32 and F(1)=6/32. Find the largest k with F(k)<0.1875.

Hint

Equality is excluded.

Worked solution

k=0. F(0)=0.03125 works and F(1)=0.1875 fails.

07 / Check the allowed threshold range

Some probability targets have no solution in the specified range.

12 · Zero target

For X~B(12,0.25), can P(X≥r)=0 occur with 0≤r≤12?

Hint

Every supported count has positive probability.

Worked solution

No. At r=12 the probability is (1/4)¹²>0. If r=13 is permitted, the event is impossible and its probability is 0.

13 · Certain lower tail

What is the smallest k with F(k)=1 for that X?

Hint

The top supported count has positive mass.

Worked solution

k=12. F(11)<1, while F(12)=1.

14 · Strict impossibility

Can any threshold have P(X≥r)<0?

Hint

Probability is nonnegative.

Worked solution

No. A strict negative or zero upper bound of this form cannot be met.

08 / Working value plus failing neighbour

State the inequality, probability and integer conclusion.

Decide whether you seek a smallest or largest value. Use monotonicity to choose the correct neighbour, keep strict and inclusive targets distinct and check any stated threshold range. Give both boundary probabilities so the conclusion is justified.

Section 1 of 8 · Read what is being minimised or maximised