Different texts (and even different parts of this article) adopt slightly different definitions for the negative binomial distribution. They can be distinguished by whether the support starts at k = 0 or at k = r, whether p denotes the probability of a success or of a failure, and whether r represents success or failure,[1] so identifying the specific parametrization used is crucial in any given text.
Probability mass function

The orange line represents the mean, which is equal to 10 in each of these plots; the green line shows the standard deviation.
Notation
Parameters r > 0 — number of successes until the experiment is stopped (integer, but the definition can also be extended to reals)
p ∈ [0,1] — success probability in each experiment (real)
Support k ∈ { 0, 1, 2, 3, … } — number of failures
PMF involving a binomial coefficient
CDF the regularized incomplete beta function
Mean
Mode
Variance
Skewness
Excess kurtosis
MGF
CF
PGF
Fisher information
Method of Moments

The negative binomial distribution also arises as a continuous mixture of Poisson distributions (i.e. a compound probability distribution) where the mixing distribution of the Poisson rate is a gamma distribution. That is, we can view the negative binomial as a Poisson(λ) distribution, where λ is itself a random variable, distributed as a gamma distribution with shape = r and scale θ = p/(1 − p) or correspondingly rate β = (1 − p)/p.


Different texts adopt slightly different definitions for the negative binomial distribution. They can be distinguished by whether the support starts at k = 0 or at k = r, whether p denotes the probability of a success or of a failure, and whether r represents success or failure,[1] so it is crucial to identify the specific parametrization used in any given text.
Probability mass function

The orange line represents the mean, which is equal to 10 in each of these plots; the green line shows the standard deviation.
Notation
Parameters r > 0 — number of failures until the experiment is stopped (integer, but the definition can also be extended to reals)
p ∈ (0,1) — success probability in each experiment (real)
Support k ∈ { 0, 1, 2, 3, … } — number of successes
PMF involving a binomial coefficient
CDF the regularized incomplete beta function
Mean
Mode
Variance
Skewness
Excess kurtosis
MGF
CF
PGF
Fisher information
Gamma
Probability density function
Probability density plots of gamma distributions
Cumulative distribution function
Cumulative distribution plots of gamma distributions
Parameters
  • α > 0 shape
  • β > 0 rate
  • Support
    PDF
    CDF
    Mean
    Median No simple closed form No simple closed form
    Mode
    Variance
    Skewness
    Excess kurtosis
    Entropy
    MGF
    CF
    1. ^ a b DeGroot, Morris H. (1986). Probability and Statistics (Second ed.). Addison-Wesley. pp. 258–259. ISBN 0-201-11366-X. LCCN 84006269. OCLC 10605205. Cite error: The named reference "DeGrootNB" was defined multiple times with different content (see the help page).