Binomial Distribution Calculator

Exact binomial probabilities P(X = k), cumulative P(X ≤ k), P(X ≥ k), plus mean, variance and standard deviation — with a full distribution chart and step-by-step working.

The binomial distribution explained, step by step

The binomial distribution models successes in a fixed number of independent yes/no trials with a constant success probability. Each card below covers one piece of the formula this calculator uses.

1. The four binomial conditions

A binomial random variable counts successes across a fixed number of independent trials where each trial has the same success probability p and only two outcomes (success or failure). If any condition breaks, the binomial model no longer fits.

X ~ Binomial(n
p)
nfixed number of trials·psuccess probability, same on every trial
fixed n
two outcomes (S / F)
constant p
independent trials
Example
Given
10 fair coin flips
Substitute
n = 10
p = 0.5
Answer
X ~ Bin(10, 0.5)

2. The PMF — count arrangements × per-sequence probability

P(X = k) has two parts. C(n, k) counts how many orderings of k successes and n − k failures exist. Multiplied by p^k · (1 − p)^(n − k) — the probability of any one such sequence — you get the probability of exactly k successes.

P(X = k)
= C(n
k) · pk · (1 − p)n − k
C(n, k)n! / (k! (n − k)!)
Example
Given
n = 10
p = 0.5
k = 3
Substitute
120 · 0.5³ · 0.5⁷
Answer
P = 0.1172

3. Mean, variance and standard deviation

Because a binomial is a sum of n independent Bernoulli trials, its mean and variance are the per-trial values scaled by n. Variance peaks at p = 0.5 (maximum uncertainty per trial) and vanishes as p → 0 or 1.

μ = np   σ²
= np(1 − p)   σ
= √(np(1 − p))
Example
Given
n = 20
p = 0.3
Substitute
μ = 6, σ²
= 4.2
Answer
σ ≈ 2.049

4. When to switch models — hypergeometric, Poisson, normal

Sampling without replacement from a small population breaks independence — use hypergeometric. Very large n with tiny p is well-approximated by Poisson (λ = np). Very large n with p away from 0 and 1 is well-approximated by Normal(np, np(1 − p)).

large n
small p → Poisson · large n
moderate p → Normal
without replacement → hypergeometric
n large, p small → Poisson(np)
np & n(1−p) ≥ 10 → Normal
Example
Given
n = 1000
p = 0.002
Substitute
λ = np
= 2
Answer
≈ Poisson(2)

Features of this calculator

  • Exact probabilities: P(X = k), P(X ≤ k), P(X < k), P(X ≥ k), P(X > k) — all in one calculation.
  • Uses log-gamma internally, so it stays numerically stable for large n (up to n = 5000).
  • Full probability bar chart across every possible value of X from 0 to n, with the bar for your chosen k highlighted.
  • Mean, variance and standard deviation reported alongside the probability results.
  • Show/hide step-by-step working with the binomial coefficient, the p^k and (1 − p)^(n−k) terms and the multiplication laid out.

Frequently asked questions

+Can I use this for very large n?

Yes — the calculator uses log-gamma internally, so probabilities stay stable up to n = 5000. For larger n you can safely use the normal approximation with μ = n·p and σ = √(n·p·(1 − p)).

+What if p is unknown?

Estimate p from data as the sample proportion (successes ÷ trials), then use it here. If you're testing a hypothesised p, see the P-Value Calculator or a proportion Z-test.

+How is P(X ≥ k) different from P(X > k)?

P(X ≥ k) includes X = k itself, so it equals P(X = k) + P(X > k). If you want strictly more than k successes, use P(X > k).

+What's the connection to the Bernoulli distribution?

A single trial (n = 1) is a Bernoulli trial. Adding up n independent Bernoulli(p) trials gives Binomial(n, p).

+When should I use Poisson instead?

Use Poisson when you count events over a fixed interval and the event rate is known, but there is no natural fixed n. If n is large and p is small, Binomial(n, p) is very well approximated by Poisson with λ = n·p.

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