ENGDAT1 Module6 PDF

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DISCRETE PROBABILITY

DISTRIBUTION
MODULE 6
DISCRETE RANDOM VARIABLES
DISCRETE UNIFORM DISTRIBUTION

Ê The simplest of all discrete probability


distributions is one where the random
variable assumes each of its values with an
equal probability.
If the random variable x assumes the values x1, x2,….xk,
with equal probabilities, then the discrete uniform
distribution is given by
1
f ( x; k ) = where x = x1,x2,….. xk
k
DISCRETE UNIFORM DISTRIBUTION

Ê Example 1. When a light bulb is selected at random from a box that


contains a 40-watt bulb, a 60-watt bulb, a 75-watt bulb and a 100-watt
bulb, each element of the sample space S= {40, 60, 75, 100} occurs with
probability ¼.Then we have a uniform distribution, with

f (x;4) = ¼, x = 40, 60, 75, 100

Ê Example 2. When a die is tossed, each element of the sample space S= {1,
2, 3, 4, 5, 6} occurs with a probability 1/6. Therefore, we have a uniform
distribution, with

f (x;6) = 1/6, x= 1, 2, 3, 4, 5, 6
BINOMIAL DISTRIBUTION

Ê BERNOULLI PROCESS PROPERTIES

1. The experiment consists of n repeated trials.

2. Each trial results in an outcome that may be classified as a


success and failure.

3. The probability of success, denoted by p, remains constant


from trial to trial.

4. The repeated trials are independent.


BINOMIAL DISTRIBUTION
Ê Consider the set of Bernoulli trials where three items are selected at random from a
manufacturing process, inspected and classified defective or non defective. A defective
item is designated a success. The number of successes is a random variable x assuming
integral values from zero through 3. The possible eight outcomes and the corresponding
values of x are;
OUTCOMES x
NNN 0
NDN 1
NND 1
DNN 1
NDD 2
DND 2
DDN 2
DDD 3
BINOMIAL DISTRIBUTION
A Bernoulli trial can result in a success with probability p and a failure with
probability q=1-p. Then the probability distribution of the binomial random
variable x, the number of successes in n independent trials is

$ ( *+(
! "; $, & = & ) where x = 1,2,….n.
"

¬Example 1. The probability is 0.6 that a person shopping at a certain


market will spend at least $50. Find the probability that among 5 persons
shopping at this market, none of them will spend at least $50. Similarly, find
the separate probabilities that 1, 2, 3, 4, and 5 will spend at least $50.
BINOMIAL DISTRIBUTION
Ê Example 2. A card is drawn from a standard 52-card deck. If drawing a
club is considered a success, find the probability of
a. exactly one success in 4 draws (with replacement).

p = ¼; q = 1– ¼ = ¾

1 3
æ öæ 1 ö æ 3 ö
4
ç ÷ç ÷ ç ÷ » 0.422
è1øè 4 ø è 4 ø
b. no successes in 5 draws (with replacement).
0 5
æ öæ 1 ö æ 3 ö
5
ç ÷ç ÷ ç ÷ » 0.237
è 0øè 4 ø è 4 ø
BINOMIAL DISTRIBUTION
Ê Example 3. If the probability of a student successfully passing this course
(C or better) is 0.82, find the probability that given 8 students
æ8ö
a. all 8 pass. ç ÷ ( 0.82 )
8
( 0.18 )
0
» 0.2044
è8ø
b. none pass. ! 8 $ 0 8
## (
&& 0.82
" 0 %
) (0.18) » 0.0000011
c. at least 6 pass.

æ8ö 2 æ8ö 1 æ8ö


ç ÷ ( 0.82 ) ( 0.18) + ç ÷ ( 0.82 ) ( 0.18) + ç ÷ ( 0.82 ) ( 0.18 )
6 7 8 0

è6ø è7ø è8ø


» 0.2758 + 0.3590 + 0.2044 = 0.8392
BINOMIAL DISTRIBUTION

Ê Example 4. If the probability is 0.20 that any shoplifter will get caught, what is
the probability that in a random sample of eight shoplifters three will get
caught?

Ê Example 5. Suppose that 30 percent of the shipments made by a United States


pharmaceutical manufacturer go to Latin America countries. Find the
probabilities that

(a) at most 3 of 10 randomly selected shipments are destined for Latin America

(b) at least 7 of the 10 randomly selected shipments are destined for Latin
America.
MULTINOMIAL DISTRIBUTION
Ê The binomial experiment becomes a multinomial experiment if we let each trial
have more than 2 possible outcomes. The drawing of card from a deck with
replacement is also a multinomial experiment if the 4 suits are the outcomes of
interest.

Ê If a given trial can result in any of k possible outcomes E1, E2,…..Ek, with
probabilities p1, p2,…pk, then the multinomial distribution will give the probability
that E1 occurs x1 times; E2 occurs x2 times,…..and Ek occurs xk times in n
independent trials where

x1 + x2 +……. xk = n

We shall denote this joint probability distribution by

f (x1, x2 ,……. xk ; p1, p2,…pk,, n)

And, p1 + p2 +,…+ pk,= 1,since the result of each trial must be one of the k possible
outcomes.
MULTINOMIAL DISTRIBUTION
If a given trial can result in the k outcomes E1, E2,…. Ek with probabilities
p1,p2,….pk, then the probability distribution of the random variables x1,
x2, …. xk , representing the number of occurrences for E1, E2,…. Ek in n
independent trials is
æ n! ö x1 x2
f (x1, x2, …. xk; P1,p2,….pk,n)= çç ÷÷ p1 p2 ..... pkxk
è x1! x2 !....xk ! ø

¬Example 1. If four clerks prepare all the billings in a company office and it
has been determined that 40 percent of all erroneous billings are prepared
by clerk A, 20 percent by clerk B, 10 percent by clerk C, and the rest by
clerk D, what is the probability that among seven randomly selected
erroneous billings two were prepared by A, one by B, one by C and three by
D?
MULTINOMIAL DISTRIBUTION

Ê Example 2. In a certain city, Channel 3 has 50% of the viewing audience on


Saturday nights, Channel 12 has 30% and Channel 10 has 20%. What is the
probability that among eight television viewers randomly selected in that
city on a Saturday night, five will be watching Channel 3, two will be
watching Channel 12 and one will be watching Channel 10?

Ê Example 3. If a pair of dice are tossed 6 times, what is the probability of


obtaining a total of 7 or 11 twice, a matching pair once, and any other
combination 3 times?
HYPERGEOMETRIC DISTRIBUTION

Ê The hypergeometric distribution does not require


independence and is based on the sampling done
without replacement.
Ê We are interested in the probability of selecting x
successes from the k items labeled success and n-k
failures from the N-k items labeled failures when a
random sample of size n is selected from N items.
HYPERGEOMETRIC DISTRIBUTION

PROPERTIES
1. A random sample of size n is selected without replacement
from N items.
2. k of the N items may be classified as success and N-k are
classified as failures.
The number x of successes of a hypergeometric experiment is
called a hypergeometric random variable, its probability
distribution is called hypergeometric distribution and is
denoted by
h(x;N,n,k) since they depend on the number of successes k
in the set N from which we select n items.
HYPERGEOMETRIC DISTRIBUTION

The probability distribution of the hypergeometric random variable x,


the number of successes in a random sample of size n selected
from N items of which k are labeled success and N-k labeled failure
is

) +,)
* -,*
ℎ "; $, &, ' = + x = 0, 1,2,….n
-

¬Example 1. A secretary is supposed to send 6 of 15 overseas letters by


airmail, but she get them mixed up. And she randomly puts airmail stamps on
6 of the letters. What is the probability that only 3 of the letters get an airmail
stamps?
HYPERGEOMETRIC DISTRIBUTION

Ê Example 2. Among a department store s 16 delivery trucks, 5 have worn


brakes. If 8 trucks are randomly picked for inspection, what is the
probability that this sample will include at least three trucks with worn
brakes?

Ê Example 3. Supposed that five cards are dealt, without replacement, from a
standard deck of 52. What is the probability that the five cards will include
exactly two spades?

Ê Example 4. In a federal prison for women, 100 of the 240 inmates have
radical political views. If five of them are randomly chosen to appear before
a legislative committee, find the probability that only one of them will have
radical political views.
NEGATIVE BINOMIAL DISTRIBUTION

Ê Instead of finding the probability of x successes in n trials,


where n is fixed, we are now interested in the probability that
the kth success occurs on the xth trial.Experiment of this kind
is called negative binomial experiments.
Ê The number of x trials to produce k successes in a negative
binomial experiment is called a negative binomial random
variable, and its probability distribution is called the negative
binomial distribution.
Ê We denote them with a symbol b*(x;k,p).
NEGATIVE BINOMIAL DISTRIBUTION

Ê Since trials are independent, we can multiply all the probabilities


corresponding to each desired outcome.

Ê Therefore the probability for the specified order, ending in success is

k -1 x -k x -k
p q p= p q
k
NEGATIVE BINOMIAL DISTRIBUTION

If repeated independent trials can result in a success with probability p


and a failure with probability q=1-p, then the probability distribution
of the random variable x, the number of the trial on which the kth
success occurs, is
æ x - 1ö k x - k
b * ( x; k , p ) = ç
ç k - 1÷
÷p q
è ø

Example 1. Find the probability that a person tossing three coins will get
either all heads or all tails for the second time on the fifth toss.
NEGATIVE BINOMIAL DISTRIBUTION
Example 2. A pediatrician wishes to recruit 5 couples, each of whom is expecting
their first child, to participate in a new natural childbirth regimen. Let p = P (a
randomly selected couple agrees to participate). If p = 0.2, what is the probability
that 15 couples must be asked before 5 are found who agree to participate? That
is, with S = {agrees to participate}, what is the probability that 10 F ’s occur before
the fifth S?

Example 3. In an NBA (National Basketball Association) championship series, the


team who wins four games out of seven will be the winner. Suppose that team A
has probability 0.55 of winning over team B and both teams A and B face each
other in the championship games.
(a) What is the probability that team A will win the series in six games?
(b) What is the probability that team A will win the series?
(c) If both teams face each other in a regional playoff series and the winner is
decided by winning three out of five games, what is the probability that team
A will win a playoff?
GEOMETRIC DISTRIBUTION

Ê If we consider the special case of the negative binomial


distribution where k =1, we have a probability distribution for
the number of trials required for a single success.
Ê An example of tossing a coin until a head occurs. If we are
interested in the probability that the first head occurs on the
fourth toss. The negative binomial distribution reduces to the
form

b * ( x;1, p) = pq x -1 x = 1, 2, 3,….n
GEOMETRIC DISTRIBUTION
Since the successive terms constitute a geometric progression,
it is customary to refer to this special case as the geometric
distribution and denoted by g(x;p).

If repeated independent trials can result in a success with probability p and


a failure with probability q = 1-p, then the probability distribution of the
random variable x, the number of the trial on which the first
success occurs, is

g ( x; p) = pq x-1 x = 1, 2, 3,….
GEOMETRIC DISTRIBUTION

Ê Example 1. In a certain manufacturing process it is known that, on the


average, 1 in every 100 items is defective. What is the probability that the
fifth item inspected is the first defective item found.

Ê Example 2. At busy time a telephone exchange is very near capacity, so


callers have difficulty placing their calls. It may be of interest to know the
number of attempts necessary in order to gain a connection. Suppose
that we let p =0.05 be the probability of a connection during busy time.
We are interested in knowing the probability that 5 attempts are
necessary for a successful call.
POISSON DISTRIBUTION

Ê Experiments yielding numerical values of a random variable x, the


number of outcomes occurring during a given time interval or in a
specified region.

Ê The specified region could be line segment, an area, a volume, or


perhaps a piece of material.
POISSON DISTRIBUTION

PROPERTIES

1. The number of outcomes occurring in one time interval or specified


region is independent of the number that occurs in any other disjoint
time interval or region of space.

2. The probability that a single outcome will occur during a very short time
interval or in a small region is proportional to the length of the time
interval or the size of the region and does not depend on the number of
outcomes occurring outside this time interval or region.

3. The probability that more than one outcome will occur in such a short
time interval or fall in such a small region is negligible.
POISSON DISTRIBUTION

Ê The number of x outcomes occurring during a


Poisson experiment is called a Poisson random
variable, and its probability distribution is called a
Poisson Distribution.
Ê The mean number of outcomes is computed from
µ=lt, where t is the specific time or region of interest.
Ê We denote them by P(x;lt)
POISSON DISTRIBUTION

The probability distribution of the Poisson random variable x,


representing the number of outcomes occurring in a given
time interval or specified region denoted by t, is

e - lt ( l t ) x x = 0, 1, 2,….
p( x; lt ) =
x!

Example 1. If a bank receives on the average of 6 bad checks per day,


what is the probability that it will receive 4 bad checks on a given day? 10
bad checks over a 2 day period?
POISSON DISTRIBUTION
Ê Example 2. Record shows that the probability is 0.00005 that a car will have
flat tire while driving through a certain tunnel. Find the probability that
among 10,000 cars passing through this tunnel at least two will have a flat
tire.

Ê Example 3. A very large shipment of books contains 2% with defective


bindings. Find the probability that among 400 books taken at random from
this shipment only five will have defective bindings.

Ê Example 4. An auditor has been asked to investigate a collection of 4,000


sales invoices, of which 28 contain errors. A sample of 150 invoices is
selected. What is the probability that this set of 150 invoices will contain
exactly 2 with errors?
END OF MODULE 6

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