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Discrete Probability Distributions

Binomial Distribution
Poisson Distribution
• Consider a random experiment having only two
outcomes:
▪ Success with probability p
▪ Failure with probability 1 − p
• Define a random variable X which takes the value
▪ 1, when Success occurs
▪ 0, when Failure occurs
• i.e., 1, with probabilit y p
X= 
0, with probabilit y 1 − p
• pmf of X is
 p, for x = 1
p ( x) =  or p( x) = p x (1 − p)1− x , x = 0,1.
1 − p, for x = 0
• X is said to have Bernoulli distribution.
• A discrete random variable X is said to have a
Bernoulli Distribution with parameter p (0 ≤ p ≤ 1 ), if
its pmf is given by

 p x (1 − p )1− x , if x = 0,1
P( X = x) = p ( x) = 
0, otherwise
• We write X~ Bernoulli (p) or X ~ BER(p).
• Also,
• E(X)= p (show)
• Var(X)= p(1-p) (show)
• Often the probability of failure (1-p) is denoted by q
and thus Var(X)= pq
In general

• If the outcome of a trial can only be either a


success or a failure, then trial is a Bernoulli trial
• The number of successes X in one Bernoulli trial,
which can be 1 or 0, is a Bernoulli random
Variable.
• Consider the random experiment of tossing a fair die.
• Sample space: S = {1, 2, 3, 4, 5, 6}
• Let
▪ Success: getting “6”, i.e., {6} (Note: Success is
anything that you are interested in)
▪ Failure: not getting “6”, i.e., {1, 2, 3, 4, 5}
• Clearly,
▪ P (Success) = p=1/6
▪ P(Failure) = (1-p)=(5/6)
• If we repeat the tosses 3 times. i.e., we have 3 Bernoulli
trials, Xi ~ BER(p), i=1,2,3.
• The probability of success and failure will not change for
each individual trial. Trials are independent.
• Let X: number of successes in these 3 independent,
identical Bernoulli trials.
• X could take the values 0, 1, 2, or 3.
• P(X=0) = P(No Success in 3 trials) = P(FFF)
= (5/6)(5/6)(5/6) = (5/6)3
• P(X=1) = P(1 success in 3 trials) = P (SFF or FSF or FFS)
= P(SFF) + P(FSF) + P(FFS)
= P(S)P(F)P(F) + P(F)P(S)P(F) + P(F)P(F)P(S)
=(1/6)(5/6)(5/6) + (5/6)(1/6)(5/6) + (5/6)(5/6)(1/6)
= 3. (1/6)1 (5/6)2
• P(X=2) = P(2 Successes in 3 trials) = P( SSF or SFS or FSS)
= 3. (1/6)2 (5/6)1
• P(X=3) = P(3 Successes in 3 trials) = P(SSS) = (1/6)3
• Probability distribution of X is

x 0 1 2 3 Total
p(x) (5/6)3 3. (1/6)1 (5/6)2 3. (1/6)2 (5/6)1 (1/6)3 1
• When number of trials is large, calculation becomes
tedious.
• So, we define such probabilities through a general rule
(Binomial Distribution).
• This rule is applicable
▪ when a random experiment is repeated finite number of
times.
▪ Each trial has only two outputs – Success (S) or Failure (F)
▪ Each trial is independent of the others.
▪ Probability of single success in single trial does not change
in different trials.
Binomial Distribution
• Consider n independent trials of a random
experiment.
• Each trial has two outcomes:
▪ success with probability p
▪ failure with probability q = 1 − p
• Let X: number of Successes in n trials.
• Probability of getting x successes in n trials is
• P(X=x) or p(x) = nCx pxqn-x , x=0,1,2,…,n.
• It is a generalized case of Bernoulli distribution.
• p can be read as single success in single trial.
• A discrete random variable X is said to have a
Binomial Distribution with parameters n and
p if its pmf is given by
 n C x p x q n− x , if x = 0,1,2,..., n
P( X = x) = p ( x) = 
 0, otherwise

• Where 0 ≤ p ≤ 1, q = 1 – p,
• We write X ~ B(n, p).
• E(X)= np
• Var(X)= np(1-p)=npq
• Let Y1 ,Y2 ,…, Yn are independent random variables.
• Each Y has Bernoulli distribution with parameter p.
• Define X= Y1 +Y2 +…+ Yn
• Then, X ~ B(n, p)
• E(X) = E(Y1 +Y2 +…+ Yn )
= E(Y1) +E(Y2) +…+ E(Yn)
= p + p + … + p (n times)
= np
• Var (X) = Var(Y1 +Y2 +…+ Yn )
= Var(Y1) +Var(Y2) +…+ Var(Yn) (Independence)
= p(1-p) + p(1-p) +…+ p(1-p)
= np(1-p)
Example:
• The production process of a company
produces 5% defective items.
• If a random sample of 20 items is taken from
the day’s production,
• what is the probability that
▪ there are no defective items in the sample;
▪ there is only one defective item in the sample;
▪ there are ‘k’ defective items in the sample.
Ans: .3585, .3773
Example:
A certain type of tomato seed germinates 90% of
the time. A backyard farmer planted 25 seeds.
a) What is the probability that exactly 20
germinate?
b) What is the probability that 20 or more
germinate?
c) What is the probability that 24 or fewer
germinate?
d) What is the expected number of seeds that
germinate?
Sol: a).0646 b).9666 c) .9282 d)22.5
Example:
The incidence of occupational disease in an industry is
such that the workers have 20% chances of suffering
from it. What is the probability that out of 6 workers
4 or more will come in contact of the disease?

Sol: .01695
Example:
A brokerage survey reports that 30% of individual
investors have used a discount broker, i.e., one
which does not charge full commission. In a
random sample of 9 individuals, what is the
probability that.
a) Exactly 2 of the sampled individuals have used a
discount broker,
b) Not more than three have used a discount
broker,
c) At least 3 of them have used a discount broker.
Sol: a).2656 b).731 c) .537
Example:
The management of a restaurant that operates on
reservations only, knows from experience that 20%
of persons making table reservations will not show
up.
The restaurant accepts 20 reservations, but has
only 18 tables.
what is the probability that all who show up will be
accommodated?
Sol: X be No. of no shows
P(X ≥ 2) = 1 – P(X < 2) = 1 – 0.070 = 0.930
Example:
• The production process of a particular product
produces 5% defective units.
• A customer has ordered a batch of 20 units.
• If the batch contains 3 or more defective units,
the customer will reject the entire batch, and
cancel the order.
▪ What is probability that the order will be
cancelled?
▪ What should be the maximum permissible
percentage (in integers, like 1%, 2%, etc.) of
defectives in the production process so that the
probability of rejection is reduced to less than 1%?
Practice questions:

3.32 to 3.36, 3.38 to 3.41 (Binomial)

Solved Examples: 3.1, 3.2, 3.3

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