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1743 Chapter 4 Probability Distribution
1743 Chapter 4 Probability Distribution
PROBABILITY DISTRIBUTION
Example:
Solution:
X=x P( X = x )
0 3C (0.5)0(0.5)3 0.125
0
1 3C (0.5)1(0.5)2 0.375
1
2 3C (0.5)2(0.5)1 0.375
2
3 3C (0.5)3(0.5)0 0.125
3
1.000
Example:
The probability that a college student will graduate is 0.4. Determine the
probability that out of 5 students
Solution:
c) P( X 1) P( X 1) P( X 2) P( X 3) P( X 4) P( X 5)
Or
P( X 1) 1 P( X 1)
1 P ( X 0)
1 0.0778
0.9222
Example:
A new-car salesperson knows from past experience that she will make a
sale to about 20% of her customers. Find the probability that in five
randomly selected attempts, she makes sale to
(a) exactly three customers;
(b) at most one customer;
(c) at least one customer;
(d) fewer than three customers;
(e) more than three customers.
If X denotes the number of sales made out of the five attempts, find the
mean and standard deviation of X.
(Answer: (a) 0.0512, (b) 0.7373, (c) 0.6723 (d) 0.9421,
(e) 0.0067, 1.0, 0.8944)
Solution:
Let X ≡ number of sales made out of 5 attempts
X ~ B( n = 5, p = 0.2 )
Notes:
The mean of binomial distribution is also equal to its expected value.
Standard deviation of a probability distribution is a measure of
dispersion. When is small, the probability that we will get a value
close to the mean is high and when is large, we are more likely to
get a value far away from the mean.
POISSON DISTRIBUTION
A discrete random variable having probability function of the form
e x
P( X x) ; x 0,1,2,
x!
where can take any positive value, is said to follow the Poisson
distribution.
If an event is randomly scatted in time (or space) and has mean number
of occurrence in a given interval of time (or space) and X is the random
variable “the number of occurrences in the given interval”.
X is a Poisson distribution with parameter
denoted by X ~ Po () and x = 0, 1, 2, ...
Example:
Solution:
c)
Example:
Solution:
b)
Eggs are packed in boxes of 500. On average, 0.8% of the eggs are found
to be broken when the eggs are unpacked. Find the probability that in a
box of 500 eggs
(i) exactly 3 (ii) less than 2 (iii) more than 2 will be broken.
Solution:
NORMAL DISTRIBUTION
X
Mean
The two tails of the normal curve extend indefinitely in both directions, i.e.
they never actually touch the X-axis.
Total area under the normal curve equals to total probability, i.e. one.
The normal curve has a single peak at the exact center of the distribution.
The mean, median and mode of the distribution are equal and located at
the peak.
A normal distribution is completely specified by two parameters the mean
() and the standard deviation ()
1 ( x )2 2 2
f (x) e
2 2
where x , e = 2.7183 and = 3.142
If the random variable X (for e.g. height, weight etc.) has a normal
distribution with mean () and standard deviation () then X is denoted
by X ~ N (, 2).
Every different combination of and would generate a different normal
probability distribution. The shape of the normal curve depends on the
value of standard deviation; a larger standard deviation results a flatter,
wider spread distribution. The value of the mean determines the position
of the normal curve.
The relative dispersion of frequencies around the mean can be measured
exactly in terms of standard deviations. Examples:
(a) About 68.26% of frequencies have a value within .
(b) About 95.45% of frequencies have a value within 2.
(c) About 99.73% of frequencies have a value within 3.
STANDARD NORMAL DISTRIBUTION
Note:
(a) Area under the whole curve = 100% = 1
z
0
z
0
(c) P( Z z ) = P( Z > z )
z
0
z
0
z
0
E.g. Take z = 1, P ( Z > 1 ) = 0.1587
z
0
E.g. Take z = 2.77, P ( Z > 2.77 ) = 0.00280
z
0
Example:
z
0
= P ( Z ≤ 0.5 )
= 1 – P ( Z > 0.5 )
= 1 – 0.3085 = 0.6915
(e) P ( 1800 < X < 2200 )
= P( 1800 2000 < Z < 2200 2000 )
200 200
=P(–1<Z<1)
= 1 – P ( Z > 1 ) – P( Z < – 1 ) z
0
=1–2P(Z>1)
= 1 – 2(0.1587)
= 0.6826
(f) P ( 2100 < X < 2300 )
= P ( 2100 2000 < Z < 2300 2000 )
200 200
= P ( 0.5 < Z < 1.5 ) z
= P ( Z > 0.5 ) – P ( Z > 1.5 ) 0
= 0.3085 – 0.0668
= 0.2417
(g) P ( 1700 < X < 1900 )
= P ( 1700 2000 < Z < 1900 2000 )
200 200
= P (– 1.5 < Z < – 0.5 )
= P ( 0.5 < Z < 1.5 ) z
= 0.2417 0
Solution:
Example:
A local bank has 4 teller windows. By monitoring the customer waiting times,
the mean is found to be 3.8 min, the standard deviation is 1.5 min, and the
distribution is normal. Past experience has shown that customers become
irritated when the waiting time exceeds 5 min.
(a) What proportion of customers will be irritated by the present system?
(b) By adding a teller to the system, the percentage of customers irritated
would be reduced to only 10%. What is the mean waiting time with an extra
teller? Assuming that the standard deviation remains unchanged.
Solution:
Example:
Solution:
Normal approximation to the Binomial distribution
Remarks:
Binomial Normal
P( X = 2 ) P( 1.5 < X < 2.5 )
P( 3 X 5 ) P( 2.5 < X < 5.5 )
P( 3 X 5 ) P( 3.5 < X < 5.5 )
P( 3 X 5 ) P( 2.5 < X < 4.5 )
P( 3 X 5 ) P( 3.5 < X < 4.5 )
P( X < 4 ) P( X < 3.5 )
P( X 4 ) P( X < 4.5 )
P( X 4 ) P( X > 3.5 )
P( X > 4 ) P( X > 4.5 )
P( X 0 ) P( X > – 0.5 )
P( X > 0 ) P( X > 0.5 )
P( X = 0 ) P( – 0.5 < X < 0.5 )
Example:
Find the probability that 200 tosses of a bias coin will result in less than
51 heads in which the probability of getting a head is 0.2 for each toss.
Solution:
Example:
Solution:
Example:
Find the probability that 200 tosses of a fair coin will result in
(a) between 80 and 120 heads inclusive,
(b) less than 90 heads,
(c) less than 85 or more than 115 heads.
Solution:
16
The Normal Approximation to the Poisson distribution
Example:
Solution:
17
Taken from Statistical Tables by J Murdoch and JA Barnes
18
Taken from Statistical Tables by J Murdoch and JA Barnes
19
BAMS1743 QUANTITATIVE METHODS
Tutorial 5 (Probability Distribution)
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5. An insurance company receives on average 2 claims per week from
a certain factory. Assuming that the number of claims follows a
Poisson distribution, find the probability that
(a) it receives more than 3 claims in a given week,
(b) it receives more than 2 claims in a given fortnight,
(c) It receives no claims on a given day, assuming that the factory
operates on a 5-day week.
7. The probability that a particular make of light bulb is faulty is 0.01. The
light bulbs are packed in boxes of 100. Find the probability that in a
certain box there are
(a) no faulty light bulbs,
(b) 2 faulty light bulbs,
(c) More than 3 faulty light bulbs.
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10. A manufacturer makes chocolate bars with a mean weight of 110
grams and a standard deviation of 2 grams. The weights are normally
distributed.
(a) What proportion of the bars is likely to be less in weight than
106 grams?
(b) The manufacturer decides to make “bigger bars” with the
same standard deviation as before. It is decided that the
covers of these bigger bars will be marked ‘minimum weight
115 grams’. What mean weight will have to be aimed if no
more than one bar in 100 is to be less than 115 grams in
weight?
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13. 10% of males suffer from a certain disease. Use the normal
approximation to Binomial distribution to find the probability that more
than 60 men in a randomly selected group of 500 will suffer from the
disease.
Answers:
1. (a) 0.1762 (b) 0.9527 (c) 0.6229 (d) 0.6225
(e) 0.7765 (f) 0.0473
2. (c) 0.3487 (d) 1.00, 0.90 0.949
3. (a) 0.3020 (b) 0.6242 (c) 0.0064
4. (a) 0.0334 (b) 0.1135 (c) 0.8531 (d) 0.8173
5. (a) 0.1429 (b) 0.7619 (c) 0.6703
6. (a) 0.0821 (b) 0.2424 (c) 0.9797 (d) 0.0486 (e) 0.1247
7. (a) 0.3679 (b) 0.1839 (c) 0.0190
8. 0.3679, 0.3679, 0.1839, 0.0613, 0.0153, 0.0031
9. (a) 96.99% (b) 89.25% (c)RM109.50 (d) RM92.40
10. (a) 0.02275 (b) 120 gms
11. (a) 0.2643 (b) 0.5463 (c) 55.25 mins (d) 40.80 mins
12. (a) (i) 317 (ii) 134 (iii) 184 (b) 533g
13. 0.0582
14. (a) 0.01539 (b) 0.8149 (c) 0.0197
15. 0.6883, 4
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