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CH 5
CH 5
February 7, 2021
Distributions
In this chapter we will introduce
Uniform distribution
Binomial and Multinomial Distributions
Hypergeometric Distribution
Negative Binomial and Geometric Distributions
Poisson Distribution and the Poisson Process
Definition
If the random variables X assumes the values x1 , x2 , . . . , xk with
probability distribution
1
f (x) = P(X = x) = , x = x1 , . . . , xk
k
then X has a uniform distribution, denoted by X ∼ U[k]
Theorem
If X ∼ U[k], then
Pk
i=1 xi
µ = E (X ) = .
k
Pk
2 i=1 (xi − µ)2
σ = = E (X 2 ) − µ2 .
k
M. Adam & R. Hamouri (PPU) PS Ch.4 February 7, 2021 3 / 25
5.2 Binomial and Multinomial Distributions
Definition
An experiment satisfies binomial distribution if
(The experiment has n independent trials) each wih 2 outcomes
(Success or Failure)
Probability of success p in one trial is always fixed and Probability of
failure q = 1 − p
The probability distribution function of X is
n x n−x
f (x) = P(X = x) = p q , x = 0, 1, . . . , n,
x
Theorem
The mean and variance of X ∼ B(n, p) are
µ = E (X ) = np.
σ 2 = npq.
Remark
When n = 1 (
p x q 1−x , x = 0, 1
f (x) =
0, otherwise.
X ∼ B(1, p) is called a Bernoulli distribution with parameter p.
Example
Find the probability of getting at least 3 girls out of 8 births
Example
In a large population 80% of members are right handed from a random
sample of 10 members find
At least 2 are left handed.
Exactly 2 are left handed.
No more than 4 are right handed.
The mean and variance of the distribution.
Example
8 red, 3 yellow, and 9 white balls. 6 balls were selected at a random with
replacement. Find P(2 red, 1 yellow, 3 white)
Example 5.1
The probability that a certain kind of component will survive a shock test
is 34 . Find the probability that exactly 2 of the next 4 components tested
survive.
M. Adam & R. Hamouri (PPU) PS Ch.4 February 7, 2021 8 / 25
5.2 Binomial and Multinomial Distributions
Example 5.2
The probability that a patient recovers from a rare blood disease is 0.4. If
15 people are known to have contracted this disease, what is the
probability that (a) at least 10 survive, (b) from 3 to 8 survive, and (c)
exactly 5 survive?
Example 5.7
The complexity of arrivals and departures of planes at an airport is such
that computer simulation is often used to model the ”ideal” conditions.
For a certain airport with three runways, it is known that in the ideal
setting the following are the probabilities that the individual runways are
accessed by a randomly arriving commercial jet:
2 1 11
Runway 1: p1 = , Runway 2: p2 = , Runway 3: p3 = ,
9 6 18
What is the probability that 6 randomly arriving airplanes are distributed
in the following fashion?
Example 5.9
Lots of 40 components each are deemed unacceptable if they contain 3 or
more defectives. The procedure for sampling a lot is to select 5
components at random and to reject the lot if a defective is found. What
is the probability that exactly 1 defective is found in the sample if there
are 3 defectives in the entire lot?
Theorem 5.2
The mean and variance of the hypergeometric distribution H.G .(x; N, n, k)
are
nk
µ=
N
N − n N − k nk
σ2 = · ·
N −1 N N
Example
A committee of size 5 to be selected at a random from 3 women and 5
men. Find the probability distribution for the number of women in the
committee
Example
If 5 cars are drawn from a standard deck of 52 playing cards. What is the
probability that 3 will be hearts?
Example 5.10
We have a lot of 100 items of which 12 are defective. What is the
probability that in a sample of 10, 3 are defective?
Example 5.13
A group of 10 individuals is used for a biological case study. The group
contains 3 people with blood type O, 4 with blood type A, and 3 with
blood type B. What is the probability that a random sample of 5 will
contain 1 person with blood type O, 2 people with blood type A, and 2
people with blood type B?
Q. 5.43
A foreign student club lists as its members 2 Canadians, 3 Japanese, 5
Italians, and 2 Germans. If a committee of 4 is selected at random, find
the probability that (a) all nationalities are represented; (b) all
nationalities except Italian are represented.
Negative Binomial
Let us consider an experiment where the properties are the same as
those listed for a binomial experiment, with the exception that the
trials will be repeated until a fixed number of successes occur.
Therefore, instead of 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. Experiments of this kind are called negative
binomial experiments.
Geometric 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 first success
occurs, is
g (x; p) = pq x−1 , x = 1, 2, 3, . . . .
Example 5.15
For 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?
Example 5.16
At a ”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 make a connection. Suppose
that we let p = 0.05 be the probability of a connection during a busy time.
We are interested in knowing the probability that 5 attempts are necessary
for a successful call.
Theorem 5.3
The mean and variance of a random variable following the geometric
distribution are
1 1−p
µ= σ2 = .
p p2
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 −λt (λt)x
p(x; λt) = , x = 0, 1, 2, . . . ,
x!
where λ is the average number of outcomes per unit time, distance, area,
or volume and e = 2.71828 . . . .
M. Adam & R. Hamouri (PPU) PS Ch.4 February 7, 2021 22 / 25
5.5 Poisson Distribution and the Poisson Process
Example 5.17
During a laboratory experiment, the average number of radioactive
particles passing through a counter in 1 millisecond is 4. What is the
probability that 6 particles enter the counter in a given millisecond?
Example 5.18
Ten is the average number of oil tankers arriving each day at a certain port.
The facilities at the port can handle at most 15 tankers per day. What is
the probability that on a given day tankers have to be turned away?
Theorem 5.4
Both the mean and the variance of the Poisson distribution p(x; λt) are λt.
Example 5.19
In a certain industrial facility, accidents occur infrequently. It is known
that the probability of an accident on any given day is 0.005 and accidents
are independent of each other.
(a) What is the probability that in any given period of 400 days there will
be an accident on one day?
(b) What is the probability that there are at most three days with an
accident?
Example 5.20
In a manufacturing process where glass products are made, defects or
bubbles occur, occasionally rendering the piece undesirable for marketing.
It is known that, on average, 1 in every 1000 of these items produced has
one or more bubbles. What is the probability that a random sample of
8000 will yield fewer than 7 items possessing bubbles?