Probability Distributions

126
 Outline
127

 Probability distribution
 Uniform distribution
 Binomial distribution
 Hypergeometric distribution
 Geometric distribution
 Poisson distribution
 The mean of a probability distribution
 Standard deviation of a probability distribution
 Probability distributions
128

Statistical Experiments any process by which measurements are obtained.

A quantitative variable, x is a random variable if its value is determined by

the outcome of a random experiment.

By probability distribution, we mean a correspondence that assigns

probabilities to the values of a random variable.

For a discrete random variable, the probability for each outcome x to occur is
denoted by f(x), known as probability distribution if it satisfy
0 f(x) 1
f(x)=1
 Uniform distribution
129

A random variable X has a discrete uniform distribution if each of the

n values in its range, say x1, x2, x3,…xn, has equal probability
f (xi)=1/n

For example Roll a die, X= Dot appear on upper face of die

x 1 2 3 4 5 6

f(x) 1/6 1/6 1/6 1/6 1/6 1/6

 Example
130

Toss a coin twice. X=# of heads

x f(x)
0
1
2
¼
½
1/4
Toss a coin ten time. X=# of heads
?
Pick up 2 cards from a deck of cards. X=# of aces

x f(x) ?
 Example
131

Check whether the correspondence given by

x3
f (x)  , fo r x = 1 , 2 , an d 3
15
can serve as the probability distribution of some random
variable.

Substituting x=1, 2, and 3 into f(x)

4 5 6
They are all between 0 and 1. The sum is   1
15 15 15
So it can serve as the probability distribution of some random variable.
 Exercise
132

Verify that for the number of heads obtained in four flips of a balanced
coin the probability distribution is given by
4
x
f ( x )    , for x= 0 , 1 , 2 , 3 , a n d 4
16

In many applied problems, we are interested in the probability that an event will occur x times out of n.
Roll a die 3 times. X=# of sixes
133
S=a six, N=not a six
No six: (x=0) NNN  (5/6)(5/6)(5/6)

One six: (x=1)

NNS  (5/6)(5/6)(1/6)
NSN  same
SNN  same
Two sixes: (x=2)
NSS  (5/6)(1/6)(1/6)
SNS  same
SSN  same
Three sixes: (x=3)
SSS (1/6)(1/6)(1/6)
Binomial distribution
134

x f(x)
0 (5/6)3
1 3 (1/6) (5/6)2
2 3 (1/6)2 (5/6)
3 (1/6)3

x 3 x
3  1   5 
f ( x )       
x  6   6 
Toss a die 5 times. X=# of six. Find P(X=2)
S=six N=not a six 135

SSNNN 1/6*1/6*5/6*5/6*5/6=(1/6)2(5/6)3
SNSNN 1/6*5/6*1/6*5/6*5/6=(1/6)2(5/6)3
SNNSN 1/6*5/6*5/6*1/6*5/6=(1/6)2(5/6)3
SNNNS 10 ways to choose 2 of 5 places for S.
NSSNN etc. 5
__ __ __ __ __
5! 5! 5 * 4 * 3!
NSNSN  2   2 !(5  2 )!  2 ! 3 !  2 * 1 * 3!  1 0
 
NSNNS
2 3
NNSSN 1  5
P ( x  2)  10 *    
NNSNS 6  6 
NNNSS [1-P(S)]5 - # of S
[P(S)]# of S
n independent trials; p probability of a success; x=# of successes

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A trial with only two possible outcomes is used so frequently as a building block of a random experiment
that it is called a Bernoulli trial.
A random experiment consists of n Bernoulli trials such that
1) There are a fixed number of trials. This is denoted by n.
2) The n trials are independent and repeated under identical conditions.
3) Each trial results in only two possible outcomes, labeled as “success’’ and “failure’’
4) The probability of a success in each trial, denoted as p, remains constant

The random variable X has a binomial random variable with parameters n and p The probability
function of X is
 n 
  w ays to c h o o s e x p la c e s fo r s , px (1-p)n-x
 x 
 n 
f (x)    p
x
(1  p ) n  x
 x 
 Roll a die 20 times. X=# of 6’s, n=20, p=1/6
137

x 20 x
 20   1   5 
f (x)    6   6 
 x    
4 16
 20   1   5 
p(x  4)      
 4  6   6 

 Flip a fair coin 10 times. X=# of heads

x 10  x 10
 10  1   1   10  1 
f ( x )            
 x  2   2   x  2 
 Geometric distribution
138

Rather than repeat a fixed number of trials, we repeat the experiment

until the first success.
Let the random variable X denote the number of trials until the first
success.
Then X is a geometric random variable with parameter p and probability
function is
x 1
f ( x )  (1  P ) P x  1, 2, 3,...
 Hypergeometric distribution
139

 If we sample with replacement and the trials are all independent, the
binomial distribution applies.

 If we sample without replacement, a different probability distribution

applies. ( )
Hypergeometric distribution
 Example
140

Pick up n balls from a box without replacement. The box contains a

white balls and b black balls

X=# of white balls picked

n picked
a successes X= # of successes

b non-successes
 In the box: a successes,
141
b non-successes
The probability of getting x successes (white balls):
# o f w a y s to p ic k n b a lls w ith x s u c c e s s e s
p( x) 
to ta l # o f w a y s to p ic k n b a lls
# o f w a y s to p ic k x s u c c e s s e s
= (# o f w a y s to c h o o s e x s u c c e s s ie s )*(# o f w a y s to c h o o s e n -x n o n -s u c c e s s e s )
a  b 
=   
 xn  x
A sample of size n objects is selected randomly (without replacement) from the a+b objects .
Let the random variable X denote the number of successes in the sample. Then X is a hypergeometric random
variable and probability function is defined as
 a   b 
 x   n  x 
f ( x )      , x  0 ,1, 2 , ..., a
 a  b 
 n 
 
 Example
142

 52 cards. Pick n=5.

X=# of aces,
then a=4, b=48

 4   48 
   
P ( X  2 )   2  3 
 52 
 
 5 
 Example
143

 A box has 100 batteries.

a=98 good ones
b= 2 bad ones
n=10
X=# of good ones

 98   2 
   
P ( X  8 )   8   2 
 100 
 
 10 
 Poisson distribution
144
 This distribution is used to model the number of “rare” events that occur in a time
interval, volume, area, length, etc…
Example: Number of deaths from horse kicks in the Army in different years

Given an interval of real numbers, assume counts occur at random throughout the
interval.
If the interval can be partitioned into subintervals of small enough length such that
The number of successes in a fixed subinterval, follows a Poisson process provided the
following conditions are met
1. The probability of two or more successes in any sufficiently small subinterval is 0.
2. The probability of success is the same for any two subintervals of equal length.
3. The number of successes in any subinterval is independent of the number of
successes in any other subinterval provided the subintervals are not overlapping.
 Poisson distribution
145

The random variable X that equals the number of counts in the interval is a Poisson
random variable with parameter λ , and the probability function of X is

 xe
f ( x)  , x = 0 , 1 , 2 , ...
x!

When there is a large number of trials, but a small probability of success, binomial
calculation becomes impractical
 Limiting case of Binomial dist
146

 Radioactive decay
x=# of particles/min 3 2
λ=2 particles per minutes P ( x  3 )  2 e
, x = 0 , 1 , 2 , ...
3!
 Example
147

 Radioactive decay
 X=# of particles/hour
 λ =2 particles/min * 60min/hour=120 particles/hr

1 2 0125 e 120
P ( x  125)  , x = 0 , 1 , 2 , ...
125!
 The Poisson Distribution
Emission of -particles
No. - Observed
148 particles
0 57
 In 1910, Ernest Rutherford and Hans Geiger recorded the 1 203
2 383
number of -particles emitted from a polonium source in 3 525
4 532
successive intervals of one-eighth of a minute. 5 408
6 273
The results are reported in a table. 7 139
8 45
Does a Poisson probability function accurately describe
9 27
the number of -particles emitted? 10 10
11 4
 Source: Rutherford, Sir Ernest; Chadwick, James; and Ellis, C.D..
12 0
Radiations from Radioactive Substances. London, Cambridge University Press, 1951, p. 172.
13 1
14 1
Over 14 0
Total 2608
 No. - Observe Expected
149 particles d
0 57 54
 Calculation of λ : 1 203 210
2 383 407
3 525 525
4 532 508
λ = No. of particles per interval 5 408 394
= 10097/2608 6 273 254
7 139 140
= 3.87 8 45 68
9 27 29
10 10 11
 Expected values 11 4 4
-3.87(3.87)x 12 0 1
=2608  e 13 1 1
x! 14 1 1
Over 14 0 0
Total 2608 2680
 The mean of a probability distribution
150

 X=# of 6’s in 3 tosses of a die

x f(x)
0 (5/6)3
1 3 (1/6) (5/6)2
2 3 (1/6)2 (5/6)
3 (1/6)3

Expected long run average of X?

 151

 The average or mean value of x in the long run over repeated

experiments is the weighted average of the possible x values,
weighted by their probabilities of occurrence.

x 3 x
3
3  1   5 
E(X )  X   x  6   6 
x0 x    
3 2 2 3
5  1  5  1 5 1
 0 *    1*3    2 * 3     3*   1/ 2
6   6  6  6 6  6
 In general
152

X=# showing on a die

m ean:  x  E ( x )   xf ( x )
1 1 1 1 1 1
E ( x )  1    2    3    4    5    6    3 .5
6 6 6 6 6 6
The population is all possible outcomes of the
experiment (tossing
153
a die).

Population mean=3.5
Box of equal number of
1’s 2’s 3’s
4’s 5’s 6’s

E(X)=(1)(1/6)+(2)(1/6)+(3)(1/6)+
(4)(1/6)+(5)(1/6)+(6)(1/6)
=3.5
 X=# of heads in 2 coin tosses
154

Box of 0’s, 1’s and 2’s

with twice as many 1’s as 0’s or 2’s.)

X 0 1 2
P(x) 1/4 ½ 1/4

Population Mean=1
 For probability distribution
155

For example,
• 3 white balls, 2 red balls
• Pick 2 without replacement
X=# of white balls
x P(x)
0 P(RR)=2/5*1/4=2/20=0.1
1 P(RW or WR)=P(RW U
WR)=P(RW)+P(WR)

=2/5*3/4+3/5*2/4=0.6

2 P(WW)=3/5*2/4=6/20=0.3

m=E(X)=(0)(0.1)+(1)(0.6)+(2)(0.3)=1.2

m
 The mean of a probability distribution
156

 Binomial distribution
n= # of trials,
p=probability of success on each trial
X=# of successes

n x
E(x)     x   p (1  p ) n  x  n p
x
 157

 Toss a die n=60 times, X=# of 6’s

known that p=1/6
µ=µX =E(X)=np=(60)(1/6)=10

We expect to get 10 6’s.

 Hypergeometric Distribution
158

a – successes
b – non-successes
pick n balls without replacement
X=# of successes

 a  b   a  b 
E (x)     x  
x n  x   n 
    
a
  n 
a  b
 Example
159

 50 balls
 20 red
 30 blue
 N=10 chosen without replacement
 X=# of red
20
E (x)    10 * ( )  1 0 * 0 .4  4
50
 Since 40% of the balls in our box are red, we expect on average
40% of the chosen balls to be red. 40% of 10=4.
Standard Deviation of a Probability Distribution
160

 Variance:
σ2 = weighted average of (X-µ)2 by the probability of each
possible x value =  (x- µ)2f(x)
 Standard deviation:

   ( x   )2 f ( x)
 Example
161

 Toss a coin n=2 times. X=# of heads

µ=np=(2)(½)=1
x (x-µ)2 f(x) (x-m)2f(x)
0 1 ¼ ¼
1 0 ½ 0
2 1 ¼ ¼
________________________
½ = σ2
σ=0.707
 Variance for Binomial distribution
162

 σ2=np(1-p)
where n is # of trials and p is probability of a success.
 From the previous example, n=2, p=0.5
Then
σ2=np(1-p)=2*0.5*(1-0.5)=0.5
 Variance for Hypergeometric distributions
163

 Hypergeometric:

2 a b a bn
  n  
a  b a  b a  b 1
 n p (1  p )  fin ite p o p u la tio n c o rre c tio n fa c to r
 Alternative
164
formula
 σ2=∑x2f(x)–µ2

Example: X binomial n=2, p=0.5

x 0 1 2
f(x) 0.25 0.50 0.25
Get σ2 from one of the 3 methods
1. Definition for variance
2. Formula for binomial distribution
3. Alternative formula