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3. Discrete Probability
Distributions
3.1 The Geometric Distribution
A rv X is said to follow the geometric distribution with parameter p if its pdf is

f  x   1  p 
x 1
p , x  1, 2,3,... and 0  p  1 [1]

Characteristics:
a) An experiment is repeated until “success” is achieved.

X is the number of independent trials until 1st success

𝑝 is the probability of success

b) F  x   1  1  p 
x

e.g. Bet on one number on the roulette.

Find the probability of winning on the roulette in

a) The 1st spin


b) The 2nd spin
c) The 10th spin
d) In the first 2 spins

Let X be the number of spins until the first win (success). So, the probability of
success is p  1/ 37 .

We can conclude that X follows the Geometric distribution with parameter


p  1/ 37 .

We write

 1 
X ~ Ge  
 37 

Which means that


x 1 x 1
 1  1  36  1
f  x   1     , x  1, 2,3,...
 37  37  37  37

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0
 36  1 1
a) f 1      0.027
 37  37 37
1
 36  1
b) f  2      0.026
 37  37
9
 36  1
c) f 10      0.021
 37  37
d) f 1  f  2   0.027  0.026  0.053
2
 1 
or F  2   1  1    0.053
 37 

3.2 The Binomial Distribution


A rv X follows the Binomial Distribution with parameters n and p if its pdf is

f  x   Cxn p x 1  p 
n x
, x  0,1, 2,..., n and 0  p  1 [2]

n n!
We write X ~ B  n, p  . Reminder: Ckn    
 k   n  k  !k !

Characteristics
1) An experiment is repeated n times (trials). In each trial there are 2 outcomes: a
success or a failure.
2) Trials are independent, i.e. the outcome of each trial is independent of previous
or future trial outcomes.
3) The probability of success is 𝑝.
4) We count the number of successes 𝑋 from the 𝑛 trials. So 𝑋 = 0,1,2, … 𝑛.

e.g. Toss a coin 30 times. What is the probability that we obtain 10 Heads?

X is the number of heads obtained in 30 tosses.

So X ~ B  30, 0.5  with f  x   Cx30 0.5x 1  0.5 


30  x
 Cx30 0.530

30!
We want f 10   0.530  0.028
20!10!

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e.g. An internet server is protected by a hardware firewall and a software antivirus.


On average 14 trojan attacks manage to bypass the firewall every week. The
probability that the attack is not detected by the antivirus system is 1/10. Find the
probability that the server is infected by a trojan

a) 5 times this week


b) not infected at all this week
c) In how many weeks of the year, will the server be not infected?

Let X be the number of trojan infections every week.


X ~ B 14, 0.1 with f  x   C 14 x
x 0.1 0.9
14  x

14! 5 9
a) f  5  0.1 0.9  0.0078
9!5!
14!
b) f  0   0.100.914  0.914  0.229
14!0!
c) 0.229  52  11.908  12 weeks

Results for X, where X ~ B  n, p  :

1) E X np
2) Var  X   np 1  p 

3.3 Using Table 1 to find Binomial probabilities


The table provides values for p  X  t  given 𝑛 and 𝑝.

e.g.

X ~ B 14, 0.10 
p  X  6   0.9998
p  X  4   p  X  3  0.9559
p  X  2   p  X  2   p  X  1  0.8416  0.5846  0.2570
p  X  4   1  p  X  4   1  0.9908  0.0092
p  X  7   1  p  X  6   0.0002

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3.4 The Poisson Distribution


A rv X follows the Poisson distribution with parameter 𝜇 if its density is

e   x
f  x  , x  0,1, 2,... and   0 [3]
x!

We write X ~ Po    .

Characteristics:
We count the number of times event X occurs within a continuous interval of time or
space. X is also called a Poisson process.

𝜇 is the mean of X , and corresponds to the average number of counts per interval, i.e.
𝜇 is a rate. Since rate can be changed, some confusion may be caused as to the value of
𝜇. To avoid this, we may write

𝜇 = 𝜆𝑠 where 𝜆 is the average number of 𝛸 within one unit of interval, and 𝑠 is the
multiple of the initial interval.

e.g. We find that the average number of cars using a set of traffic lights per day is
100, i.e. 𝜇 = 100 cars/day, then we can translate 𝜇 to a per hour average by choosing
s=24 hours and   100 / 24  4.17

Examples of Poisson processes:

i) Counting the number of people standing in a queue every hour


ii) Counting the number of white blood cells in each drop of blood
iii) Counting the number of goals scored per football match

Results:
1) 𝐸(𝑋) = 𝜇
2) 𝑉𝑎𝑟(𝑋) = 𝜇

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3.5 Using Table 2 to find Poisson probabilities


The table provides values for p  X  t  given 𝜇.

e.g.

X ~ Po  6 
p    7   0.744
p    2   p    1  0.017
p    5   1  p    4   1  0.440  0.560
p    3  1  p    3  1  0.151  0.849
p    8   p    8   p    7   0.847  0.744  0.103

3.6 Summary
Density function
Varianc
Distribution Mean
f  x e

Geometric
x  1, 2,3,... 1 1 p
1  p 
x 1
p
0  p 1 p2
X ~ Ge  p 
p

Binomial n  1, 2,3,...


n x
  p 1  p 
n x
x  1, 2,3,..., n np np 1  p 
X ~ B  n, p   x
0  p 1

Poisson
e   x x  1, 2,3,...
 
X ~ Po    x!  0

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