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Discrete Probability Distributions
Discrete Probability Distributions
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.
b) F x 1 1 p
x
Let X be the number of spins until the first win (success). So, the probability of
success is p 1/ 37 .
We write
1
X ~ Ge
37
1/5
2/5
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
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?
30!
We want f 10 0.530 0.028
20!10!
2/5
3/5
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
1) E X np
2) Var X np 1 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
3/5
4/5
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
Results:
1) 𝐸(𝑋) = 𝜇
2) 𝑉𝑎𝑟(𝑋) = 𝜇
4/5
5/5
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
Poisson
e x x 1, 2,3,...
X ~ Po x! 0
5/5