Discrete probability distributions

Bernoulli r.v./distribution
Binomial r.v./distribution
Poisson r.v./distribution
Relationship between the Poisson and Binomial
distribution

Bernoulli r.v. /distribution

A variable X such that X=1 with probability p
and X=0 with probability 1-p is called a
Bernoulli random variable. (which can represent
yes or no, true or false, success or failure, etc.)
X=0,1 can represent yes or no, true or false,
success or failure, etc.
p x p x 1 p

Bernoulli probability mass function

p
Expected value
p 1 p

Variance

1 x

Binomial r.v. /distribution

A random experiment consists of n trials such that
The n trials are independent
Each trial can result in one of only two possible outcomes,
labeled as success or failure (Bernoulli trials).
The probability of success, p, is constant from trial to trial.
The random variable X that equals the number of trials
that result in a success has a Binomial distribution with
parameters 0 < p < 1 and
n = 1,2,. The
probability mass function of X is
n x
P( X x n, p ) p (1 p ) n x
x 0,1,....., n

x
EXAMPLE: An optical inspection system is to distinguish
among different part types. The probability of a correct
classification of any part is 0.98. Suppose that three parts are
inspected and the classifications are independent. Let the
random variable X denote the number of parts that are

Binomial r.v. /distribution

Examples of Binomial random experiments and
random variables:
1. Flip a coin 10 times. Let X
obtained.

number of heads

2. A multiple choice test contains 10 questions, each

with four choices, and you guess at each question.
Let X = the number of questions answered correctly.
3. Each sample of air has a 10% chance of
containing a particular rare molecule. Let X = the
number of air samples that contain the rare
molecule in the next 18 samples analyzed.
4.

Of

all

bits

transmitted

through

digital

Binomial r.v. /distribution

Expected value and variance

E X np

V X np (1 p )

EXAMPLE 1: Heart failure is due to either natural occurrences

(87%) or outside factors (13%). Outside factors are related to
induced substances or foreign objects. Natural occurrences
are caused by arterial blockage, disease, and infection.
Suppose that 20 patients will visit an emergency room with
heart failure.
a) What is the probability that three individuals have
conditions caused by outside factors?
b) What is the probability that 3 or more individuals have
conditions caused by outside factors?
c) What is the mean and the standard deviation of
individuals with conditions caused by outside factors?

Poisson r.v. /distribution

One way to think about the Poisson distribution is as an
approximation of the binomial distribution when n is large
and p is small
EXAMPLE
A mass contains 10000 atoms of a radioactive substance.
The probability that a given atom will decay in a one minute
period is 0.0002. Let X represent the number of atoms that
decay in one minute.
a) What is the expected number of atoms that decay in one
minute?
b) What is the probability that exactly 3 atoms decay?
Another mass contains 5000 atoms, and each of these atoms
has probability 0.0004 of decaying in a one minute time
interval

Poisson r.v. /distribution

If X ~ Poisson(), then
X is a discrete r.v. whose possible values are
non-negative integers
The parameter is a positive constant
The probability mass function of X is

p( x) P ( X x)

x
x!

, if x>=0
, otherwise

The Poisson probability mass function is very

close to the binomial probability mass function
when n is large and p is small, and =np

Poisson r.v. /distribution

EXAMPLE
A mass contains 10000 atoms of a radioactive substance.
The probability that a given atom will decay in a one minute
period is 0.0002. Let X represent the number of atoms that
decay in one minute. Assuming that X follows a Poisson
distribution, answer the following questions
a) What is the probability that exactly 3 atoms decay?

Poisson r.v. /distribution

Mean and variance

E X

VX

EXAMPLES
1. Particles (e.g., yeast cells) are suspended in a liquid
medium at a concentration of 10 particles per mL. A
large volume of the suspension is thoroughly agitated,
and the 1 mL is withdrawn. What is the probability that
exactly eight particles are withdrawn?
2. Particles are suspended in a liquid medium at a
concentration of 6 particles per mL. A large volume of
suspension is agitated, and then 3 mL are withdrawn.
What is the probability that exactly 15 particles are
withdrawn?

Poisson r.v. /distribution

EXAMPLES
1. Assume that the number of hits on a certain
website during a fixed time interval follows a
Poisson distribution. Assume that the mean
rate of hits is 5 per minute.
a) Find the probability that there will be exactly
17 hits in the next three minutes.
b) Find the probability that there will be 2 hits or
less in the next three minutes.
c) Find the probability that there will be more
than 2 hits in the next three minutes.

Poisson r.v. /distribution

Type of situations
distribution:

you

can

model with

Poisson

1) Contamination particles in a water tank

Random variable X: Number of particles in a liter
2) Flaws in rolls of textiles
Random variable X: Number of flaws in a meter
3) Calls to a telephone exchange
Random variable X: Number of phone calls per
hour
4) Power outages
Random variable X: Number of outages per hour
5) Atomic particles emitted from an specimen

Poisson r.v. /distribution

EXERCISE
Consider the following experiment:
A worn machine tool produces defective parts.
X: Number of defective parts in the next 25
parts produced.
a) What type of distribution can X follow? Why?
Consider now the following experiment:
A worn machine tool produces defective parts:
) X: Number of defective parts in the next 2
hours