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CHAPTER 1

PROBABILITY DISTRIBUTION
Overview
 Introduction

 Probability Distributions
 Binomial Distribution
 Poisson Distribution
 Poisson Approximation
 Normal Distribution

 Summary
RANDOM VARIABLE

DEFINITION
 A random variable is a random variable whose values are determined by chance.
NOTATION
 The name of the r. v. will be denoted by uppercase letters, such as X or Y.
 The observed value of the r.v. will be denoted by lowercase letters, such as x or y.

TYPES OF RANDOM
VARIABLE

DISCRETE RANDOM CONTINUOUS RANDOM


VARIABLE VARIABLE
TYPES OF RANDOM VARIABLE

DISCRETE RANDOM VARIABLE CONTINUOUS RANDOM VARIABLE

A quantitative r.v. that can A quantitative r.v. that can assume


assume a countable number of an uncountable number of values
values (whole number) (values in the range)

Ex: Toss a coin, Ex: Time, height,


throw a dice weight, distance
Probability Distribution
Probability  The chance that a particular event (series of events) will occur.
 The chance of an event occurring when the experiment is repeated
under identical condition.

  Probability Range
Percentage ( % ) : 0 - 100% (inclusive)

Proportion 0 – 1 (inclusive)

Basic Probability Rules


a) The probability of any event is a number (either a fraction or decimal
between and including 0 and 1. This is denoted by 0 ≤ P(X) ≤ 1.
b) The sum of the probabilities of all outcomes in sample space is 1. ΣP(X) = 1
c) If an event cannot occur (the event contains no members in the sample
space), its probability is 0.
d) If an event is certain, then the probability is 1.
Probability Distribution
Probability  The probabilities of all possible values of the random
Distribution variables.

 For a discrete random variable, it’s probability distribution


provide a list of all the possible values and its associated
probability. The probabilities are determined by theoretically
or by observation.

 Each probability distribution is defined by certain


parameters. The common summary measures :
i. Mean (
ii. Variance
iii. Standard Deviation (
Types of Probability Distributions
PROBABILITY
DISTRIBUTION

Discrete Continuous
Probability Probability
Distribution Distribution

Binomial Normal
Distribution Distribution

Poisson
Distribution
Example of terms used:

• Not less than / At least (≥)


• Not more than / At most (≤)
• More than / greater than / exceeds (>)
• Less than / smaller than (<)
PLEASE UNDERSTAND
THIS TERM
Binomial Distribution
Notation
X Bin (n, p)

Formula
P (X ) = , x = 0,1, ….., n
Binomial
Distribution where
x the number of successes
n number of trials
p the probability of success on an individual trial
q the probability of failure on an individual trial (q = 1 p)
the number of combinations of n objects, taken x at a time

Mean,
Variance,
Standard Deviation,
Binomial Distribution
Example
  1.1: A survey found that one out of five Americans says he or she has
visited a doctor in any given month. If 10 people are selected at random, find
the probability that exactly 3 will have visited a doctor last month.
Solution:

 X = number of Americans who has visited a doctor last month

X~Bin (10, )

P(X = 3) = 10C3 (0.2)3 (0.8)10-3


= 0.201

*Take note: To be safe, take 4 decimals places of the answer.


Binomial Distribution
Example 1.2:
Eggs are packed in boxes of 12. The probability that each egg is broken is 0.35
Find the probability in a random box of eggs,
i) there are 4 broken eggs

ii) there are less than 3 broken eggs.

iii) there are more than 4 broken eggs.


Binomial Distribution
Example 1.3:
An integrated circuit manufacturer produces wafers that contain 20 chips.
Each chip has a probability of 0.085 of not being placed correctly on the
wafer.
a) Find the probability that a wafer contains at least three incorrectly place
chips. (Ans: 0.2390)
b) What is the probability that a wafer contains no more than one
incorrectly place chips on a wafer? (Ans: 0.4836)
c) What is the expected number of incorrectly placed chips on a wafer?
(Ans : 1.7)
Binomial Distribution
Example 1.4: A recent study found that 80% of all people over 60 years of age wear glasses.
If a random sample of 10 people over 60 years of age is selected, find these probabilities

a) Exactly 4 people will wear glasses

b) At most 2 people do not wear glasses

c) At least 2 people do not wear glasses

d) Determine how many people need to be taken as respondent if the probability that
none of people do not wear glasses is 0.0169.
Poisson Distribution
  A Poisson random variable represents the number of occurrence of a specific
event in a given time or space (volume, area, length).
 Each experiment has only two outcomes; successes / failures.
 The average number of successes (that occurs in a specified time/space is
known.
Notation
X Poi ()

Formula
P (X ) = , x = 0,1, …..,
where
Poisson x the actual number of successes
Distribution the average number of successes in a specified time or space

e = 2.7183

Mean,
Variance,
Standard Deviation,
Example: Suppose you consider 10 minute periods and record the number
of times the operator receives phone calls. The average number of calls
received is 3 calls. This is a Poisson experiment because:

 The experiment resulted in outcomes that can be considered as


successes or failures. Success when calls are received and failure when
calls are not received
 The average number of phone calls received (success) in a 10 minute
period is known (3 calls).
 The probability of receiving calls (success) is proportional to the time
period.
 The probability of receiving calls when the time period is very small is
close to zero.
Poisson Distribution
 Example 1.5: If there are 200 typographical errors randomly distributed in
a 500-page manuscript, find the probability that a given page contains
exactly 3 errors.
 
Solution:

X = number of typographical errors in a given page

= = 0.4 per page

P(X = 3) =

= 0.0072
Poisson Distribution
Example 1.6: The number of industrial injuries per working week in a particular
factory is known to follow a Poisson distribution with mean 0.5. Find the
probability that
a) Less than 2 accidents
b) More than 1 accidents
c) In a three week period there will be no accidents.
 
Solution:
Poisson Distribution
Example 1.7:
The number of cracks in a ceramic tile has a Poisson distribution with mean
2.4. What is the probability that a ceramic tile has no crack?
Poisson Distribution
Example 1.8:
The average number of customers arriving at a restaurant during the lunch
hour is four in five-minute period. Find the probability that there will be

a) Two customers arriving in a five minute period


b) Two or three customers arriving in a five minute period
c) Seven customers arriving in a ten-minute period
d) One customer arriving in 2.5 minute period
Poisson Distribution
Example 1.9:
The average number of cars sold by a company is 2 cars per day.
a) What is the probability that 3 cars will be sold on Monday? (Ans: 0.180)
b) What is the probability that at least 3 cars will be sold on Monday? (Ans:
0.3233)
c) What is the probability that 6 cars will be sold on Monday and Tuesday?
(Ans: 0.104)
Poisson Distribution
Example 1.10:
The average number of customers arriving at a restaurant during the lunch
hour is four in five-minute period. Find the probability that there will be
a) more than eight customers arriving in a fifteen minute period. Ans :
0.8450
b) from 20 to 30 customers arriving in half-an-hour period. Ans: 0.7239
c) at most 15 customers arriving in a ten-minute period. Ans : 0.9918
Poisson Approximation
  Poisson distribution can be used to approximate binomial distribution.
 The Binomial distribution X Bin (n,p) can be approximated using a Poisson
distribution with the mean = np.
 The approximation gets better as n gets larger and p gets smaller.

 Conditions that need to be consider:

Poisson Approximation

When n is large (n 50)

is small
where,
0.1
Poisson Approximation
 
•Example 1.11:
X is a random variable with XIf the mean of X is 6, find
a) The value of n and q
b)Var(X)
c) P(35<X≤40) if n=150 by using an appropriate approximation technique
Poisson Approximation
Example 1.12:
A shipment of computer keyboards is inspected for defects before being
accepted. The probability that a computer keyboard is defective is 0.04. If one
crate contains100 computer keyboards are inspected,

a) How many computer keyboards in a crate would you expect to be


defective? (Ans : 4)
b) Approximate the probability that from 5 to 10 computer keyboards in a
crate are defective. (Ans: 0.3684)
Poisson Approximation
Example 1.13: A large lot of items is known to contain 4% defective items. If a
sample of 100 is randomly drawn from the lot, use the Poisson approximation to
find the probability it will contain
a) no defective
b) more than 5 defectives.
 
Solution:
Poisson Approximation
Example 1.14: A shipment of computer keyboards is inspected for defects before
being accepted. The probability that a computer keyboard is defective is 0.04. If 50
keyboards are inspected,
a) What is the probability at least than 7 computer keyboards are defective? (Ans:
0.0045)
b) What is the probability that at most 7 computer keyboards are defective? (Ans:
0.9989)
c) Use the table to find the probability that 7 computer keyboards are defective.
(Ans: 0.0034)
Normal Distribution
  A continuous random variable X having a bell-shaped curve distribution is called
normal distribution random variable.
 The parameters of the normal distribution are its mean, and standard deviation, .
 If the random variable X has a normal distribution with parameters and , we write
X N(, ).
 Total area under the curve is equal to 1. Area = 1

Mean
Normal Distribution
Notation
X N (, )

Formula
Normal Distribution Z=

Mean,
Variance,
Standard Deviation,
29

Normal Distribution
Example 1.15:
Use the tables to find the probabilities:
a) P(Z > 0) =
b) P(Z > 1.52) = Ans: 0.0643
c) P(Z < 1.52) = Ans: 0.9357
d) P(Z < - 1.52) = Ans: 0.0643
e) P(Z > -1.52) = Ans: 0.9357
f) P(1.52 < Z < 2.0) = Ans: 0.04155
g) P(-2 < Z < -0.5) = Ans: 0.28575
h) P (-1 < Z < 2) = Ans: 0.81855
Normal Distribution
Example 1.16:
Find the following probabilities:

 
a) P(Z > 0.4)
b) P(Z < - 0.4)
c) P(Z > -0.4)
d) P(-0.4 < Z < 1)
e) P(1< Z < 2)
f) P (< 2)
31

Normal Distribution
Example 1.17: Each month, an American household generates an average of 28
pounds of newspaper garbage or recycling. Assume the standard deviation is 2
pounds. If a household is selected at random, find the probability of its generating
a) Between 27 and 31 pounds per month of newspaper garbage

b) More than 30.2 pounds per month of newspaper garbage


Normal Distribution
 Example 1.18: A random variable X has a normal distribution that has mean of 68
and standard deviation of 4. Find the following probabilities:

a) P(X (Ans: 0.2266)

b) P(X (Ans: 0.3085)


Normal Distribution
 Determining Values of Mean and Standard Deviation

Example 1.19: A local report stated that the mean score on a placement test was 480
and that 20% of the candidates scored below 400. Assume that the scores follow a
normal distribution.

a) Find the standard deviation of the scores. (Ans: 95.06)

b) Find the percentage of candidates that scored above 500. (Ans: 41.68%)
Normal Distribution
 Determining Values of Mean and Standard Deviation

Example 1.20: The life of a semiconductor laser is normally distributed with


mean 7000 hours and standard deviation 600 hours. What is the life in hours
that 95% of these lasers exceed? (Ans: 6013.06)
Summary
Probability Distributions

Binomial Distribution Poisson Distribution Normal Distribution

Characteristic Consists of n repeated Each experiment has A normal random variable is a continuous
trials. only two outcomes; random variable that follows a normal
Each trial has only two successes / failures. distribution.
outcomes; success & failure. The average number The distribution of a normal random
Probability of success of successes ( that variable is symmetrical, bell shaped curve
denoted as p while occurs in a specified distribution.
probability of failure as q time/space is known. Total area under the curve is equal to 1.
(q = 1 p). Standard normal distribution =
Z N (, )
Notation X Bin (n, p) X Po () X N (, )
Notation
Formula P (X ) = P (X ) =
Formula (x = 0,1, ….., ) Z=
(x = 0,1, ….., n)
Mean
Mean
Variance
Standard
Variance
Deviation
Standard
Deviation
End of Chapter 1
~ Probability Distribution ~

Thank You for the Attention


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