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Chapter 1-Sta408
Chapter 1-Sta408
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
Probability Range
Percentage ( % ) : 0 - 100% (inclusive)
Proportion 0 – 1 (inclusive)
Discrete Continuous
Probability Probability
Distribution Distribution
Binomial Normal
Distribution Distribution
Poisson
Distribution
Example of terms used:
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~Bin (10, )
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:
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
Poisson Approximation
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,
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
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.
b) Find the percentage of candidates that scored above 500. (Ans: 41.68%)
Normal Distribution
Determining Values of Mean and Standard Deviation
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 ~