Simulation and Modeling

Simulation of Discrete Probability Distribution

By: Ameer Hamza

 Probability
Distribution?
A probability distribution is a mathematical model that relates the value of the variable with
the probability of occurrence of that value in the population.

There are 2 types of probability Distribution:

1. Continuous Probability Distribution
2. Discrete Probability Distribution.
 Discrete
distributions
• When the parameter being measured can only take on certain values, such as
the
integers 0, 1 etc. the probability distribution is called a discrete distribution.

• e.g.defects in printed circuit boards would be a discrete distribution

Continuous
distributions
• When the variable being measured is expressed on continuous scale, its
a
probability distribution is called a continuous
distribution.
• e.g. The probability distribution of metal layer thickness is continuous.
 Some Important
Terms
• Mean- The Mean of a probability distribution is a
measure of the central tendency in the
distribution, or its location.

• Variance- The scatter, spread, or variability in a

distribution is expressed by the variance.

• Standard Deviation- The standard deviation is

a measure of spread or scatter in the
population expressed in the original terms.
 Types Of Discrete Distribution

• Binomial Distribution- Lets consider a process of ‘n’ independent

trials.

• When the outcome of each trial is either a “success” or a “failure,” the trials are
called Bernoulli trials.

• If the probability of “success” on any trial—say, p—is constant, then the

number of
“successes” x in n Bernoulli trials has the binomial distribution.
Properties of Binomial Distribution

1. Each experiment unit result in an outcome that may be classified as a success or a

failure.

2. The random variable X counts the number of successes or failure in n trials.

3. The prob. of single experimental unit of success denoted by p remains same (constant)
from trial to trial.

4. The outcome for any one experimental unit is independent of the outcome of another
experimental unit (draws are independent).

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 Binomial Probability Distribution

▶ If the probability of each outcome remains the same throughout the trail then such trials are
called a Bernoulli trials and the experiment having n Bernoulli trials is called a binomial
experiment.

▶ 𝑃 𝑋=𝑥 = 𝑛𝑐 𝑝 𝑥 𝑞 𝑛−𝑥 𝑥 = 0, 1, 2, 3
𝑥
… 𝑛

𝑥 = 𝑠𝑢𝑐𝑐𝑒𝑠𝑠𝑖𝑣𝑒 𝑡𝑒𝑟𝑚𝑠
𝑝 = 𝑝𝑟𝑜𝑏𝑎𝑏𝑖𝑙𝑖𝑡𝑦 𝑜𝑓 𝑠𝑢𝑐𝑐𝑒𝑠𝑠
𝑞 = 𝑝𝑟𝑜𝑏𝑎𝑏𝑖𝑙𝑖𝑡𝑦 𝑜𝑓 𝑓𝑎𝑖𝑙𝑢𝑟𝑒
𝑛 = 𝑛𝑜. 𝑜𝑓 𝑡𝑟𝑖𝑎𝑙𝑠
Application:
Example 1
If 60% of the voters in large district prefer candidate A, what is the probability that in a
sample of 12 voters exactly 7 will prefer A ?

Solution:
𝑝 = 60% = 0.6
𝑞 = 1 – 𝑝 = 1 − 0.6 = 0.4
𝑛 = 12
𝑋= 7
𝑷 𝑿 = 𝒙 = 𝒏𝒄 𝒑𝒙𝒒𝒏−𝒙
𝒙

𝑃(𝑋 = 7) = 12𝑐7 (0.6)7(0.4)5

= (732)(0.028)(0.010)
= 0.222
Example 2
A fair coin is tossed 5 times. Find the probabilities of obtaining various numbers of heads.
Solution:
𝑝(ℎ𝑒𝑎𝑑𝑠) = 0.5
𝑞 = 0.5
𝑃 𝑋=𝑥 = 𝑛𝑐 𝑝 𝑥 𝑞 𝑛−𝑥
𝑥

x 𝑃 𝑋=𝑥 = 𝑛𝑐𝑥 𝑝 𝑥 𝑞 𝑛 − 𝑥
0 5 𝑐0 (0.5)0(0.5)5 = 0.031
1 5 𝑐1 (0.5)1(0.5)4 = 0.156
2 5 𝑐2 (0.5)2(0.5)3 = 0.312
3 5 𝑐3 (0.5)3(0.5)2 = 0.312
4 5 𝑐4 (0.5)4(0.5)1 = 0.156
5 5 𝑐5 (0.5)5(0.5)0 = 0.031
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 Find the binomial distribution of getting a six in three tosses of an unbiased
dice.

 Find the probability distribution of the number of doublets in four throws of

a pair of dice.

 Find the probability of getting at least 5 times head-on tossing an unbiased

coin for 6 times by using the binomial distribution.

 On average, every one out of 10 telephones is found busy. Six telephone

numbers are selected at random. Find the probability that four of them will
be busy
Mean and Variance of the Binomial distribution

 Mean (𝜇) = 𝑛𝑝

 Variance (𝛿 2 ) = 𝑛𝑝𝑞

 Standard deviation (𝛿) = 𝑛𝑝𝑞

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Example 3
A bank issues credit cards to customers under the scheme of Master card. Based on the past
data the bank has found out that 60 % of all accounts pay on time following the bill. If a
sample of 7 accounts is selected at random from the current database, Calculate the mean
and variance of accounts paying on time.

Solution:
𝑝 = 60% = 0.6
𝑞 = 1 − 𝑝 = 0.4
𝑛=7
𝝁 = 𝒏𝒑
= 7 0.6 = 4.2
𝜹𝟐 = 𝒏𝒑𝒒
=7
0.6
= 1.68
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0.4
Example 4
In a binomial distribution , the mean and the standard deviation were found to be 36 and
4.8 respectively. Find p and n.
Solution:
𝜇 = 36
𝛿 = 4.8
𝜇 = 𝑛𝑝
36 = 𝑛𝑝 → 𝑒𝑞. 1
𝛿2 = → 𝑒𝑞. 2
𝑛𝑝𝑞 =
𝑛𝑝𝑞 23.04
23.04
=
𝑛𝑝 36

𝑞 = 0.64
𝑝 = 1 − 𝑞 = 0.36
𝜇 = 𝑛𝑝
𝑛 = 𝜇𝑝 14

𝑛 = 100
Example 5

 Is it possible to have a binomial distribution with mean is 5 and S.D is 3?

 From the shop of a manufacturing company, the quality control

department selected a sample of 15 items. According to the requirement,
if 3 or more of the items in the sample are found to be defective, the
entire production lot will be rejected and then the lot will go for 100%
inspection. From the past data it is known that the probability of an item
being defective is 0.04.
Calculate mean and stander deviation and variance?

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
Consider a factory that produces light bulbs. The quality control team has determined
that, on average, 10% of the light bulbs produced are defective. A random sample of 8
light bulbs is selected for inspection. What is the probability that exactly 2 light bulbs
in the sample are defective?

 You work for a smartphone manufacturing company, and your team is responsible for
quality testing. On average, 8% of the smartphones produced by your company have
minor defects. To ensure quality control, you randomly select a sample of 12
smartphones from each production batch for inspection.

 What is the probability that at least 2 smartphones in the sample have minor defects?
 What is the probability that at most 4 smartphones in the sample have minor defects?
Binomial Probability Distribution
 Binomial Probability is Discrete probability distribution having two parameter
“p” and “n”.

 This distribution lies on these parameters

 P(2<x<4) = P(x=3) Exclusive (Discrete dist.)

 P(2≤ 𝑥 ≤ 4) = P(x=2) + P(x=3) + P(x=4) Inclusive (continuous dist.)

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Example 6
The quality control department of a manufacturing tested the most recent batch of 1000 catalytic
converters produced and found 50 of them defective. Subsequently, an employee unwittingly mixed the
defective converters in with the non-defective ones. If a sample of three converters is randomly selected
from the mixed batch, what is the probability is distribution of the number of defective converters in the
sample?
Solution:
𝑁 = 1000
𝑛=3
50
𝑝=
1000

𝑞 = 0.95

𝑋 𝑃 𝑋=𝑥
0 𝑃 𝑋=0
1 𝑃 𝑋=1
2 𝑃 𝑋=2
3 𝑃 𝑋=3
= 𝑛𝑐𝑥 𝑝 𝑥 𝑞 𝑛 − 𝑥
= 3𝑐0 0.05 0(0.95)3
= 3𝑐1 0.05 1(0.95)2
= 3𝑐2 0.05 2(0.95)1
= 3𝑐3 0.05 3(0.95)0 17
 Example 7
A student majoring is accounting at Griffth University is trying to decide on the number of firms
to which she should apply. Given her work experience, academic results and extracurricular
activities, she has been told by a placement counselor that she can expect to receive a job offer
from 80% of the firms to which she applies. Wanting to save time, the student applied to five
firms only. Assuming the counselor’s estimate is correct, find the probability that the student
receives

a) No offers
b) At most two offers
c) between two and four offers (inclusive)
d) Five offers
e) At most three offers

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Solution

a) No offers
𝑃 𝑋=0 = 0.00032
b) At most two offers
𝑃 X≤2 = 0.00032 + 0.0064 + 0.0512 =
0.05792
c) between two and four offers (inclusive)
𝑃 2≤X≤4 = 0.6656
d) Five offers
𝑃 𝑋=5 = 0.32768
e) At most three offers
𝑃 X≤3 = 0.26272

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Practice Question

Example 8
The probability of death with certain disease is 40% five such patients are admitted in the
hospital. What is the probability that exactly 3 of them die.

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Practice Question

Example 9
The incidence of occupational disease in an industry is such that the workmen have a 20%
chance of suffering from it. What is the probability? That out of 6 workmen
a) not more than 2, and
b) 4 or more will catch the disease.

Example 10
A random variable is binomially distributed with mean 12.38 and variance 8.64 find n and
p.

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Thank
you!

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