some discrete probability distributions

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Some Discrete Probability Distributions By: Prof. Gevelyn B. Itao

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Some Discrete Probability Distributions. By: Prof. Gevelyn B. Itao. Probabilit y and Statistics. Discrete Uniform Distribution. If the random variable X assumes the values x 1 , x 2 ,…, x k , with equal probabilities, then the discrete uniform distribution is given by. - PowerPoint PPT Presentation

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Page 1: Some Discrete Probability Distributions

Some Discrete Probability Distributions

By: Prof. Gevelyn B. Itao

Page 2: Some Discrete Probability Distributions

Probability and StatisticsDiscrete Uniform Distribution If the random variable X assumes the values x1, x2,

…,xk, with equal probabilities, then the discrete uniform distribution is given by

Page 3: Some Discrete Probability Distributions

Probability and StatisticsDiscrete Uniform Distribution

Example 5.1: When a light bulb is selected at random from a box that contains a 40-watt bulb, a 60-watt bulb, a 75-watt bulb, and a 100-watt bulb, each element of the sample space

S = {40, 60, 75, 100} occurs with probability 1/4.

Therefore, we have a uniform distribution, with

Page 4: Some Discrete Probability Distributions

Probability and StatisticsDiscrete Uniform Distribution

Example 5.2: When a die is tossed, each element of the sample space S

S = {1,2,3,4,5,6} occurs with probability 1/6.

Therefore, we have a uniform distribution, with

Page 5: Some Discrete Probability Distributions

Probability and StatisticsTheorem 5.1The mean and variance of the discrete uniform distribution

f (x; k) are

Page 6: Some Discrete Probability Distributions

Probability and StatisticsTheorem 5.1Example 5.3: referring to example 5.2, compute the mean and variance:

Page 7: Some Discrete Probability Distributions

Probability and StatisticsBernoulli Process An experiment that consists of repeated trials, each with two

possible outcomes that may be labeled success or failure.

Properties of Bernoulli Process1. The experiment consists of n repeated trials.

2. Each trial results in 2 possible outcomes only that may be classified as a success or failure.

3. The probability of success, denoted by p, remains constant from trial to trial.

4. The repeated trials are independent.

Page 8: Some Discrete Probability Distributions

Probability and StatisticsBinomial random variable The number X of successes in n Bernoulli trials

Binomial distribution The probability distribution of the discrete binomial random

variable. A Bernoulli trial can result in a success with probability p and a

failure probability q = 1 – p. Then the probability distribution of the binomial random variable X, the number of successes in n independent trials, is

Page 9: Some Discrete Probability Distributions

Probability and StatisticsBinomial distributionExample 5.4: The probability that a certain kind of component will survive a given shock test is 3/4. Find the probability that exactly 2 of the next 4 components tested survive.

Page 10: Some Discrete Probability Distributions

Probability and StatisticsBinomial random variable Since p + q = 1

For P (X < r) or P (a X b), the binomial sum is provided in tables

Page 11: Some Discrete Probability Distributions

Probability and StatisticsBinomial random variableExample 5.5: In In a certain city district the need for money to buy drugs is stated as the: reason for 75% of all thefts.Find the probability that among the next 5 theft casesreported in this district,a. exactly 2 resulted from the need for money to buydrugs;b. at most 3 resulted from the need for money to buydrugs.

Page 12: Some Discrete Probability Distributions

Probability and StatisticsBinomial random variableExample 5.6: In testing a certain kind of truck tire over a rugged terrain, it is found that 25% of the trucks fail to complete the test run without a blowout. Of the next 15 trucks tested, find the probability thata. from 3 to 6 have blowouts;b. fewer than 4 have blowouts:c. more than 5 have blowouts.

Page 13: Some Discrete Probability Distributions

Probability and StatisticsBinomial random variableExample 5.7: A nationwide survey of seniors by the University of Michigan reveals that almost 70% disapprove of daily pot smoking, according to a report in Parade.If 12 seniors are selected at random and asked theiropinion, find the probability that the number who disapproveof smoking pot daily is(a) anywhere from 7 to 9:(b) at most 5;(c) not less than 8.

Page 14: Some Discrete Probability Distributions

Probability and StatisticsMultinomial DistributionIf a given trial can result in k outcomes E1, E2,…,Ek with probabilities p1, p2,,…pk, then the probability distribution of the random variables X1, X2, …, Xk, representing the number of occurrences for E1, E2,…,Ek in n independent trials is

with

Page 15: Some Discrete Probability Distributions

Probability and StatisticsMultinomial DistributionExample 5.8: According to a genetics theory, a certain cross of guinea pigs will result in red, black, and white offspring in the ratio 8:4:4. Find the probability that among 8 offspring 5 will be red, 2 black, and 1 white.

Page 16: Some Discrete Probability Distributions

Probability and StatisticsMultinomial DistributionExample 5.9: The probabilities are 0.4, 0.2, 0.3, and 0.1, respectively, that a delegate to a certain convention arrived by air, bus, automobile, or train. What is the probability that among 9 delegates randomly selected at this convention, 3 arrived by air, 3 arrived by bus, 1 arrived by automobile, and 2 arrived by train?.

Page 17: Some Discrete Probability Distributions

Probability and Statistics

Similar to binomial distribution, except that it does not require independence among trials (i.e., it can be done without replacement)

Hypergeometric Distribution

The probability distribution of the hypergeometric random variable X, in which the number of successes in a random sample of size n selected from N items of which k are labeled success and N – k labeled failure is

Page 18: Some Discrete Probability Distributions

Probability and StatisticsHypergeometric DistributionExample 5.10: To avoid detection at customs, a traveler places 6 narcotic tablets in a bottle containing 9 vitamin pills that are similar in appearance. If the customs official selects 3 of the tablets at random for analysis, what is the probability that the traveler will be arrested for illegal possession of narcotics?

Page 19: Some Discrete Probability Distributions

Probability and StatisticsHypergeometric DistributionExample 5.11: A manufacturing company uses an acceptance scheme on production items before they are shipped. The plan is a two-stage one. Boxes of 25 are readied for shipment and a sample of 3 is tested for defectives. If any defectives are found, the entire box is sent back for 100% screening. If no defectives are found, the box is shipped.a. What is the probability that a box containing 3 defectives will

be shipped?b. What is the probability that a box containing only 1 defective

will be sent back for screening?

Page 20: Some Discrete Probability Distributions

Probability and StatisticsHypergeometric DistributionExample 5.12: A large company has an inspection system forthe batches of small compressors purchased from vendors.A batch typically contains 15 compressors. In the inspection system a random sample of 5 is selected and all are tested. Suppose there arc 2 faulty compressors in the batch of 15.(a) What is the probability that for a given samplethere will be I faulty compressor?(b) What is the probability that inspection will discoverboth faulty compressors?

Page 21: Some Discrete Probability Distributions

Probability and StatisticsRelationship between Hypergeometric and Binomial Distribution If n is very small compared to N, hypergeometric distribution

approaches binomial distribution. In other words, binomial distribution is a large population

version of hypergeometric distribution. The quantity k/n plays the role of the binomial parameter, p

Page 22: Some Discrete Probability Distributions

Probability and StatisticsNegative Binomial DistributionBinomial Distribution Number of successes is counted for a fixed number of trials

Negative Binomial Distribution The trials are repeated until a fixed number of successes occur.

Page 23: Some Discrete Probability Distributions

Probability and StatisticsNegative Binomial Distribution If repeated independent trials can result in a success with

probability p and a failure with probability q = 1 – p, then the probability distribution of the random variable X, the number of the trial on which the kth success occurs is

Page 24: Some Discrete Probability Distributions

Probability and StatisticsNegative Binomial DistributionExample 5.13: Suppose the probability is 0.8 that any given person will believe a tale about the transgressions of a famous actress. What is the probability thata. the sixth person to hear this tale is the fourth one to

believe it?b. the third person to hear this tale is the first one to

believe it?

Page 25: Some Discrete Probability Distributions

Probability and StatisticsGeometric DistributionIf repeated independent trials can result in a success with probability p and a failure with probability q = 1 – p, then the probability distribution of the random variable X, the number of the trial on which the first success occurs is,

Page 26: Some Discrete Probability Distributions

Probability and StatisticsGeometric DistributionExample 5.14: The probability that a student pilot passes the written test for a private pilot's license is 0.7. Find the probability that the student will pass the testa. on the third try;b. before the fourth try.

Page 27: Some Discrete Probability Distributions

Probability and StatisticsPoisson Experiments Experiments yielding numerical values of a random variable X,

the number of outcomes occurring during a given time interval or in a specified region

A specified region could be a line segment, an area, a volume, or perhaps a piece of material

Page 28: Some Discrete Probability Distributions

Probability and StatisticsProperties of Poisson Process1. The number of outcomes occurring in one time interval or

specified region is independent of the number that occurs in any other disjoint time interval or region of space. In other words, Poisson process has no memory.

2. The probability that a single outcome will occur during a very short time interval or in a small region is proportional to the length of the time interval or the size of the region and does not depend on the number of outcomes occurring outside this time interval or region.

3. The probability that more than one outcome will occur in such a short time interval or fall in such a small region is negligible.

Page 29: Some Discrete Probability Distributions

Probability and StatisticsPoisson Distribution The probability distribution of the Poisson random variable X,

representing the number of outcomes occurring in a given time interval or specified region denoted by t, is

- the average number of outcomes per unit time or region

Page 30: Some Discrete Probability Distributions

Probability and StatisticsPoisson DistributionExample 5.15: On average a certain intersection results in 3 traffic accidents per month. What is the probability that for any given month at this intersectiona. exactly 5 accidents will occur?b. less than 3 accidents will occur?c. at least 2 accidents will occur?

Page 31: Some Discrete Probability Distributions

Probability and StatisticsPoisson DistributionExample 5.16: A secretary makes 2 errors per page, on average. What is the probability that on the next page he or she will make(a) 4 or more errors?(b) no errors?

Page 32: Some Discrete Probability Distributions

Probability and StatisticsPoisson Distribution and binomial distributionAs n and p 0, and np remains constant, Binomial Distribution approaches a Poisson Distribution where np = t

Page 33: Some Discrete Probability Distributions

Probability and StatisticsPoisson Distribution and binomial distributionExample 5.17: In a manufacturing process where glass products are produced, defects or bubbles occur, occasionally rendering the piece undesirable for marketing. It is known that, on average, 1 in every 1000 of these items produced has one or more bubbles. What is the probability that a random sample of 8000 will yield fewer than 7 items possessing bubbles?

Page 34: Some Discrete Probability Distributions

Some Continuous Probability Distributions