Basic Probability and Statistics

Department of Electrical Engineering and Information Technology

Faculty of Engineering, Universitas Gadjah Mada

Discrete & Continuous

Probability Distributions
Sunu Wibirama

OUTLINE

Basic Probability Distributions

Binomial Distributions
Poisson Distributions
Normal Distributions (!)

SOME IMPORTANT THINGS

Please read Walpole 8th

Chapter 5 (for Binomial and

Poisson) and Chapter 6 (for
Normal Distribution)

You can use Table A.1, A.2,

and A.3 from Walpole book

(p. 751)

Some exercises from these

chapters (5 and 6) will be
used in Midterm Exam

Binomial Distribution

CASE 1

Suppose that 80% of

the jobs submitted to a

data-processing center are of a statistical
nature.

Selecting a random sample of

10 submitted
jobs would be analogous to tossing an
unbalanced coin 10 times, with the probability
of observing a head (drawing a statistical job)
on a single trial equal to 0.80.

CASE 2

Test for impurities commonly found in drinking

water from private wells showed that 30% of all

wells in a particular country have impurity A.

If

20 wells are selected at random then it would be

analogous to tossing an unbalanced coin 20 times,
with the probability of observing a head (selecting
a well with impurity A) on a single trial equal to
0.30.

BINOMIAL EXPERIMENT

Inspection of

chip

Inspection of

public opinian

Inspection of

digging wells

(defective or non-defective)
(approve or not)
(success or failed)

Etc.

BERNOULLI PROCESS

An experiment often consists of

repeated trials,
each with two possible outcome that may be
labeled success and failed

The process is called Bernoulli Process:

Consists of n repeated trials
The outcome can be classified as success of

failed (i.e., only 2 possible outcomes)

The probability of success (p) remains constant
from trial to trial
The repeated trials are independent

BINOMIAL DISTRIBUTION

The number X of

successes in n Bernoulli trials is

called binomial random variable

The probability of

success is denoted by p

The probability distribution of

binomial random
variable is called binomial distribution

b(x; n, p)

BINOMIAL DISTRIBUTION

Each success has probability, p

Each failure has probability, q
q=1-p

x = number of successes
n - x = numbe of failures
Since independent, combination probabilities are
multiplied

"
% x n !x
n!
b(x ;n , p ) = $
p q
'
# x !(n ! x )!&

GRAPH OF BINOMIAL DISTRIBUTION

b(x;n,p)

0 1 2 3 4

7 8

9 10 11 12 13

BINOMIAL CUMULATIVE DISTRIBUTION

As with all other distributions,

the sum of all probabilities must equal unity:
x

B( x; n, p) = b( x; n, p) = 1
x =0

Table A.1: Binomial Cumulative Distribution

Proportion, p
Trials

Success

0.1

0.2

0.25

0.3

0.4

0.5

0.6

0.7

0.8

0.9

0.9000

0.8000

0.7500

0.7000

0.6000

0.5000

0.4000

0.3000

0.2000

0.1000

1.0000

1.0000

1.0000

1.0000

1.0000

1.0000

1.0000

1.0000

1.0000

1.0000

0.8100

0.6400

0.5625

0.4900

0.3600

0.2500

0.1600

0.0900

0.0400

0.0100

0.9900

0.9600

0.9375

0.9100

0.8400

0.7500

0.6400

0.5100

0.3600

0.1900

1.0000

1.0000

1.0000

1.0000

1.0000

1.0000

1.0000

1.0000

1.0000

1.0000

0.7290

0.5120

0.4219

0.3430

0.2160

0.1250

0.0640

0.0270

0.0080

0.0010

0.9720

0.8960

0.8438

0.7840

0.6480

0.5000

0.3520

0.2160

0.1040

0.0280

0.9990

0.9920

0.9844

0.9730

0.9360

0.8750

0.7840

0.6570

0.4880

0.2710

1.0000

1.0000

1.0000

1.0000

1.0000

1.0000

1.0000

1.0000

1.0000

1.0000

0.6561

0.4096

0.3164

0.2401

0.1296

0.0625

0.0256

0.0081

0.0016

0.0001

0.9477

0.8192

0.7383

0.6517

0.4752

0.3125

0.1792

0.0837

0.0272

0.0037

0.9963

0.9728

0.9492

0.9163

0.8208

0.6875

0.5248

0.3483

0.1808

0.0523

0.9999

0.9984

0.9961

0.9919

0.9744

0.9375

0.8704

0.7599

0.5904

0.3439

1.0000

1.0000

1.0000

1.0000

1.0000

1.0000

1.0000

1.0000

1.0000

1.0000

13

BINOMIAL DISTRIBUTION

Mean

= np
Variance

! = npq
2

EXAMPLE

Test for impurities commonly found in drinking

water from private wells showed that 30% of all

wells in a particular country have impurity A.

If

a random sample of 5 wells is selected from the

large number of wells in the country, what is the
probability that:
Exactly 3 will have impurity A?
At least 3?
Fewer than 3?

SOLUTION (Preliminary)

Confirm that this experiment is a binomial experiment.

This experiment consists of n = 5 trials, one
corresponding to each random selected well.

Each trial results in an S (the well contains impurity A)

or an F (the well does not contain impurity A).

Since the total number of

wells in the country is large,

the probability of drawing a single well and finding that
it contains impurity A is equal to 0.30 and this
probability will remain the same for each of the 5
selected wells.

SOLUTION (a)

Therefore, the sampling process represents a

binomial experiment with n = 5 and p = 0.30.

a) The probability of drawing exactly x = 3 wells

containing impurity A, with n = 5, p = 0.30 and x = 3

5!
b(3;5, 0.30) =
(0.30)3 (1 ! 0.30)5!3 = 0.1323
3!2!

SOLUTION (b)
b) The probability of observing at least 3 wells
containing impurity A is:
P(x 3) = p(3)+p(4)+p(5).
We have calculated p(3) = 0.1323 p(4) = 0.02835, p
(5) = 0.00243.
In result,
P(x 3) = 0.1323+0.02835+0.00243 = 0.16380.

SOLUTION (c)
c) Probability of observing less than 3 wells
containing impurity A is P(x<3) = p(0)+p(1)+p(2).
We can avoid calculating 3 probabilities by using the
complementary relationship
P(x<3) = 1-P(x 3) = 1-0.16380 = 0.83692.

Poisson Distribution

POISSON DISTRIBUTION

The experiment consists of

counting the number x

of times a particular event occurs during a given
unit of time

The probability that an event occurs in a given unit

of time is the same for all units

The number of

events that occur in one unit of

time is independent of the number that occur in
other units.

The mean number of

events in each unit will be

denoted by the Greek letter !

POISSON DISTRIBUTION

EXAMPLE

Suppose that we are investigating the safety of

dangerous intersection.

Past police records indicate a mean of

per month at this intersection.

Suppose the number of

5 accidents

accidents is distributed
according to a Poisson distribution. Calculate the
probability in any month of exactly 0, 1, 2, 3 or 4
accidents.

SOLUTION

Since the number of

accidents is distributed according

to a Poisson distribution and the mean number of
accidents per month is 5, we have the probability of
happening accidents in any month

5 x e !5
p(x) =
x!

By this formula we can calculate:

p(0) = 0.00674, p(1) = 0.03370, p(2) = 0.08425,
p(3) = 0.14042, p(4) = 0.17552.

POISSON CUMULATIVE DISTRIBUTION

r

P(r; ! ) = ! p(x; ! )
x=0

Consider the previous example. Suppose we want to

know cumulative distribution of probability less than 3

accidents per month

Than we have p(x < 3) = p(0) + p(1) + p(2)

p(x < 3) = 0.00674+0.03370+0.08425
= 0.12469

Simplify your computation using Table A.2

POISSON CUMULATIVE DISTRIBUTION

r

P(r; ! ) = ! p(x; ! )

see Table A.2

x=0

p(x < 3) = p(0) + p(1) + p(2)

p(x < 3) = 0.00674+0.03370+0.08425
= 0.12469

Normal Distribution

NORMAL DISTRIBUTION

Most important continuous probability distribution

Graph called the normal curve (bell-shaped). Total
area under the curve = 1

Derived by DeMoivre and Gauss. Called the Gaussian

distribution.

Describes many phenomena in nature, industry and

research

Random variable, X
f(x)

6
28

NORMAL DISTRIBUTION

Definition: Density function of

the normal
random variable, X, with mean and variance
such that:

f (x) = n(x; , ! ) =

" ( x! ) %
!0.5$
# ! '&

! 2"

!(< x <(

0.4500
0.4000
0.3500
0.3000
f(x)

0.2500
0.2000
0.1500
0.1000
0.0500
0.0000
-4.0

-2.0

0.0
Z-value

2.0

4.0

DIFFERENT NORMAL DISTRIBUTION

f(x)

Different means

Different ________

Different means
and _______
30

f(x)

f(x)

DIFFERENT NORMAL DISTRIBUTIONS

AREAS UNDER THE CURVE

Area under the curve between x= x1 and x= x2

equals P(x1 < x < x2)
P(x1 < x < x2) = P(x < x2) - P(x < x1)
f(x)

x1
x2

x2

1
P( x1 < X < x2 ) = n( x; , ) dx =
2
x1

x2

( x )
0.5

dx

x1

32

STANDARD NORMAL DISTRIBUTION

General density function:

f (x) = n(x; , ! ) =

" ( x! ) %
!0.5$
# ! '&

! 2"

For standardized normal

distribution:

f (x) = n(x; , ! ) =

"x%
!$ '
#2&

2"

STANDARD NORMAL DISTRIBUTION

Its also called z-distribu*on

It has a mean of 0 and standard devia@on of 1
Transforming normal random variable x to standard normal
x
random variable z
z=

THE ORIGIN OF Z-DISTRIBUTION

To enable use of
unit values

Mean = 0
Variance =1

z-table (Table A.3), transform to

Z=

1
2

x2

1
=
2

z2

P ( x1 < X < x2 ) =

( x )
0.5

dx

x1

{ } dz

0.5 z 2

z1

z2

= n( z;0,1) dz
z1

35

Find area under normal curve

Example: (P < -2.13) = 0.0166

EXAMPLE

Given the standard normal distribution, find the area

under the curve that lies to the LEFT of z = 1.84

Solution: (use Table A.3)

f(x)

0.0000

0.0100

0.0200

0.0300

0.0400

0.0500

1.7

0.9554

0.9564

0.9573

0.9582

0.9591

0.9599

1.8

0.9641

0.9649

0.9656

0.9664

0.9671

0.9678
37

SOLVING CASE WITH Z-DISTRIBUTION

Suppose we have a problem finding probability of

case in X domain p(X)

We can use Z-Distribution to solve the problem

We should transform X Z
Finding X from Z

Finding x from z

EXAMPLE

SOLUTION

SOLUTION

SOLUTION

TUGAS INDIVIDU

(sekaligus latihan untuk Ujian MIDTERM)

Kerjakan dari ebook Walpole (8th Edi@on):

Exercise 5.9 (page 151, kasus truck)
Exercise 5.58 (page 165, kasus trac accidents)
Exercise 6.11 (page 186, kasus lawyer)
Exercise 6.14 (page 187, kasus students)
Kerjakan dengan tulisan yang jelas, bila diperlukan,

tambahkan ilustrasi pada jawaban Anda. Jangan lupa

cantumkan NAMA dan NIM

Batas waktu pengumpulan, hari Senin 04 April 2011,

pkl. 12.00 WIB (siang), di lab SE

THANK YOU
and
GOOD LUCK