DISCRETE PROBABILITY DISTRIBUTION

CONTENT


Discrete Random Variables and

Probability Distributions
  

Mean, Variance and Expectation Binomial Distribution Poisson Distribution

DISCRETE RANDOM VARIABLES & PROBABILITY DISTRIBUTIONS

A random variable assigns a numerical value to each outcome in a sample space 2 types of random variable Discrete the value is discrete, can be ordered and there are gap between adjacent value
 (Ex: number of something)

Continuous the possible values always contain an interval (all the points between some two numbers) or its probability are given by areas under a curve.
 (Ex: weight, age, salary, height, temperature)

THE DISCRETE PROBABILITY DISTRIBUTION

The probability distribution is a description that gives the probability for each value of the random variables. It is often expressed in the format of a graph, table or formula. The probability distribution of a discrete random variable X is the probability density function (pdf) P (X) = P ( X = x ). P ( X ) = P ( X = x ) = 1 , where the sum is over all the possible values of x.

TABLE & GRAPH

Example
Event : toss a coin two times We can represent the sample space like this; Outcome X=x P(X=x) S = { HH, HT, TH, TT } Y=y P (Y = y)

where,

X is a random variable which represents the number of H in an outcome Y is a random variable which represents the number of T in an outcome Thus, the probability distribution is given by:
X=x

P(X = x)

Example
1.

Represent graphically the probability distribution for the sample space for tossing three coins. 5 out of 20 bulbs in a box are defect. Chong choose 3 bulbs from the bulbs randomly. If X is a random variable which represents the number of defect bulbs in an outcome, Find the probability distribution for X and sketch the graph. During the summer months, a rental agency keeps track of the number of chain saws it rents each day during a period of 90 days. The number of saws rented per day is represented by the variable X. The results are shown here. Compute the probability P(X) for each X, and construct a probability distribution and graph for the data. X Number of days - the number of saws rented per day 0 45 1 30 2 15 Total 90

2.

3.

Mean, Variance & Expectation

Let X be a discrete random variable with pdf P (X) = P ( X = x ):
1.

The mean (expected value) of X is given by: E (X) = x = x P ( X = x ) The variance is given by: Var (X) = x = x P ( X = x )

1.

2.

The standard deviation is given by

Examples
1.

A resistor in a certain circuit is specified to have a resistance in the range of 99 -101 . An engineer obtain 2 resistors. The probability that both of them meet specification is 0.36, the probability that neither of them meet specification is 0.16. Let X represents the number of resistors that meet the specification. Find the probability distribution, mean and standard deviation of X. Five balls numbered 0, 2, 4, 6 and 8 are placed in a big bag. After the balls are mixed, one ball is selected, its number is noted, and then it replaced. If this experiment is repeated many times, find the variance and standard deviation of the number on the balls.

2.

Binomial Distribution
A Binomial distribution results from a procedure that meets all the following requirements


The procedure has a fixed number of trials ( the same trial is repeated) The trials must be independent Each trial must have outcomes classified into 2 relevant categories only (success & failure) The probability of success remains the same in all trials

 

Example: toss a coin, Baby is born, True/false question, product, etc ...

Binomial Experiment or not ?

An advertisement for Vantin claims a 77% end of treatment clinical success rate for flu sufferers. Vantin is given to 15 flu patients who are later checked to see if the treatment was a success. A study showed that 83% of the patients receiving liver transplants survived at least 3 years. The files of 6 liver recipients were selected at random to see if each patients was still alive. In a study of frequent fliers (those who made at least 3 domestic trips or one foreign trip per year), it was found that 67% had an annual income over RM35000. 12 frequent fliers are selected at random and their income level is determined.

Notation for the Binomial Distribution

Then, X has the Binomial distribution with parameters n and p denoted by X ~ Bin (n, p) which read as X is Binomial distributed with number of trials n and probability of success p

Binomial Probability Formula

Examples
A fair coin is tossed 10 times. Let X be the number of heads that appear. What is the distribution of X? A lot contains several thousand components. 10 % of the components are defective. 7 components are sampled from the lot. Let X represents the number of defective components in the sample. What is the distribution of X ?

Solves problems involving linear inequalities

u e
"

At least, minimum of, no less than

At most, maximum of, no more than

Is greater than, more than

Is less than, smaller than, fewer than

Examples
Find the probability distribution of the random variable X if X ~ Bin (10, 0.4). Find also P(X = 5) and P(X < 2). Then find the mean and variance for X. A fair die is rolled 8 times. Find the probability that no more than 2 sixes comes up. Then find the mean and variance for X.

Examples
A survey found that, one out of five Malaysians say 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. A survey found that 30% of teenage consumers receive their spending money from part time jobs. If 5 teenagers are selected at random, find the probability that at least 3 of them will have part time jobs.

Solve Binomial problems by statistics table

Use Cumulative Binomials Probabilities Table
   

n number of trials p probability of success k number of successes in n trials X It give P (X k) for various values of n and p

Example: n = 2 , p = 0.3
    

Then P (X 1) = 0.9100 Then P (X = 1) = P (X 1) - P (X 0) = 0.9100 0.4900 = 0.4200 Then P (X 1) = 1 - P (X <1) = 1 - P (X 0) = 1 0.4900 = 0.5100 Then P (X < 1) = P (X 0) = 0.4900 Then P (X > 1) = 1 - P (X 1) = 1- 0.9100 = 0.0900

Using symmetry properties to read Binomial tables

In general,
  

P (X = k | X ~ Bin (n, p)) = P (X = n - k | X ~ Bin (n,1 - p)) P (X k | X ~ Bin (n, p)) = P (X n - k | X ~ Bin (n,1 - p)) P (X k | X ~ Bin (n, p)) = P (X n - k | X ~ Bin (n,1 - p))

Example: n = 8 , p = 0.6


Then P (X 1) = P (X 7 | p = 0.4) = P ( 1 - X 6 | p = 0.4) = 1 0.9915 = 0.0085 Then P (X = 1) = P (X = 7 | p = 0.4) = P (X 7 | p = 0.4) - P (X 6 | p = 0.4) = 0.9935 0.9915 = 0.0020 Then P (X 1) = P (X 7 | p = 0.4) = 0.9935 Then P (X < 1) = P (X > 7 | p = 0.4) = P ( 1 - X 7 | p = 0.4) = 1 0.9935 = 0.0065 Then P (X > 1) = P (X < 7 | p = 0.4) = P (X 6 | p = 0.4) = 0.9915

 

Examples
1.

Given that n P (X P (X = P (X P (X < P (X > Given that n P (X P (X = P (X P (X < P (X >

= 12 , p = 0.25. Then find 3) 7) 5) 2) 10) = 9 , p = 0.7. Then find 4) 8) 3) 5) 6)

2.

Example
A large industrial firm allows a discount on any invoice that is paid within 30 days. Of all invoices, 10% receive the discount. In a company audit, 12 invoices are sampled at random.


What is probability that fewer than 4 of 12 sampled invoices receive the discount? Then, what is probability that more than 1 of the 12 sampled invoices received a discount.

Example
A report shows that 5% of Americans are afraid being alone in a house at night. If a random sample of 20 Americans is selected, find the probability that


There are exactly 5 people in the sample who are afraid of being alone at night There are at most 3 people in the sample who are afraid of being alone at night There are at least 4 people in the sample who are afraid of being alone at night

Poisson Distribution
The Poisson distribution is a discrete probability distribution that applies to occurrences of some event over a specified interval ( time, volume, area etc..) The random variable X is the number of occurrences of an event over some interval The occurrences must be random The occurrences must be independent of each other The occurrences must be uniformly distributed over the interval being used Example of Poisson distribution 1. The number of emergency call received by an ambulance control in an hour. 2. The number of vehicle approaching a bus stop in a 5 minutes interval. 3. The number of flaws in a meter length of material

Poisson Probability Formula

, mean number of occurrences in the given interval is known and finite Then the variable X is said to be Poisson distributed with mean X ~ Po ( )

Example
A student finds that the average number of amoebas in 10 ml of ponds water from a particular pond is 4. Assuming that the number of amoebas follows a Poisson distribution, find the probability that in a 10 ml sample,
  

there are exactly 5 amoebas there are no amoebas there are fewer than three amoebas

Example
On average, the school photocopier breaks down 8 times during the school week (Monday - Friday). Assume that the number of breakdowns can be modeled by a Poisson distribution. Find the probability that it breakdowns,
  

5 times in a given week Once on Monday 8 times in a fortnight

Solve Poisson problems by statistics table

Given that X ~ Po (1.6). Use cumulative Poisson probabilities table to find P P P P P (X (X (X (X (X = < > 6) 5) 3) 1) 10)

Find also the smallest integer n such that P ( X > n) < 0.01

Example
A sales firm receives, on the average, three calls per hour on its toll-free number. For any given hour, find the probability that it will receive the following:
  

At most three calls At least three calls 5 or more calls

Example
The number of accidents occurring in a weak in a certain factory follows a Poisson distribution with variance 3.2. Find the probability that in a given fortnight,
 

exactly seven accidents happen. More than 5 accidents happen.

Using the Poisson distribution as an approximation to the Binomial distribution

When n is large (n > 50) and p is small (p < 0.1), the Binomial distribution X ~ Bin (n, p) can be approximated using a Poisson distribution with X ~ Po ( ) where mean, = np < 5. The larger the value of n and the smaller the value of p, the better the approximation.

Example
Eggs are packed into boxes of 500. On average 0.7 % of the eggs are found to be broken when the eggs are unpacked. Find the probability that in a box of 500 eggs,
 

Exactly three are broken At least two are broken

Example
If 2% of the people in a room of 200 people are lefthanded, find the probability that
  

exactly five people are left-handed. At least two people are left-handed. At most seven people are left-handed.

SUMMARY
A probability distribution can be graphed, and the mean, variance and standard deviation can be found. Binomial and Poisson distribution are two commonly used probability distributions. Binomial distribution is used when there are only 2 independent outcomes (success or failure) for an experiment, there are fixed number of trials and the probability is the same for each trial. Poisson distribution is used when an independent event occur over a period of time, area or volume.