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Probability and Statistics: Binomial Distribution

The document discusses the binomial distribution and its properties. It provides examples of binomial experiments including coin tossing and calculating probabilities. It also works through an example of calculating the proportion of packages needing replacement given the probability of defective screws.

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0% found this document useful (0 votes)
53 views53 pages

Probability and Statistics: Binomial Distribution

The document discusses the binomial distribution and its properties. It provides examples of binomial experiments including coin tossing and calculating probabilities. It also works through an example of calculating the proportion of packages needing replacement given the probability of defective screws.

Uploaded by

komailhaiderz123
Copyright
© © All Rights Reserved
We take content rights seriously. If you suspect this is your content, claim it here.
Available Formats
Download as PDF, TXT or read online on Scribd
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Probability and Statistics

Binomial Distribution

Dr. Yasir Ali ([email protected])

DBS&H, CEME-NUST

November 14, 2022

Dr. Yasir Ali ([email protected]) Probability and Statistics


Often, the observations generated by different statistical experiments have
the same general type of behavior.
Consequently, discrete random variables associated with these experiments
can be described by essentially the same probability distribution and
therefore can be represented by a single formula.
In fact, one needs only a handful of important probability distributions to
describe many of the discrete random variables encountered in practice.

Dr. Yasir Ali ([email protected]) Probability and Statistics


Binomial Experiment

A binomial experiment is a probability experiment that satisfies the


following four requirements:
1 There must be a fixed number of trials.
2 Each trial can have only two outcomes or outcomes that can be
reduced to two outcomes. These outcomes can be considered as either
success or failure.
3 The outcomes of each trial must be independent of one another.
4 The probability of a success must remain the same for each trial.

The outcomes of a binomial experiment and the corresponding probabilities


of these outcomes are called a binomial distribution.

Dr. Yasir Ali ([email protected]) Probability and Statistics


We are interested in the number of times an event A occurs in n
independent trials. In each trial
the event A has the same probability P(A) = p
A will not occur with probability q = 1 − p

Let X = Number of times the event A occurs in n trials. 0 ≤ X ≤ n.

Now X = x means that A occurs in x trials and in n − x trials it does


not occur. This may look as follows.

| {z· · · A} BB
AAA · · · B}
| {z
x times n−x times

Here B = Ac means A does not occur.


Binomial Distribution Function
n!
P(x) = Cxn (p)x (q)n−x = p x q n−x
x!(n − x)!

Dr. Yasir Ali ([email protected]) Probability and Statistics


A coin is tossed 3 times. Find the probability of getting exactly two
heads.
HHH, HHT , HTH, THH , HTT , THT , TTH, TTT
| {z }
2HEADS

Dr. Yasir Ali ([email protected]) Probability and Statistics


A coin is tossed 3 times. Find the probability of getting exactly two
heads.
HHH, HHT , HTH, THH , HTT , THT , TTH, TTT
| {z }
2HEADS
1 There are a fixed number of trials (three)

Dr. Yasir Ali ([email protected]) Probability and Statistics


A coin is tossed 3 times. Find the probability of getting exactly two
heads.
HHH, HHT , HTH, THH , HTT , THT , TTH, TTT
| {z }
2HEADS
1 There are a fixed number of trials (three)
2 There are only two outcomes for each trial, heads or tails

Dr. Yasir Ali ([email protected]) Probability and Statistics


A coin is tossed 3 times. Find the probability of getting exactly two
heads.
HHH, HHT , HTH, THH , HTT , THT , TTH, TTT
| {z }
2HEADS
1 There are a fixed number of trials (three)
2 There are only two outcomes for each trial, heads or tails
3 The outcomes are independent of one another (the outcome of one
toss in no way affects the outcome of another toss)

Dr. Yasir Ali ([email protected]) Probability and Statistics


A coin is tossed 3 times. Find the probability of getting exactly two
heads.
HHH, HHT , HTH, THH , HTT , THT , TTH, TTT
| {z }
2HEADS
1 There are a fixed number of trials (three)
2 There are only two outcomes for each trial, heads or tails
3 The outcomes are independent of one another (the outcome of one
toss in no way affects the outcome of another toss)
4 The probability of a success (heads) is in each case

Dr. Yasir Ali ([email protected]) Probability and Statistics


A coin is tossed 3 times. Find the probability of getting exactly two
heads.
HHH, HHT , HTH, THH , HTT , THT , TTH, TTT
| {z }
2HEADS
1 There are a fixed number of trials (three)
2 There are only two outcomes for each trial, heads or tails
3 The outcomes are independent of one another (the outcome of one
toss in no way affects the outcome of another toss)
4 The probability of a success (heads) is in each case
Number of trails n =
X number of heads
P(Head) = p , P(H c ) = P(Tail) = q
P(x heads) = Cxn (p)x (q)n−x = Cxn (1/2)x (1/2)n−x

Dr. Yasir Ali ([email protected]) Probability and Statistics


P(x heads) = Cxn (p)x (q)n−x = Cxn (1/2)x (1/2)n−x

x 0 1 2 3
f(x) 1/8 3/8 3/8 1/8

1
(p + q)3 = C33 p 3 q 0 + C23 p 2 q 1 + C13 pq 2 + C03 p 0 q 3 , p=q=
|{z} |{z} |{z} |{z} 2
1 3 3 1

1 3 3 1
p + q = 1 =⇒ 1 = + + +
8 8 8 8

Dr. Yasir Ali ([email protected]) Probability and Statistics


A fair coin is tossed 6 times; call head as success. Find the probability that:
(a) Exactly 2 heads occur.
(b) At least 4 heads occur.
(c) At least 1 head occur.

Dr. Yasir Ali ([email protected]) Probability and Statistics


A fair coin is tossed 6 times; call head as success. Find the probability that:
(a) Exactly 2 heads occur.
(b) At least 4 heads occur.
(c) At least 1 head occur.
(a) n = 6, x = 2 and n − x = 4 with p = q = 1/2. The probability that
exactly 2 heads occur is
1 1
P(X = 2) = C26 p 2 q 4 = C26 ( )2 ( )4 = 15/64 = 0.23
2 2

Dr. Yasir Ali ([email protected]) Probability and Statistics


A fair coin is tossed 6 times; call head as success. Find the probability that:
(a) Exactly 2 heads occur.
(b) At least 4 heads occur.
(c) At least 1 head occur.
(a) n = 6, x = 2 and n − x = 4 with p = q = 1/2. The probability that
exactly 2 heads occur is
1 1
P(X = 2) = C26 p 2 q 4 = C26 ( )2 ( )4 = 15/64 = 0.23
2 2
(b) The probability that at least 4 heads occur is

1 1 1 1 1 1
P(4) + P(5) + P(6) = C46 ( )4 ( )2 + C56 ( )5 ( ) + C66 ( )6 ( )0 = 0.34
2 2 2 2 2 2
(c) The probability of getting No Head is
q 6 = C06 ( 21 )0 ( 12 )6 = ( 21 )6 = 1/64. Thus the probability of one or more head
1
is 1 − q 6 = 1 − 64 = 0.94

Dr. Yasir Ali ([email protected]) Probability and Statistics


It is known that screws produced by a certain company will be defective
with probability 0.01, independently of each other. The company sells the
screws in packages of 10 and offers a money-back guarantee that at most 1
of the 10 screws is defective. What proportion of packages sold must the
company replace?

Dr. Yasir Ali ([email protected]) Probability and Statistics


It is known that screws produced by a certain company will be defective
with probability 0.01, independently of each other. The company sells the
screws in packages of 10 and offers a money-back guarantee that at most 1
of the 10 screws is defective. What proportion of packages sold must the
company replace?

Number of trails n =
X number of Defective screws,
P(Def ) = p = , , P(ND) = q =

There are only two possible outcomes, Defective and Non-defective

Probabilty of Defective p = 0.01, Probabilty of Non-defective q = 0.99

Packages will not be replaced if there is 0 or 1 defective screws.


A package is replaced if X ≥ 2. P(X ≥ 2) =?

Dr. Yasir Ali ([email protected]) Probability and Statistics


P(X ≥ 2) =?, n = 10, p = 0.01, & q = 0.99

Dr. Yasir Ali ([email protected]) Probability and Statistics


P(X ≥ 2) =?, n = 10, p = 0.01, & q = 0.99

f (x) = Cx10 (0.01)x (0.99)10−x

n=10
X
We know that f (x) =1
x=0
No def 1 def
z }| { z }| {
f (x = 0) + f (x = 1) + P(x ≥ 2) =1
C010 (0.01)0 (0.99)10 + C110 (0.01) (0.99)9 + P(x ≥ 2) = 1

P(x ≥ 2) = 1 − (0.90438 + 0.09135) = 0.00427

Dr. Yasir Ali ([email protected]) Probability and Statistics


Binomial Theorem and

(a + b)n = C0n an + C1n an−1 b + C2n an−2 b 2 + · · · + Cnn a0 b n


n
X
(a + b)n = Cxn ax b n−x
x=0

n! n−1 (n − 1)!
Cxn = , Cx−1 =
x!(n − x)! (x − 1)!(n − x)!

n n−1
Cxn = C
x x−1

(p + q)n−1 =

Dr. Yasir Ali ([email protected]) Probability and Statistics


Binomial Theorem and

(a + b)n = C0n an + C1n an−1 b + C2n an−2 b 2 + · · · + Cnn a0 b n


n
X
(a + b)n = Cxn ax b n−x
x=0

n! n−1 (n − 1)!
Cxn = , Cx−1 =
x!(n − x)! (x − 1)!(n − x)!

n n−1
Cxn = C
x x−1

n−1
X
(p + q)n−1 = Cyn−1 p y q n−1−y =
y =0

Dr. Yasir Ali ([email protected]) Probability and Statistics


Binomial Theorem and

(a + b)n = C0n an + C1n an−1 b + C2n an−2 b 2 + · · · + Cnn a0 b n


n
X
(a + b)n = Cxn ax b n−x
x=0

n! n−1 (n − 1)!
Cxn = , Cx−1 =
x!(n − x)! (x − 1)!(n − x)!

n n−1
Cxn = C
x x−1

n−1 n−1
X X (n − 1)!
(p + q)n−1 = Cyn−1 p y q n−1−y = p y q n−y −1
y !(n − y − 1)!
y =0 y =0

Dr. Yasir Ali ([email protected]) Probability and Statistics


Theorem
If X is a random variable with a binomial distribution with parameter n and
p then
µ = np, σ 2 = npq

n n n
X X n! X n!
E [X ] = xf (x) = x p x q n−x = x p x q n−x
x!(n − x)! x!(n − x)!
x=0 x=0 x=1
n n
X n! X (n − 1)!
= p x q n−x = np p x−1 q n−x
(x − 1)!(n − x)! (x − 1)!(n − x)!
x=1 x=1

Letting y = x − 1, x = 1 =⇒ y = 0 & x = n =⇒ y = n − 1

n−1 n−1
X (n − 1)! X
E [X ] = np p y q n−y −1 = np Cyn−1 p y q n−1−y = np
y =0
(y )!(n − y − 1)! y =0
| {z }
(p+q)n−1

Dr. Yasir Ali ([email protected]) Probability and Statistics


n−1
We know E [x] = µ = np, σ 2 = E [X 2 ] − (np)2 and Cxn = xn Cx−1
n
X n
X n
X
2 2 n−1 x n−x n−1 x−1 n−x
E [X ] = x Cxn p x q n−x = xnCx−1 p q = np xCx−1 p q
x=0 x=1 x=1
n−1
X n−1
X
= np
|{z} (y + 1) Cyn−1 p y q n−y −1 = np yCyn−1 p y q n−y −1 +
y =x−1 y =0 y =0
n−1
X
np Cyn−1 p y q n−y −1
y =0
n−1
X n−1
X
= np yCyn−1 p y q n−y −1 +np = np (n − 1)Cyn−2 y n−y −1
−1 p q +np
y =0 y =0
n−2
X
= n(n − 1)p 2
|{z} Czn−2 p z q n−z−2 +np = n2 p 2 − np 2 + np
z=y −1 z=0

Thus σ 2 = E [X 2 ] − (np)2 = n2 p 2 − np 2 + np − n2 p 2 =np(1 − p)


Dr. Yasir Ali ([email protected]) Probability and Statistics
Example
A coin is tossed 4 times. Find the mean, variance, and standard deviation
of the number of heads that will be obtained.a
a
n = 4, p = 1/2.

Example
A die is rolled 360 times. Find the mean, variance, and standard deviation
of the number of 4s that will be rolled.a
a
n = 360, p = 1/6.

Dr. Yasir Ali ([email protected]) Probability and Statistics


In wheel of fortune a player bets on one of the numbers 1 through 6. Three
dice are then rolled, and if the number bet by the player appears i times, i
= 1, 2, 3, then the player wins i units; if the number bet by the player does
not appear on any of the dice, then the player loses 1 unit. Is this game fair
to the player?
letting X denote the player’s winnings in the game, we have X = −1, 1, 2, 3

In order to determine whether or not this is a fair game for the player, let
us calculate E [X ]. From the preceding probabilities, we obtain

−125 + 75 + 30 + 3 −17
E [X ] = = .
216 216
Hence, in the long run, the player will lose 17 units per every 216
games he plays.
Dr. Yasir Ali ([email protected]) Probability and Statistics
Hypergeometric Distribution Sampling without Replacement.

When sampling is done without replacement, the binomial distribution does


not give exact probabilities, since the trials are not independent. The
smaller the size of the population, the less accurate the binomial
probabilities will be.
If we wish to find the probability of observing 3 red cards in 5 draws from
an ordinary deck of 52 playing cards, the binomial distribution does not
apply unless each card is replaced and the deck reshuffled before the next
draw is made.
To solve the problem of sampling without replacement, let us restate the
problem. If 5 cards are drawn at random, we are interested in the
probability of selecting 3 red cards from the 26 available in the deck and 2
black cards from the 26 available in the deck.

Population one type other type C326 C226 b


Cxa Cn−x
total N=52 a=26 b=26
selected n x=3 n-x C552 Cna+b

Dr. Yasir Ali ([email protected]) Probability and Statistics


Given a population with only two types of objects (females and males,
defective and non-defective, successes and failures, etc.), such that there
are a items of one kind and b items of another kind and a + b equals the
total population, the probability P(X ) of selecting without replacement a
sample of size n with X items of type a and n − X items of type b is

CXa × Cn−X
b
P(X ) =
Cna+b
where
Items of one kind =a
Items of other kind =b
Total items =a+b
Selection of sample size =n
Selection of n must contain one kind =X
Selection of n must contain other kind =n−X

Dr. Yasir Ali ([email protected]) Probability and Statistics


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

N−a
Cxa Cn−x
h(x; N, n, a) = , max {0, n − (N − k)} ≤ x ≤ min {n, k} .
CnN

Items of one kind =a


Items of other kind =N −a
Total items =a+b =N
Selection of sample size =n
Selection of n must contain one kind =X
Selection of n must contain other kind =n−X

N−a
Cxa × Cn−x
b Cxa × Cn−x
P(x) = , h(x; N, n, a) =
Cna+b CnN

Dr. Yasir Ali ([email protected]) Probability and Statistics


A homeowner plants 6 bulbs selected at random from a box containing 5
tulip bulbs and 4 daffodil bulbs. What is the probability that he planted 2
daffodil bulbs and 4 tulip bulbs?
Items of one kind =a=5
Items of other kind =b=4
Total items =a+b =N =9
Selection of sample size =n=6
Selection of n must contain one kind =X =2
Selection of n must contain other kind =n−X =4
N−a
Cxa Cn−x C45 C24
h(x; N, n, a) = =
CnN C69

Dr. Yasir Ali ([email protected]) Probability and Statistics


To avoid detection at customs, a traveler places 6 narcotic tablets in a
bottle containing 9 vitamin tablets 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?
Items of one kind =a=6
Items of other kind =b=9
Total items = a + b = N = 15
Selection of sample size =n=3

If X denotes the number of narcotic tablets then traveler will be arrested


for X = 1 or X = 2 or X = 3
C16 C29 C26 C19 C36 C09
P(X = 1) + P(X = 2) + P(X = 3) = + 15 + 15
C315 C3 C3

Dr. Yasir Ali ([email protected]) Probability and Statistics


To avoid detection at customs, a traveler places 6 narcotic tablets in a
bottle containing 9 vitamin tablets 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?
Items of one kind =a=6
Items of other kind =b=9
Total items = a + b = N = 15
Selection of sample size =n=3

If X denotes the number of narcotic tablets then traveler will be arrested


for X = 1 or X = 2 or X = 3
C16 C29 C26 C19 C36 C09
P(X = 1) + P(X = 2) + P(X = 3) = + 15 + 15
C315 C3 C3

P(X ≥ 1) + P(X = 0) = 1 =⇒ P(X ≥ 1) = 1 − P(X = 0)

Dr. Yasir Ali ([email protected]) Probability and Statistics


Example
Suppose a committee of 4 people is to be selected from 7 women and 5
men. What is the probability that the committee will consist of 3 women
and 1 man?a
a
In this example, a =?, b =?, n =?, X =?, and n − X =?.

Dr. Yasir Ali ([email protected]) Probability and Statistics


Example
Suppose a committee of 4 people is to be selected from 7 women and 5
men. What is the probability that the committee will consist of 3 women
and 1 man?a
a
In this example, a =?, b =?, n =?, X =?, and n − X =?.

Women Men Total (committe) selection size(women) selection size(men)

7 5 12 4 3 1
a b N n x n-x

1 The number of ways a committee of 3 women and 1 man can be


selected from 7 women and 5 men.
2 Total number of ways a committee of 4 people can be selected from
12 people.
3 P(X)=
Dr. Yasir Ali ([email protected]) Probability and Statistics
Example
A recent study found that 2 out of every 10 houses in a neighborhood have
no insurance. If 5 houses are selected from 10 houses, find the probability
that exactly 1 will be uninsured.a
a
In this example, a = 2, b = 8, n = 5, X = 1, and n − X = 4.

Insured Uninsured Total


2 8 10
a b N

Dr. Yasir Ali ([email protected]) Probability and Statistics


A particular part that is used as an injection device is sold in lots of 10.
The producer deems a lot acceptable if no more than one defective is in the
lot. A sampling plan involves random sampling and testing 3 of the parts
out of 10. If none of the 3 is defective, the lot is accepted. Comment on
the utility of this plan.
Let us assume that the lot is truly unacceptable (i.e., that 2 out of 10 parts
are defective). The probability that the sampling plan finds the lot
acceptable is
C2 · C8
P(X = 0) = 0 10 3 = 0.467
C3

Thus, if the lot is truly unacceptable, with 2 defective parts, this sampling
plan will allow acceptance roughly 47% of the time. As a result, this plan
should be considered faulty.

Dr. Yasir Ali ([email protected]) Probability and Statistics


Lots of 40 components each are deemed unacceptable if they contain 3 or
more defectives. The procedure for sampling a lot is to select 5
components at random and to reject the lot if a defective is found. What is
the probability that exactly 1 defective is found in the sample if there are 3
defectives in the entire lot?
N = 40, n = 5, a = 3, b = 37, and x = 1

Dr. Yasir Ali ([email protected]) Probability and Statistics


A box contains 25 items, 10 of which are defective. A sample of two items
will be taken, without replacement:
1. Find the probability and the distribution function.
2. What is the probability that
a. none of the items is defective?
b. at most one of the items is defective?
Let X denotes the number of defective items. X = 0, 1, 2

X 0 1 2
f(X) 0.35 0.5 0.15

Dr. Yasir Ali ([email protected]) Probability and Statistics


Example
A purchaser of electrical components buys them in lots of size 10. It is his
policy to inspect 3 components randomly from a lot and to accept the lot
only if all 3 are non-defective. If 30 percent of the lots have 4 defective
components and 70 percent have only 1, what proportion of lots does the
purchaser reject?

Let A denote the event that the purchaser accepts a lot. Now
Ac denote the event that the purchaser reject a lot. We know that
P(Ac ) = 1 − P(A).

P(Accepting a lot) = P(A|lot has 1 defective).P(lot has 1 defective)+


P(A|lot has 4 defectives).P(lot has 4 defectives)
C04 C36 3 C01 C39 7
   
54
= 10
+ 10 =
C3 10 C3 10 100

Hence, 46 percent of the lots are rejected.

Dr. Yasir Ali ([email protected]) Probability and Statistics


A manufacturer of automobile tires reports that among a
shipment of 5000 sent to a local distributor, 1000 are
slightly blemished. If one purchases 10 of these tires at
random from the distributor, what is the probability that
exactly 3 are blemished?

Hypergeometric
C31000 .C74000
P(X = 3) = 5000
= 0.201477715
C10
Binomial1
1 4
P(X = 3) = C310 ( )3 .( )7 = 0.201326592
5 5

1
As a rule of thumb, if the population size is more than 20 times the sample size (N
> 20 n), then we may use binomial probabilities in place of Hypergeometric probabilities.
Dr. Yasir Ali ([email protected]) Probability and Statistics
Poisson Distribution

A discrete probability distribution that is useful when n is large and p is


small and when the independent variables occur over a period of time is
called the Poisson distribution.
In addition to being used for the stated conditions (i.e., n is large, p is
small, and the variables occur over a period of time), the Poisson
distribution can be used when a density of items is distributed over a given
area or volume, such as the number of plants growing per acre or the
number of defects in a given length of videotape.

Dr. Yasir Ali ([email protected]) Probability and Statistics


Formula for Poisson Distribution Function

The probability of X occurrences in an interval of time, volume, area, etc.,


for a variable where λ (Greek letter lambda) is the mean number of
occurrences per unit (time, volume, area, etc.) is

λx −λ
f (x) = e where X = 0, 1, 2, . . .
x!
The letter e is a constant approximately equal to 2.7183
Round the answers to four decimal places.

Dr. Yasir Ali ([email protected]) Probability and Statistics


A sales firm receives, on average, 3 calls per hour on its
toll-free number. For any given hour, find the probability
that it will receive the following.

a. At most 3 calls, b. At least 3 calls c. 5 or more calls

(a) “At most 3 call” means 0, 1, 2, or 3 calls. Hence, P(At most 3


call)=P(X=0)+P(X=1)+P(X=2)+P(X=3)
(b) “At least 3 calls” means 3 or more calls. It is easier to find the
probability of 0, 1, and 2 calls and then subtract this answer from 1 to
get the probability of at least 3 calls.
(c) For the probability of 5 or more calls, it is easier to find the probability
of getting 0, 1, 2, 3, or 4 calls and subtract this answer from 1.

Dr. Yasir Ali ([email protected]) Probability and Statistics


Example
If there are 200 typographical errors randomly distributed in a 500-page
manuscript, find the probability that a given page contains exactly 3 errors.

First, find the mean number λ of errors. Since there are 200 errors
distributed over 500 pages, each page has an average of
λ = 200/500 = 0.4. Since X = 3, substituting into the formula yields

0.43 −0.4
f (3) = e = 0.0072
3!
Thus, there is less than a 1% chance that any given page will contain
exactly 3 errors.

Dr. Yasir Ali ([email protected]) Probability and Statistics


Example
If the probability of producing a defective screw is p = 0.01, what is the
probability that a lot of 100 screws will contain more than 2 defectives?

The complementary event is Ac Not more than 2 defectives. For its


probability we get, from the binomial distribution
(n = 100, p = 0.01, q = 0.99)

P(Ac ) = C0100 (0.01)0 (0.99)100 + C1100 (0.01)1 (0.99)99


+C2100 (0.01)2 (0.99)98 = 0.9206

Thus P(A) = 1 − 0.9206 = 0.0794


Now find P(Ac ) using Poisson Distribution using λ = 100(0.01) = 1 in
x e −λ
f (x) = λ x! for x = 0, 1, 2

1
f (0) + f (1) + f (2) = e −1 (1 + 1 + )
2!

Dr. Yasir Ali ([email protected]) Probability and Statistics


Both the Expected Value and the Variance of a Poisson
Random Variable would equal its parameter λ

E [X ] = σ 2 = λ
P∞  x −λ 
P λ e
E [X ] = x x.f (x) = x=0 x. x!
P∞  x −λ 
λ e
= x=1 x. x!
−λ
P∞ x.λx 
= e x=1 x!
−λ
P∞  x.λ(x−1) 
= e x=1 λ x!
 (x−1) 
λ.e −λ ∞ λ
P
= x=1 (x−1)!
P  λi 
= λ.e −λ ∞ i=0 i! letting x − 1 = i
P∞ λi
We know that i=0 i! = e λ . Thus
E [X ] = λe −λ .e λ ⇒ E [X ] = λ
Dr. Yasir Ali ([email protected]) Probability and Statistics
λx −λ
For Poisson Distribution f (x) = x! e , mean is λ. We can calculate
variance as follows

σ 2 = E [X 2 ] − µ2 = E [X (X − 1)] + E [X ] − µ2

λx −λ λx−2 −λ
E [X (X − 1)] = ∞ = λ2 ∞
P P
x=0 x(x − 1) x! e x=2 (x−2)! e
Letting x − 2 = y gives


X λy
E [X (X − 1)] = λ 2
e −λ = λ2 .
y!
y =0
P∞ λy
As y =0 y ! = e λ.

Thus
σ 2 = E [X (X − 1)] + E [X ] − µ2 = λ2 + λ − λ2 = λ

Dr. Yasir Ali ([email protected]) Probability and Statistics


Binomial Distribution approaches to Poisson Distribution
n! x n−x
We know that fb (x) = x!(n−x)! p q here p = n.λ. As lim , fb (x) takes
n→∞
the following form
 x 
λ n−x

n! λ
lim 1−
n→∞ x!(n − x)! n n
λ −x
x
 n  
n(n − 1) · · · (n − x + 1) λ λ
= lim 1− 1−
n→∞ x! nx n n
x terms
z }| {
n(n − 1) · · · (n − x + 1)
= lim (1) 1 − n1 · · · 1 − x−1
  
Now lim nx n =1
n→∞ n→∞

λ −x

lim 1 − n =1
n→∞
λ n 1 x
= e −λ as lim 1 +
 
lim 1 − n x = e.
n→∞ n→∞

Thus
λx −λ
lim fb (x) = e
n→∞ x!
Dr. Yasir Ali ([email protected]) Probability and Statistics
Example
If approximately 2% of the people in a room of 200 people are left-handed,
find the probability that exactly 5 people there are left-handed.a
a
The Poisson distribution can also be used to approximate the binomial
distribution when the expected value λ = n.p is less than 5.

Dr. Yasir Ali ([email protected]) Probability and Statistics


Example
If approximately 2% of the people in a room of 200 people are left-handed,
find the probability that exactly 5 people there are left-handed.a
a
The Poisson distribution can also be used to approximate the binomial
distribution when the expected value λ = n.p is less than 5.

Poisson λ = n.p = 200.(0.02) = 4. Hence


x 5
f (x) = λx! e −λ = 45! e −4 = 0.1563.
Binomial C5200 (0.02)5 (0.98)195 = 0.1579

Dr. Yasir Ali ([email protected]) Probability and Statistics


Example
If approximately 2% of the people in a room of 200 people are left-handed,
find the probability that exactly 5 people there are left-handed.a
a
The Poisson distribution can also be used to approximate the binomial
distribution when the expected value λ = n.p is less than 5.

Poisson λ = n.p = 200.(0.02) = 4. Hence


x 5
f (x) = λx! e −λ = 45! e −4 = 0.1563.
Binomial C5200 (0.02)5 (0.98)195 = 0.1579

Example
During a laboratory experiment, the average number of radioactive
particles passing through a counter in 1 millisecond is 4. What is the
probability that 6 particles enter the counter in a given millisecond?a
a
λ = 4, x = 6.

Dr. Yasir Ali ([email protected]) Probability and Statistics


Patients arrive at hospital accident and emergency department at random
rate of 10 per hour
(a) Find the probability that during any 90 minutes period, the patients
arrive at hospital accident and emergency department are
1 Exactly 12
2 at least 15
(b) A patient arrive at 11:30. find the probability that next patient arrives
before 11:45.

(a)
λx90 e −λ90
λ = 10/hour , λ90 = 15/90 min, , P(x) =
x!
P(x ≤ 15) + P(x > 15) = 1
(b) Let λ̂ be the number of patient per 15 min then λ̂ = 2.5

P(x ≥ 1) = 1 − P(0)

Dr. Yasir Ali ([email protected]) Probability and Statistics


Discrete Distributions

Distributions Probability function Mean Variance


Binomial Cxn p x q n−x np npq
Cxa Cn−x
b   
n.a
Hypergeometric Cna+b
, a+b =N N a. N 2 n. N−n
N−a
N−1
λx −λ
Poisson x! e λ λ

For proof see page# 767 of Probability & Statistics for Engineers &
Scientists, 9th Edition
Ronald E. Walpole
Raymond H. Myers
Keying Ye

Dr. Yasir Ali ([email protected]) Probability and Statistics


A biased die with six faces is rolled, the random variable X denote the
number on the upper face. The probability distribution is shown here

X 1 2 3 4 5 6
P(X=x) a a b b b 0.4
Given E [X ] = 4.2 find the values of a and b. Find Var (5 − 3X ).

Dr. Yasir Ali ([email protected]) Probability and Statistics

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