Probability and Statistics: Binomial Distribution
Probability and Statistics: Binomial Distribution
Binomial Distribution
DBS&H, CEME-NUST
| {z· · · A} BB
AAA · · · B}
| {z
x times n−x times
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
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
Number of trails n =
X number of Defective screws,
P(Def ) = p = , , P(ND) = q =
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
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 =
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
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
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
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.
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.
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
N−a
Cxa Cn−x
h(x; N, n, a) = , max {0, n − (N − k)} ≤ x ≤ min {n, k} .
CnN
N−a
Cxa × Cn−x
b Cxa × Cn−x
P(x) = , h(x; N, n, a) =
Cna+b CnN
7 5 12 4 3 1
a b N n x n-x
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.
X 0 1 2
f(X) 0.35 0.5 0.15
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).
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
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.
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.
1
f (0) + f (1) + f (2) = e −1 (1 + 1 + )
2!
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
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.
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.
(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)
For proof see page# 767 of Probability & Statistics for Engineers &
Scientists, 9th Edition
Ronald E. Walpole
Raymond H. Myers
Keying Ye
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 ).