STA408 Pn.

Sanizah's Notes
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TOPIC 1
Probability Distribution
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OUTLINE
Random variables
Types of random variables (Discrete and continuous)
Probability Distributions
Discrete Probability Distributions
Probability mass function (pmf)
Mean/expected value and variance
Special Discrete Probability Distribution
Binomial Distribution
Poisson Distribution
Poisson Approximation to Binomial
Continuous Probability Distributions
Probability density function (pdf)
Mean/expected value and variance
Special Continuous Probability Distribution
Normal Distribution and Standardization
TYPES OF RANDOM VARIABLES
Discrete Continuous
A quantitative random
variable that can
assume a countable
number of values
e.g. toss a coin, throw a
die
A quantitative random
variable that can
assume an uncountable
number of values
e.g. time, height,
weight, price
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Definition : A random variable (r.v.) is a
function or rule that assigns real-valued numbers
to each possible outcome of a random experiment.
Exercise
Classify the following r.v. as discrete or continuous:
X: the no. of automobile accidents per year in Selangor.
Y: the length of time to play 18 holes of golf.
M: the amount of milk produced yearly by a particular
cow.
N: the no. of eggs laid each month by a hen.
P: the no. of building permits issued each month in a
certain city.
Q: the weight of grain produced per acre.
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Examples of random variables
Experiment Random Variable Values Type
Flip a coin three
times
X = the total
number of heads
{0, 1, 2, 3}
Discrete
There are only
four possible
values for X.
Throw two dice X = the sum of the
numbers facing up
{2, 3, 4, ..., 12}
Discrete
Measure the
length of an
object
X = its length in
centimeters
Any positive real
number
Continuous
The set of
possible
measurements
can take on any
positive value.
Select a soccer
player
X = the number
of goals the
player has scored
during the season
0, 1, 2, 3, ...
Discrete
Infinite
Probability Distribution
Probability: What is the chance that a given
event will occur?
The probability distribution for a random
variable describes how probabilities are
distributed over the values of the random
variable.
The probability distribution is defined by a
probability function which provides the
probability for each value of the
random variable.
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PART 1
DISCRETE RANDOM
VARIABLE
and
DISCRETE PROBABILITY
DISTRIBUTION
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Discrete random variable
Example 1
Experiment: Two marbles are drawn in succession
without replacement from an urn containing 4 red
and 3 green marbles.
Outcome: R, G
Sample Space: S={RR, RG, GR, GG}
The random variable
X: number of red marbles
The random values
x = 0, 1, 2
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Discrete Probability
Distribution
Consist of values a random variable can
assume and the corresponding
probabilities of the values.
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Properties for a Discrete
Probability Distribution
If X is a discrete random variable, then
( )
( ) 1 X P ) b (
1 X P 0 ) a (
=
s s

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Recall Example 1
Let X be the discrete variable the number of red
marbles obtained when 2 marbles are selected at random
from an urn containing 4 red and 3 green marbles. Show
the probability distribution in a table.
X:number of red marbles
x=0,1,2
Probability distribution for X
x 0 1 2
P(X=x) 1/7 4/7 2/7

= > 1 ) ( and 0 ) ( x f x f
Sample space x Probability
RR
RG
GR
GG
Example 2
Let X be the discrete variable the
number of heads obtained when
three coins are tossed. Show the
probability distribution in a table and
show X is a discrete random variable.
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Example 2
Experiment: Three coins are tossed
X: number of heads
Probability distribution of X
Sample
space
x Probability
HHH
HHT
HTH
HTT
THH
THT
TTH
TTT
x
P(X=x)
Example 5-2: Tossing Coins
Represent graphically the probability
distribution for the sample space for tossing
three coins.
.
Note: Refer Figure 5-1 pg 260
Expected Value
Mean of a discrete random variable
( ) ( ) ( ) ( )
( )

=
=
+ + + =
n
1 i
i i
n n 2 2 1 1
X P X
X P X ... X P X X P X X E
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Example 3
Find the expected value from the
following probability distribution table
X 0 1 2 Total
P(X) 2/5 8/15 1/15 1
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Expectation of a function
of a random variable
If X is a random variable, a and b are
constants, then
| | | | | |
b aE(X) b) E(aX (iv)
X of functions are ) X ( g and ) X ( g where
) X ( g E ) X ( g E ) X ( g ) X ( g E (iii)
aE(X) E(aX) (ii)
a E(a) ) i (
2 1
2 1 2 1
+ = +
+ = +
=
=
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Example 4
Let X be the discrete random variable with following
probability distribution
Find
(a) E(X) (b) E(X
2
) (c) E(4X+3) (d) E(2X
2
+X-1)
X 1 2 3 4 Total
P(X) 2/9 3/9 1/9 3/9 1
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Variance of a
Discrete Random Variable
( ) ( ) | |
2 2
X E X E ) X ( V =
( ) | | E(X) where , X E ) X ( V
2
= =
If X is a random variable, a and b are
constants, then
V(X) a b) V(aX (iii)
V(X) a V(aX) (ii)
0 V(a) ) i (
2
2
= +
=
=
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Example 5
Let X be the discrete random variable with
following probability distribution
Find
(a) V(X) (b) V(4X+3)
X 1 2 3 4 Total
P(X) 2/9 3/9 1/9 3/9 1
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SPECIAL DISCRETE PROBABILITY
DISTRIBUTION
BINOMIAL
DISTRIBUTION
POISSON
DISTRIBUTION
POISSON
APPROXIMATION
TO BINOMIAL
DISTRIBUTION
For each distribution, you need to know:
a) the criteria/conditions
b) the probability formula
c) the mean, variance, and standard deviation
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BINOMIAL DISTRIBUTION
An experiment often consists of repeated trials, each
with two possible outcomes ( success,p or failure,q).
Example: Testing of items as they come off an
assembly line where each test or trial may indicate a
defective or nondefective item.
Other probability problems having two outcomes:
tossing a coin, gender, win or lose, true/false question,
abnormal/normal blood pressure, yes/no, etc.
Note: Classification of success and failure
does not imply that one outcome is good and
the other is bad.
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THE BINOMIAL DISTRIBUTION
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The binomial experiment is a probability
experiment that satisfies these criteria:
1. Each trial can have only two possible
outcomes success or failure.
2. There must be a fixed number of trials.
3. The outcomes of each trial must be
independent of each other.
4. The probability of success must remain the
same for each trial.
Binomial Distribution X~Bin(n,p)
( )
( )
!
- ! !

=
X n X
n
P X p q
n X X
The Formula: In a binomial experiment, the
probability of exactly X successes in n trials is
( )
number of possible probability of a
desired outcomes desired outcome
or

=
X n X
n x
P X C p q
, where X = 0, 1,2,,n
NOTE:
p = probability of success
q = probability of failure
=1 - p
The mean and variance for Binomial Distribution are:
( )
npq X V
np X E
= =
= =
2
) ( o

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Example 6
At Giant Supermarket, 60% of customers pay
by credit card. Find the probability that in a
randomly selected sample of 10 customers,
(a) exactly two pay by credit card,
(b)more than 7 pay by credit card.
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Example 7
Over a long period of time, it has been observed that a
given rifleman can hit a target on a single trial with
probability equal to 0.8. Suppose he fires four shots
at the target. What is the probability that he will hit
the target:
(a) exactly two times?
(b) at least once?
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Using Cumulative Binomial
Probabilities Table
The cumulative binomial probabilities table
provided gives the values of
which is the probability of obtaining r or more
successes in n independent trials.
Refer Table handout.

|
|
.
|

\
|
= >
n
r x
x n x
p p
x
n
r X P ) 1 ( ) (
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Example 8
The probability that a patient recovers
from a rare blood disease is 0.4. If 10
people are known to have contracted this
disease, Find the probability that:
(a) At least 7 survive
(b) From 3 to 5 survive P(3 X 5)
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Poisson Distribution
Consider the random variable X:
The number of emergency calls received by an
ambulance
in an hour
The number of vehicles approaching the Batu Tiga
Toll in a five-minute interval
The number of flaws in a meter length of material
The number of field mice per acre
The number of bacteria in a given culture
The number of typing errors per page
Assuming that each occurs randomly, above are
examples of variables that can be modeled using
Poisson distribution.
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Criteria of Poisson
Distribution
Events occur at random in a given interval
of time or space
The r. v. is the number of events that
occur in an interval of a given size.
Events occur independently.
, the mean number of occurrences in the
given interval is known and finite.
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Poisson Distribution X~Po()
The probability distribution of the Poisson random
variable X, representing the number of outcomes
occurring in a given time interval or specified region
, is
where is the average number of outcomes per unit
time, area, distance, or volume, and e=2.71828.
The mean and variance for Poisson distribution are:
... , 2 , 1 , 0 ,
!
) (
) ( ) ; ( = = = =

x
x
e
x X P x p
x

o

= =
= =
) (
) (
2
X V
X E
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Example 9
Cars arrive at a petrol station at an average
rate of 30 per hour. Assuming that the cars
arriving at the petrol station occur at random,
find the probability that:
a) No car arrives during a particular 5 minutes
interval.
b) More than 3 cars arrive in 10 minutes interval.
c) Less than 5 cars during a period of half an
hour.
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Example 10
Suppose the number of telephones calls
arriving in an office during a 30-minutes
period has a Poisson distribution with mean
number of calls equal to 3. Find the
probability that
a) no calls during a 30-minute period
b) more than 1 call during a 15-minutes
period
c) between 2 and 4 calls (inclusive) during
60 minutes period
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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 Poisson distribution with
the same mean, i.e. X~Po(np).
The approximation gets better as n gets
larger and p gets smaller.
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Example 11
1% of the electric bulbs that is produced by a
factory are defective. In a random sample of
250 electric bulbs, find the probability that
3 electric bulbs are defective by using the
a) binomial distribution
b) Poisson distribution
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Example 12
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,
(a) exactly three are broken,
(b) at least two are broken.
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