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Discrete Distribution

This document summarizes several discrete probability distributions: - The Bernoulli distribution describes outcomes that are either a success or failure with a fixed probability p. - The binomial distribution describes the number of successes in n independent Bernoulli trials. The mean is np and variance is np(1-p). - The negative binomial distribution describes the number of trials until r successes occur. The mean is r/p and variance is r(1-p)/p^2. - The geometric distribution is a special case where r=1, describing the number of trials until the first success.

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42 views

Discrete Distribution

This document summarizes several discrete probability distributions: - The Bernoulli distribution describes outcomes that are either a success or failure with a fixed probability p. - The binomial distribution describes the number of successes in n independent Bernoulli trials. The mean is np and variance is np(1-p). - The negative binomial distribution describes the number of trials until r successes occur. The mean is r/p and variance is r(1-p)/p^2. - The geometric distribution is a special case where r=1, describing the number of trials until the first success.

Uploaded by

kenechidukor
Copyright
© © All Rights Reserved
We take content rights seriously. If you suspect this is your content, claim it here.
Available Formats
Download as PPT, PDF, TXT or read online on Scribd
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Tutorial 1

Discrete Probability Distributions

2001/1/15

Bernoulli Distribution
The outcome of some kind of trials can be
either a success or a failure. (e.g. tossing a
coin)
Denote X = 1 if the outcome is a success and
X = 0 if the outcome is a failure.
If P(X = 1) = p, then P(X = 0) = 1 - p.
We said X is a Bernoulli random variable.

2001/1/15

Bernoulli Distribution

Mean of X = E[X] = (1-p)*0 + p*1


=p

Variance of X = Var(X) = (1-p)(0-E[X])2


+ p(1-E[X])2
= (1-p)p

2001/1/15

Binomial Distribution
If we perform Bernoulli trials n times, then
the no. of successes X is binomial distributed.
It is usually denoted by:

n x
n x
b(x, n, p) = P(X = x) = p 1 p , 0 x n
x

where n = total no. of trials


p = probability of success
2001/1/15

Binomial Distribution
Each trial in binomial distribution is
independent. (i.e. outcome of each trial will
not affect others)
n is a fixed no.
When n = 1, the binomial distribution is
reduced to a Bernoulli distribution.
E[X] = np, Var(X) = np(1-p)

2001/1/15

Binomial Distribution

E.g. What is the probability that we get 4


heads after tossing a coin 10 times?

2001/1/15

Negative Binomial Distribution


Now, suppose the no. of trials is not fixed.
We perform Bernoulli trials repeatedly until
a given no. of successes r are observed.
Then we stop the trials.
We said the no. of trials required X is a
negative binomial random variable:

n 1 r
P{ X n}
p (1 p ) n r
r 1

2001/1/15

Negative Binomial Distribution


There are (r-1) successes in the first (n-1)
trials.
The n-th (last) trial must be a success.
E[X] = r/p, Var(X) = r(1-p)/p2

2001/1/15

Negative Binomial Distribution

E.g. A man practices shooting. If he hits the


target with probability 0.7, what is the
probability that he is required to shoot 10
times in order to hit the targets 7 times?

2001/1/15

Geometric Distribution
It is a particular case of -ve binomial distr.
Suppose we perform Bernoulli trials until a
success occurs (i.e. r=1).
If we let Y equal the no. of trials required:

y - 1 1
p 1 p y 1 p (1 p ) y 1
P(Y = y) =
1 -1

Then Y is a geometric random variable.

2001/1/15

10

Geometric Distribution

Geometric distribution is memoryless:

P(Y i j | Y i ) P (Y j )
Why?

2001/1/15

11

Geometric Distribution

How many trials should be made on


average in order to get a head when tossing
a coin?

2001/1/15

12

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