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Discrete Random Variables

This document discusses binomial random variables and binomial probability distributions. A binomial random variable results from a binomial experiment that involves n independent trials with two possible outcomes (success/failure), where the probability of success p is the same for each trial. The number of successes X in n trials is a binomial random variable. The probability mass function of X is written as b(x;n,p). The cumulative distribution function F(x) gives the probability that X is less than or equal to x. Binomial probability tables can be used to find binomial probabilities and cumulative binomial probabilities.
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0% found this document useful (0 votes)
40 views23 pages

Discrete Random Variables

This document discusses binomial random variables and binomial probability distributions. A binomial random variable results from a binomial experiment that involves n independent trials with two possible outcomes (success/failure), where the probability of success p is the same for each trial. The number of successes X in n trials is a binomial random variable. The probability mass function of X is written as b(x;n,p). The cumulative distribution function F(x) gives the probability that X is less than or equal to x. Binomial probability tables can be used to find binomial probabilities and cumulative binomial probabilities.
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© © All Rights Reserved
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Discrete Random

Variables
Binomial Random Variables and
Probability Distributions

Binomial Random Variables


A class of discrete random variables
Binomial -- results from a binomial experiment.

Conditions for a binomial experiment:


1. There are n trials where n is determined in
advance and is not a random value.
2. Two possible outcomes on each trial, called
success and failure and denoted S and F.
3. Outcomes are independent from one trial to the
next.
4. Probability of a success, denoted by p, remains
same from one trial to the next.
5. Probability of failure is 1 p.
2

Binomial Random Variables


Given a binomial experiment consisting of n trials,
the binomial random variable X associated
with this experiment is defined as
X = the number of Ss (successes) among the
n trials

X ~ Bin(n, p)

is written to indicate that X is a


binomial rv based on n trials with success
probability p.

Examples of Binomial Random Variables

Getting a sum of 7 on Two Dice

There are 6 different ways


of getting two dice to sum
to 7:
In each case, the probability
of getting the required
number on a single die is 1/6.
To get both numbers (so they
add to 7), the probability uses
the AND rule: 1/6 x 1/6 =
1/36.
To sum up the 6 possibilities,
use the OR rule: only 1 of the
6 events can occur, then
Prob = 6/36 = 1/6

die A

die B

prob

1/36

1/36

1/36

1/36

1/36

1/36

total

6/36

Binomial Probability Distribution


Because the pmf of a binomial rv X depends on
the two parameters n and p, we denote the pmf by

b(x; n, p)
Consider the case n = 4, for which one of the
possibility is

Binomial Probability- b(x;n,p)


Consider the case n = 4 (four trials), for which each
outcome, its probability, and corresponding x value
are listed in the table

Binomial Probability- b(x;n,p)

Binomial Probability- b(x;n,p)


Consider the case n = 4 (four trials), for which each
outcome, its probability, and corresponding x value
are listed in the table

Binomial Probability- b(x;n,p)

10

Finding Binomial Probabilities


n!
n x
P X x b ( x; n , p )
p x 1 p
x! n x !
Example: Probability of

Wins in Three Plays

p = probability to win = 0.2; plays of game are independent.


X = number of wins in three plays.
What is P(X = 2)?
What is P(X = 1)?
What is P(X = 0)?

3!
3 2
P X 2
.2 2 1 .2
2!3 2 !
3(.2) 2 (.8)1 0.096

11

Cumulative Distribution Function


(cdf) for X ~ Bin (n,p)

F ( x ) P X x B x; n , p b y ; n , p
y 0

x 0,1, 2 ..., n

12

Binomial Probability- Example

Probability that three cola drinkers prefer S

13

Finding Cumulative Distribution


Function for X ~ Bin (n,p);
Using Binomial Tables
x

P X x B x; n, p b y; n, p

x 0,1,2..., n

y 0

Example: Probability of failing in tensile strength


test of samples of a metal
p = probability of failing = 40%
; trials are independent.
X = number of samples failing strength test among
15 randomly selected.
What is P(X 10)? (At the most 10 samples fail)

Using Binomial Tables Appendix A-1:

B(10;15,0.4) = 0.982

14

Cumulative Binomial Probabilities


Table A-1

B(10;15,0.4)
= 0.991

15

Binomial Probability- Example

16

Cumulative Binomial Probabilities


Table A-1

B(8;15,0.2)
= 0.999

17

Binomial Probability- Example

p(X=a) = f(a) = F(a) F(a-1)

18

Cumulative Binomial Probabilities


Table A-1

B(7;15,0.2)
= 0.996

B(8;15,0.2)
= 0.999

19

Binomial Probability- Example

20

Cumulative Binomial Probabilities


Table A-1

B(7;15,0.2)
= 0.996

21

Binomial Probability- Example

p(a X b) = F(b) F(a-1)

22

Cumulative Binomial Probabilities


Table A-1

B(3;15,0.2)
= 0.648

B(7;15,0.2)
= 0.996

23

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