Probability MC3020

Lecture -7
Probability Distribution
Recall
Bernoulli Distribution
Binomial Distribution
The Binomial distribution counts the number of success in a fixed number of
Bernoulli trials.
𝑋~𝐵𝑖𝑛(𝑛, 𝑝)
Poisson Distribution
A distribution that counts the number of random events in a fixed
space of time is the Poisson distribution.
Some examples:
i. The number of cases of a disease in different towns.
ii. The number of births per hour during a given day.
iii. The number of particles emitted by a radioactive source in a given time.
iv. The numbers of calls arrive at a switch board per hour.
v. The number of customers that enter a store during a 15 minutes
interval.
vi. The number of printing errors per page of a book.
Poisson process
• Counts the number of events occurring in a fixed time or space,

when events occur independently and at a constant average rate.
• If we let 𝑋 = The number of events in a given interval,
• If the probabilities of 𝑋 are distributed in this way, we write
𝑋~𝑃𝑜𝑖(𝜆)
𝑒 −𝜆 𝜆𝑥
• A Poisson distribution is defined as 𝑃[𝑋 = 𝑥] = for 𝑥 =
𝑥!
0, 1, 2, … for some parameter 𝜆 > 0.
• X is said to be Poisson distributed with rate or parameter 𝜆
rate or parameter 𝜆
Let 𝜆 be the Mean(Average) number of events per interval.
For example:
5 births per hour during a given day:- 𝜆=5
25 customers that enter a store during a 15 minutes interval:- 𝜆=25
∴ 25/15 customers that enter a store during a 1 minute interval.
i.e., 𝜆 = 25/15
Conditions:
Take any sequence of random events such that:
i. All events are independent;
ii. The average number of success per unit time  remains
constant;
iii. Events cannot occur simultaneously.
This is the distribution of number of occurrence per unit of
time.
Properties: 
1) If 𝑋𝑃𝑜𝑖 () then  P[X  x]  1

x 0
2) If 𝑋𝑃𝑜𝑖 () then

(i)Mean 𝐸(𝑋) = 𝜆
(ii) Variance= 𝑉𝑎𝑟 𝑋 = 𝜆.
Example 1:
For a certain manufacturing industry, the number of industrial
accidents average three per week. Find the probability that ,
a)no accident will occur in a given week.
b)two accidents will occur in a given week.
c)at most four accidents will occur in a given week.
d)Find the probability that two accidents will occur in a given day.
Solution:
Let 𝑋 be the number of accidents in a given week
𝑋 = {0,1,2, … }
𝑋~𝑃𝑜𝑖(𝜆 = 3)
𝑃[𝑋 = 𝑥] =
𝑥!
a) P(No accident in a given week) = p(X=0) =
b) P(Two accidents in a given week) = p(X=2) =
c) P(at most 4 accidents in a given week)= p(X≤4) =

= p(0) + p(1) + p(2) + p(3) + p(4)
d) Let Y be the number of accidents in a given day

 = 3/7
Where the 7 represents the number of days in a week
𝑌~𝑃𝑜𝑖(𝜆 = 3/7)
𝑒 −𝜆 𝜆𝑦
P[Y=y] =
𝑦!
𝑒 −0.4285 0.42852
P(Two accidents on a given day) = p(Y=2) =
2!
Example 2:
Births in a hospital occur randomly at an average rate of 1.8 births
per hour. What is the probability of observing 4 births in a given
hour at the hospital?
Solution:
• Let 𝑋 = Number of births in a given hour
• Events occur randomly
• Mean rate 𝜆 = 1.8
⟹ 𝑋~𝑃𝑜𝑖(1.8)
• We can now use the formula to calculate the probability of
observing exactly 4 births in a given hour
What about the probability of observing more than or equal to 2
births in a given hour at the hospital?
We want 𝑃(𝑋 ≥ 2) = 𝑃(𝑋 = 2) + 𝑃(𝑋 = 3) + . . .
= 1 − 𝑃(𝑋 < 2)
= 1 − (𝑃(𝑋 = 0) + 𝑃(𝑋 = 1))
Changing the size of the interval
Suppose we know that births in a hospital occur randomly at an
average rate of 1.8 births per hour.
What is the probability that we observe 5 births in a given 2 hours
interval?
if births occur randomly at a rate of 1.8 births per 1 hour interval
Then births occur randomly at a rate of 3.6 births per 2 hours
interval
Let 𝑌 = No. of births in a 2 hours period
Then 𝑌 ∼ 𝑃𝑜(3.6)
This example illustrates the following rule If 𝑋 ∼ 𝑃𝑖𝑜(𝜆) on 1 unit

interval, then 𝑌 ∼ 𝑃𝑖𝑜(𝑘𝜆) on 𝑘 unit intervals
Example 3: Sum of two Poisson variables
Now suppose we know that in hospital A births occur randomly at
an average rate of 2.3 births per hour and in hospital B births occur
randomly at an average rate of 3.1 births per hour.
What is the probability that we observe 7 births in total from the
two hospitals in a given 1 hour period?
To answer this question we can use the following rule:
If 𝑿 ∼ 𝑷𝒊𝒐(𝝀𝟏 ) on 1 unit interval, and 𝒀 ∼ 𝑷𝒊𝒐(𝝀𝟐 ) on 1 unit
interval, then 𝑿 + 𝒀 ∼ 𝑷𝒊𝒐(𝝀𝟏 + 𝝀𝟐 ) on 1 unit interval.
So if we let 𝑋 = No. of births in a given hour at hospital A and
𝑌 = No. of births in a given hour at hospital B
Using the Poisson to approximate the Binomial
• In general,
If 𝑛 is large (say > 50) and 𝑝 is small (say < 0.1) then a
𝐵𝑖𝑛(𝑛, 𝑝) can be approximated with a 𝑃𝑖𝑜(𝜆) where 𝜆 = 𝑛𝑝.
Example 4:
Given that 5% of a population are left-handed, use the Poisson
distribution to estimate the probability that a random sample of
100 people contains 2 or more left-handed people.
Solution:
• 𝑋 = No. of left handed people in a sample of 100
• 𝑋 ∼ 𝐵𝑖𝑛(100, 0.05)
• Poisson approximation ⇒ 𝑋 ∼ 𝑃𝑖𝑜(𝜆) with
𝜆 = 100 × 0.05 = 5
𝑃 𝑋 ≥ 2 = 1 − 𝑃 𝑋 < 2
= 1 − 𝑃(𝑋 = 0) + 𝑃(𝑋 = 1)
Note: If we use the exact Binomial distribution we get the answer 0.96292.
Example 5:
• The manufacturer of the disk drives in one of the well-known

brands of microcomputers expects 2% of the disk drives to
malfunction during the microcomputer's warranty period.
• Calculate the probability that in a sample of 100 disk drives, that
not more than three will malfunction.
Exercise 1:
• Consider a computer system with Poisson job-arrival stream at an
average of 2 per minute. Determine the probability that in any
one-minute interval there will be
i. no job arrivals;
ii. exactly 3 job arrivals;
iii. at most 3 arrivals.
iv. What is the maximum jobs that should arrive one minute with
90 % certainty?
Exercise 2:
The number of calls coming per minute into a hotels reservation
center is Poisson random variable with mean 3.
a) Find the probability that no calls come in a given 1 minute
period.
b) Assume that the number of calls arriving in two different
minutes are independent. Find the probability that at least two
calls will arrive in a given two minute period.
Summary
Bernoulli Distribution
Binomial Distribution
The Binomial distribution counts the number of success in a fixed number of

Bernoulli trials.
𝑋~𝐵𝑖𝑛(𝑛, 𝑝)
Poisson process
Number of events occurred in a fixed time interval
A Poisson distribution is defined as P[X=x] =
𝑥!
𝑋~𝑃𝑜𝑖(𝜆)
(i) E(X)= 
(ii) Var(X)= 

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Lecture -7

• Counts the number of events occurring in a fixed time or space,

1) If 𝑋𝑃𝑜𝑖 () then  P[X  x]  1

2) If 𝑋𝑃𝑜𝑖 () then

b) P(Two accidents in a given week) = p(X=2) =

c) P(at most 4 accidents in a given week)= p(X≤4) =

d) Let Y be the number of accidents in a given day

This example illustrates the following rule If 𝑋 ∼ 𝑃𝑖𝑜(𝜆) on 1 unit

• The manufacturer of the disk drives in one of the well-known

The Binomial distribution counts the number of success in a fixed number of

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