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Bernoulli Distribution

The document discusses different probability distributions: 1) Bernoulli and binomial distributions describe single and multiple trials that result in binary outcomes (e.g. coin tosses). 2) The Poisson distribution describes counting events that occur randomly in time (e.g. number of patients arriving at a hospital). 3) Examples are provided to illustrate calculating expectations, variances, and probabilities using these distributions for problems like predicting underweight containers or software errors.

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Md. Nazmul Huda 1610805643
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45 views

Bernoulli Distribution

The document discusses different probability distributions: 1) Bernoulli and binomial distributions describe single and multiple trials that result in binary outcomes (e.g. coin tosses). 2) The Poisson distribution describes counting events that occur randomly in time (e.g. number of patients arriving at a hospital). 3) Examples are provided to illustrate calculating expectations, variances, and probabilities using these distributions for problems like predicting underweight containers or software errors.

Uploaded by

Md. Nazmul Huda 1610805643
Copyright
© © All Rights Reserved
Available Formats
Download as PDF, TXT or read online on Scribd
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Bernoulli distribution: a single trial is conducted which takes a binary

outcome. The probability mass function is


P(X=x) = 𝑃 𝑥 (1 − 𝑃)1−𝑥 x=0,1
Expectation: E(x) = p
Variance: V(x) = p(1-p)
Ex: if you toss a coin one times. For example, Random variable X indicates the no
of head.

Binomial distribution: n trails (n>1) are conducted which takes a binary outcome.
The probability mass function is
P(X=x) = (𝑛𝑥)𝑃 𝑥 (1 − 𝑃)𝑛−𝑥 x=0,1,2,..,n
Expectation: E(x) = np
Variance: V(x) = np(1-p)
Ex: if you toss a coin five times. For example, Random variable X indicates the no
of tail. n = 5 x = 0,1,2,3,4,5

Example: Suppose a milk factory has 20 containers and there is a probability of


0.261 that a milk container is underweight. a) What is the distribution of the number
of underweight containers in a box? b) Calculate expected number of underweight
cartons in a box and also calculate its variance. c) Calculate the probability that a
box contains exactly seven underweight containers and also d) calculate the
probability that a box contains no more than three underweight containers. e)
Calculate the probability that a box contain at least two underweight containers.
Solution: a) Binomial distribution
P(X=x) = (20
𝑥
)𝑃 𝑥 (1 − 𝑝)20−𝑥 x=0,1,2,..,20

b) E(x) = np = 20*0.261 = 5.22, V(x) = np(1-p) = 20*0.261*(1-0.261) = 3.857


Standard deviation = √3.857 = 1.96
c) P(X=7) = (20
7
)0.2617 (1 − 0.261)20−7 = 0.125
d)

e) P(X≥2) = P(2) + P(3) + …. + P(20) = ?


We know that , total probability = 1
P(0) + P(1) + P(2) + P(3) + …. + P(20) = 1
⇒ P(2) + P(3) + …. + P(20) = 1- P(0)-P(1)
⇒ P(2) + P(3) + …. + P(20) = 1-0.0024 – 0.0167 = .9809

Poisson distribution
The Poisson distribution is used when a random variable counts the
number of events that occur in an time interval. For example, 1) the
number of telephone calls received by an operator within a certain time
limit. 2) The number of patients arriving in an emergency room between
10 and 11 pm.
𝑒 −𝜆 𝜆𝑥
The probability mass function is P(X=x) = x = 0,1,2,3…..
𝑥!

Expectation: E(x) = λ
Variance: V(x) = λ
Difference between binomial distribution and Poisson distribution:
1) In binomial distribution, number of trials are fixed. In poisson
distribution, number of trials are infinite.
2) In binomial distribution, Variance ≤ Mean. In Poisson distribution,
Mean = Variance.
3) Ex of binomial distribution: Coin tossing experiment. Ex of Poisson
distribution: The number of patients arriving in an emergency room
between 10 and 11 pm.

Example: Suppose that the number of errors in a piece of software has a


parameter λ = 3. This parameter immediately implies that the expected
number of errors is three and that the variance in the number of errors is
also equal to three.
a) What is distribution of the number of errors in a piece of software.
b) Calculate the probability that a piece of software has no errors.
c) Calculate the probability that there are three or more errors in a piece
of software.
Solution: a) The number of errors in a piece of software follows passion
distribution
𝑒 −3 3𝑥
P(X=x) = x = 0,1,2,3…
𝑥!
𝑒 −3 30
b) P(X = 0) = = 0.05
0!

c) P(X=3) + P(X=4) + …=?


We know,
P(X=0) + P(X=1) + P(X=2) + P(X=3) + P(X=4) + …=1
⇒ P(X=3) + P(X=4) + …= 1-P(X=0)-P(X=1)-P(X=2)
𝑒 −3 30 𝑒 −3 31 𝑒 −3 32
⇒ P(X=3) + P(X=4) + …=1- - -
0! 1! 2!

⇒ P(X=3) + P(X=4) + …= 0.577

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