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Discrete Probability Distributions: - Geometric, Binomial & Poisson

This document discusses discrete probability distributions such as the geometric, binomial, and Poisson distributions. It provides examples of calculating probabilities using each distribution. The geometric distribution describes experiments with repeated binary outcomes and calculates the probability of obtaining a specific number of failures before the first success. The binomial distribution calculates the probability of a given number of successes in fixed number of trials. The Poisson distribution applies to counting random events occurring independently at a certain rate and calculates the probability of a particular number of events.

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94 views24 pages

Discrete Probability Distributions: - Geometric, Binomial & Poisson

This document discusses discrete probability distributions such as the geometric, binomial, and Poisson distributions. It provides examples of calculating probabilities using each distribution. The geometric distribution describes experiments with repeated binary outcomes and calculates the probability of obtaining a specific number of failures before the first success. The binomial distribution calculates the probability of a given number of successes in fixed number of trials. The Poisson distribution applies to counting random events occurring independently at a certain rate and calculates the probability of a particular number of events.

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Discrete Probability

Distributions
-Geometric, Binomial &
Poisson
Find the probability
Q)You are playing a game of ludo, a game of dice and you can only
start the game if you roll a 6. What’s the probability that you will
need 2 dice rolls
Find the probability
Q)You are playing a game of ludo, a game of dice and you can only
start the game if you roll a 6. What’s the probability that you will
need 2 dice rolls
Sol: If we say X is the number of trials needed, then
P(X = 1) = P(Success in trial 1) = ⅙
Find the probability
Q)You are playing a game of ludo, a game of dice and you can only
start the game if you roll a 6. What’s the probability that you will
need at least 2 dice rolls
Sol: If we say X is the number of trials needed, then
P(X = 1) = P(Success in trial 1) = ⅙
P(X = 2) = P(Success in trial 2 ∩ Failure in trial 1) = ⅙ x ⅚
Find the probability
Q)You are playing a game of ludo, a game of dice and you can only
start the game if you roll a 6. What’s the probability that you will
need exactly two dice rolls and for at least two dice rolls?
Sol: If we say X is the number of trials, then
P(X = 1) = P(Success in trial 1) = ⅙
P(X = 2) = P(Success in trial 2 ∩ Failure in trial 1) = ⅙ x ⅚ = 5/36
P(X ≤ 2) = P(X = 1) + P(X = 2) = ⅙ + 5/36 = 11/36
Find the probability distribution
What if you needed to look at the probability
of needing fewer than 10 attempts or even
20 or 100?
Find the probability distribution
What if you needed to look at the probability of needing fewer than
10 attempts or even 20 or 100?

-> If we have to work out every single probability, it would take


forever

->Even though it’s never ending, there’s still a way of

figuring out as there is a pattern to this type of probability


distribution
Find the probability distribution

x P(X = x)

1 ⅙
2 ⅚x⅙
3 ⅚x⅚x⅙
4 ⅚x⅚x⅚x⅙
Generalising the distribution
P(X = r) = ⅚ ^ (r -1) × ⅙
P(X = r) = q ^ (r - 1) p
(r - 1) failures and 1 success
Generalising the distribution
P(X = r) = ⅚ ^ (r -1) × ⅙
P(X = r) = q ^ (r - 1) p
(r - 1) failures and 1 success
Here, q = 1 - p
p -> probability of success
q -> probability of failure
Generalising the distribution
P(X = r) = ⅚ ^ (r -1) × ⅙
P(X = r) = q ^ (r - 1) p
(r - 1) failures and 1 success
Here, q = 1 - p
p -> probability of success
q -> probability of failure
This is the Geometric distribution
Geometric distribution
• P(X = r) = p qr-1
• P(X > r) = qr
• P(X ≤ r) = 1 - qr

Represented as X ~ Geo(p)
Geometric distribution
• P(X = r) = p q ^ r - 1
• P(X > r) = q
• P(X ≤ r) = 1 - q ^ r

Represented as X ~ Geo(p)
Mean = Expectation(E(X)) = ∑xP(X = x) =
1/p
Geometric distribution
• P(X = r) = p q ^ r - 1
• P(X > r) = q
• P(X ≤ r) = 1 - q ^ r

Represented as X ~ Geo(p)
Mean = Expectation(E(X)) = ∑xP(X = x) =
1/p
Var(X) = E(X ^ 2 ) – E ^ 2 (X) = q/p^2
Find the probability
Q) You are attempting an exam which has MCQs. You do not know
the answer to three questions and have to guess. Find the probability
of getting 0 questions right, 1 question right, 2 right and 3 right if you
have 4 options in a question?
Find the probability
Sol:
Find the probability

x P(X = x) Power of 0.75 Power of 0.25

0 0.75^3 3 0

1 3x0.75^2x0.25 2 1

2 3x0.75x0.25^2 1 2

3 0.25^3 0 3
Generalising the distribution
•

• X ~ B(n, p)

• E(X) = np

• Var(X) = npq

This is the Binomial distribution


Finding the probability
Q) There is a vending machine and it has been observed that it
doesn’t work properly on an average of 3.4 times per week. What’s
the probability of the machine not malfunctioning next week? Also,
find the probability of malfunctioning three times next week
Poisson distribution
• Individual events occur at random and
independently in a given interval. This can be an
interval of time or space—for example, during a
week, or per km

• You know the mean number of occurrences in the


interval or the rate of occurrences, and it’s finite.
The mean number of occurrences is represented by
the Greek letter λ (lambda)
Poisson distribution
• Represented as X ~ Po(λ)

• E(X) = λ

• Var(X) = λ
Finding the probability
Q) There is a vending machine and it has been observed that it
doesn’t work properly on an average of 3.4 times per week. What’s
the probability of the machine not malfunctioning next week? Also,
find the probability of malfunctioning three times next week
Finding the probability
Q) There is a vending machine and it has been observed that it
doesn’t work properly on an average of 3.4 times per week. What’s
the probability of the machine not malfunctioning next week? Also,
find the probability of malfunctioning three times next week
Sol: If there are no malfunctions, then X must be 0.

Substitute x = 0 and λ = 3.4 in


We get P(X = 0) = 0.033
Similarly for P(X = 3), we get 0.216

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