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21 views17 pagesUnit-2 Prob. Distibutions
Uploaded by
Premnath PremnathCopyright
© © All Rights Reserved
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Binomial distribution
Definition A random variable X is said to follow a binomial distribution with parameter n and p
if its probability mass function is given by
*Cuptq” ®, © =0,1,2,+-+,n
0.
1. The parameter p is the probability of si
P(X =2)=
otherwise
sina
gle trial and n is the number of trial
also known as the index or the degree of the binomial distribution.
Itis clear that P(X = x) = p(x) 20 Vex
3. Binomial distribution is used in games of chance, military defense strategies, failure analysis and
many other situations.
Formula to remember:
1. The binomial distribution is P(X = npg = 16 -——-(2)
Using (1) in (2), we get
6
(2) + 20q = 16 + q= Pa
4 1
i p= Log=1—_ sg and
Be (1) + n.¢ = 20 n= 100
the parameters are 00,2). Problem — Six dice are thrown 729 times. How many times do you expect atleast 3 dice to show a five
ora six?
Solution: Success is getting 5 or 6 in adie. Let_X denote the number of success when 6 dive are thrown.
°X isa binomial random variable with parameter (n.,p).
2 P(X =a) =" Crp? *, © =0,1,2,--- mn
Given n = 6 and p =probability of getting 5 or 6 =
1 2
—p=1-3=3
3
© P(X =2) °C, G) @. 201.2,
PX >3) =1-P(X <3)
=1~- {P(X =0) 4+ P(X =1)+ P(X =2)}
fal @e@' OO}
=1~ J (04 + 192 + 240}
496 _ 233
~ 729 ~ 729
when 6 dices are thrown 729 times, the number of times atleast 3 dice show 5 or 6 is 720 x =>
=1
233. Problem — [In 256 sers of 12 tosses of a fair coin,in how many cases may one expect 8 heads and 4 tails?
Solution: Let X denote the number of heads.
-_X isa binomial random variable with parameter (n, p).
2 P(X =a) =" Capt, 2 = 0,126.0
Given n = 12 and p =probability of getting head= ;
Pe
2
1
sgl-p=i- p=
1\? 1 1-2 i 12,
«p(x aay ae, (LY (2) 20. (2)" e051),
1 PX =2)= c.(3) (3) c.($) (2 =0,1,2,
1 12
“P(t =a) = (5) =012
"the number of times to get 8 heads and 4 tails appearing in 256 sets= 256 x 0.12 = 30.72 © 31times. Problem — Yen coins are thrown simultaneously. Find the probability of getting atleast 7 heads?
Solution: Here n=10. Tet X denotes number of heads. ,*, X follows a hinomial distribution
P(X =a) =" Cyt’, 2 =0,1,200- 0
thy pegeabeinlth a a
Now p=probability of getting a head= pgs l-p=
iN? iN? ; a\"
aPat=a)="¢, (5) (3) =P(x=2)="6, (5) »2=0,1,2,-+ 10
2
Required P(X > 7) = P(X =1) + P(X =8) + P(X =9) + P(X = 10)
10 10 10 10
(ral) aCe)
ani
=(;) (120 445+ 10+ 4] = 04718 5
Problem 7 A discrete random variable X has moment generating function Mx(t) = G + “) .
Find E [X], Var [X] and P(X = 2).
45
a
== Hl
5p 0.0879 Problem Gut of 800 families with 4 children each, how many families would be expected to have (1)
2 boys and 2 girls (2) atleast one boy (3) at most 2 girls (4) children of both sexes.
Solution:
Consider each child as a trial, n = 4. Assuming that birth of a boy is a success, p = and q = 1
Let X denote the number of boys.
P(2 boys and2 girls) = P(X = 2)
“eG
Number of families having 2 boys and 2 girls— N.P(X — 2) — 800 « 2 — 300
P(atleast | boy) = P(X > 1)
=1-P(X <1)
=1 P(X =0)
ry oO 1 40 15
=1-40u(3) -(3) = Number of families having atleast 1 boy= N.P(X > 1) = 800 = 700
P(atmost 2 girl) = P(exactly 0 girl, | girl or 2 girl)
= P(X —4,X —30rX —2)
1- (P(X =0) + P(X =} =F
Number of families having atleast | boy= N.P(atmost 2 girl) = 800 x u = 550
P( children of both sexes) = 1 — P(either all are boys or all are girls)
=1-{P(N = 4) 4 PU = n=r-[e (3) +()}
700
Niurthor bf fandllt heWing lead Hay NPabovond 1h) < AWD L 7 Poisson distribution
Definition A random variable X is said to follow a Poisson distribution with parameter \ > 0, if
its probability mass function is given by
P(X =2) =
Xs called a Potsson random variable.
Note
1. Mean=Variance= \.
2. Itis clear that P(X = a) = p(x) >0 Va
3. Moment generating function of Poisson distribution is Mx (t) = eX’), Problem six coins were tossed 6400 times using the Poisson distribution, Find the probability of
getting 6 heads 10 times.
. a . . . ff
Solution Eiobabilify of gelting one head with ope coin— 5,
i
a
6
Probability of getting six heads with six coin= (3) =
Here n=6400. -, = mp = 6100 1 = 100
10.
Pigetting 6 heads 10 times)= P(X = 10) = oa Problem A car hire firm has two cars which is been hired for day by day basis with mean of 1.5. Use
Poisson distribution to find on a particular day.
1. some demand is refiused.
2. no car is used.
3. no demand is refused.
Solution: Given \ = np = 1.5
some demand is refused. ie., P(X > 2) =1- P(X <2)
=1-[P(X =0)+ P(X =1)+ P(X =2))
= a15(15)° as (5)! a5 (1-57
=1-|e ete ee OE
=1- [ev e115) + onl
= 1 — [0.233 + 0.334 + 0.251] = 0.191 0
‘2.no car is used. ie. P(X =0) = esl
=e 15 — 0,293
no demand is refused. ie, PX <2) = [P(X =0) + P(X = 1) + PX =2)
= 1s (1.5)? -15 (1.5)! -15(1.5)?
-[ a 78 te
= a +e }5(1.5) + ous)
— [0.233 + 0.334 + 0.251] — 0.808 Normal distribution
ion A continuous random variable X. with parameters 1 and 0 is said ro follow a normal
Defini
distribution if its probability density function is given by
»00<2<00,7>0
X is called a normal random variable.
Note
1. The notation X ~ N(j:,0?) means X is normally distributed with mean jz and variance 0?
Np
: . . . 1
In the binomial distribution with parameters rand p, when 1 is very large and p is nearly 5 the
binomial approaches normal.
. Let X ~ N(pi,0?). Then Play < X 19)
2 P(125 k) — 0.24
Solution: Given j: = 16 and ¢ = 3.
19-16 _
=
oa
J. When X = 19, Z=
z
“ P(X 219) =P(Z21)
=05-P(0<2<1)
= 0.5 -0.3413
= 0.1587 2. When X = 12.5, Z = Beas =-1.16
When X =19, 7=/9='8 _ 4
3
vo, P(125 K) = 0.24
Winx aK, 7" —
3
P(X > K) =0.24
=> P(Z >) =0.24
= P(0 K =18.1 Problem 2. Ina rest on 2000 electric bulbs, it was found that the life of a particular make was normally
distributed with an average life of 2040 hours and standard deviation of 60 hours. Estimate the number
of bulbs likely t0 burn for (i) more than 2100 hours ()less than 1950 hours @) more than 1920 hours
but less than 2160 hours.
Solution: Given ys = 2040 and o = 60.
X-y X—2040
Put Z =
60
LL.
1. When X = 2100, Z = 2g 2000 Z
1
2. P(X > 2100) — P(Z 21)
=0.5-P(0 2100 hours — 2000 » 0.1587 = 159.
the number of
1
t
1
0
os | 1 1950 — 2040 _
2. When X = 1950, Z = "= “15
o™
! 2. P(X < 1950) = P(Z <-1.5)
' =0.5—P(0 <2 < 15)
H 2 = 0.5 — 0.4332
as Oma 7
nm = 0.0668
., the number of bulbs expected to burn for less than 1950 hours — 2000 » 0.0668 -s 134.
3. When X = 1920, Z — 1920— 2040 _ _)
60
2160 — 2040
When X = 2160, Z = =2
P(1920 < X < 2160) =P(-2
