4 - Statistics

Probability & Statistics
Presented By: Eng. Zeidoun

Mathematical Expectation
Mean “Average”
Example: A lot containing 7 components is sampled by a quality inspector; the lot contains
4 good components and 3 defective components. A sample of 3 is taken by the inspector.
Find the expected value of the number of good components in this sample.
Solution: Let X represent the number of good components in the sample. The probability
distribution of X is
Let X be the random variable that denotes the life in hours of a certain electronic device.
The probability density function is
Then:
Example: Suppose that the number of cars X that pass through a car wash
between 4:00 P.M. and 5:00 P.M. on any sunny Friday has the following
probability distribution:
Let g(X)=2X−1 represent the amount of money, in dollars, paid to the

attendant by the manager. Find the attendant’s expected earnings for this
particular time period.
Example: Let X be a random variable with density function

Let X and Y be the random variables with joint probability distribution

indicated in previous example. Find the expected value of g(X, Y ) = XY .
The table is reprinted here for convenience.
Find E(Y /X) for the density function

Example: Let the random variable X represent the number of automobiles

that are used for official business purposes on any given workday. The
probability distribution for company A:
Find the variance of the probability distribution for company A

• An alternative and preferred formula for finding variance, which often

simplifies the calculations, is stated in the following theorem.
Let the random variable X represent the number of defective parts for a
machine when 3 parts are sampled from a production line and tested. The
following is the probability distribution of X
calculate variance
The weekly demand for a drinking-water product, in thousands of liters,

from a local chain of efficiency stores is a continuous random variable X
having the probability density
Find the mean and variance
Example:
• Joint Distribution Function

Example:
Probability
END OF LECTURE
Mean and Variance of linear combinations of linear variables:

• Repeating Example slide 7:
• Same result so we can use it instead for simplicity.

Example:
Example:The weekly demand for a certain drink, in thousands of liters, at a chain

of convenience stores is a continuous random variable g(X) = X2 + X − 2, where X
has the density function
Find the expected value of the weekly demand for the drink.
Proof:
Example:
New Chapter
Discrete Probability Distributions
Bernoulli probability:
Binomial Distribution:
Binomial Distribution:
Example:
The probability that a certain kind of component will survive a shock test is 3/4.
Find the probability that exactly 2 of the next 4 components tested survive.
Here we have p=3/4, then q=1/4. n=4 and the number of success needed is x=2.
Then:
• Binomial Disrtribution Derivation:

• Binomial Distribution probabilities:

• Example: using appendix A.1

Example: In a certain city district, the need for money to buy drugs is stated as
the reason for 75% of all thefts. Find the probability that among the next 5 theft
cases reported in this district,
(a) exactly 2 resulted from the need for money to buy drugs;
(b) at most 3 resulted from the need for money to buy drugs
Example:
In testing a certain kind of truck tire over rugged terrain, it is found that 25% of the trucks fail to
complete the test run without a blowout. Of the next 15 trucks tested, find the probability that
(a) from 3 to 6 have blowouts;
(b) fewer than 4 have blowouts;
(c) more than 5 have blowouts.
(d) how many of the 15 trucks would you expect to have blowouts?
(e) What is the variance of the number of blowouts experienced by the 15 trucks? What does that
mean?
The complexity of arrivals and departures of planes at an airport is such that computer
simulation is often used to model the “ideal” conditions. For a certain airport with three
runways, it is known that in the ideal setting the following are the probabilities that the
individual runways are accessed by a randomly arriving commercial jet:
Runway 1: p1 = 2/9,
Runway 2: p2 = 1/6,
Runway 3: p3 = 11/18.
What is the probability that 6 randomly arriving airplanes are distributed in the following
fashion?
Runway 1: 2 airplanes,
Runway 2: 1 airplane,
Runway 3: 3 airplanes
Example:
Lots of 40 components each are deemed unacceptable if they contain 3 or more
defectives. The procedure for sampling a lot is to select 5 components at random
and to reject the lot if a defective is found. What is the probability that exactly 1
defective is found in the sample if there are 3 defectives in the entire lot?
Find the mean and variance of the random variable of previous Example:
an experiment where the properties are the same as those listed for a binomial experiment,
with the exception that the trials will be repeated until a fixed number of successes occur.
Therefore, instead of the probability of x successes in n trials, where n is fixed, we are now
interested in the probability that the kth success occurs on the xth trial. Experiments of this
kind are called negative binomial experiments.
The number X of trials required to produce k successes in a negative binomial experiment is
called a negative binomial random variable, and its probability distribution is
called the negative binomial distribution.
Example:
.
Properties of the Poisson Process:

Example:
Approximation of Binomial Distribution by a Poisson Distribution

New Chapter
Continous Probability Distributions
Properties
Example

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Probability & Statistics

Presented By: Eng. Zeidoun

Let g(X)=2X−1 represent the amount of money, in dollars, paid to the

Example: Let X be a random variable with density function

Let X and Y be the random variables with joint probability distribution

Find E(Y /X) for the density function

Example: Let the random variable X represent the number of automobiles

Find the variance of the probability distribution for company A

• An alternative and preferred formula for finding variance, which often

The weekly demand for a drinking-water product, in thousands of liters,

• Joint Distribution Function

Mean and Variance of linear combinations of linear variables:

• Repeating Example slide 7:

• Same result so we can use it instead for simplicity.

Example:The weekly demand for a certain drink, in thousands of liters, at a chain

• Binomial Disrtribution Derivation:

• Binomial Distribution probabilities:

• Example: using appendix A.1

Properties of the Poisson Process:

Approximation of Binomial Distribution by a Poisson Distribution

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