Chapter 5 PDF Lecture Notes
Chapter 5 PDF Lecture Notes
Probability Distributions
Random variables and their probability
distributions
• A random variable is a real-valued function whose domain is a sample
space.
• 2. σ𝑥 𝑝 𝑥 = 1
Example
• Roll a die.
• X: outcome
x 1 2 3 4 5 6
p(x) 1/6 1/6 1/6 1/6 1/6 1/6
Example
• Flip two coins
• X: number of heads
x 0 1 2
0 𝑏<0
0.04 0≤𝑏<1
•𝐹 𝑏 =𝑝 𝑋≤𝑏 =
0.36 1≤𝑏<2
1 𝑏≥2
5.1
• Among 10 applicants for an open position , 6 are females and 4 are
males, Suppose three applicants are randomly selected from the
applicant pool for final interviews. Find the probability distribution for
X, the number of female applicants among the final three.
• X: 0,1,2,3
4 6 4
•𝑝 𝑋=0 = 3
10 ;𝑝 𝑋 =1 = 1 2
10 ;
3 3
6 4 6
•𝑝 𝑋=2 = 2 1
10 ;𝑝 𝑋 =3 = 3
10
3 3
5.8
• Daily sales records for a computer manufacturing firm show that it
will sell 0, 1, or 2 mainframe computer systems with probabilities as
listed:
Number of sales 0 1 2
Probability 0.7 0.2 0.1
continue
• Find the probability distribution for X, the number of sales in a two-
day period, assuming that sales are independent from day to day,
• Find the probability that at least one sale is made in the two-day
period
Solution
• X: 0,1,2,3,4.
• P(X=0)=0.7^2
• P(X=1)=0.7x0.2+0.2x0.7
• P(X=2)=0.7x0.1+0.1x0.7+0.2^2
• P(X=3)=0.2x0.1+0.1x0.2
• P(X=4)=0.1^2
0 𝑏<0
0.12 = 0.01 0≤𝑏<1
•𝐹 𝑏 =𝑃 𝑋≤𝑏 =
0.12 + 2𝑥0.1𝑥0.9 = 0.19 1≤𝑏<2
1 𝑏≥2
Expected values of random variables
• The expected value of a random variable X having probability
distribution p(x) is given by: 𝜇 = 𝐸 𝑋 = σ𝑥 𝑥𝑝 𝑥 .
• 𝐸 𝑎𝑋 + 𝑏 = 𝑎𝐸 𝑋 + 𝑏
• 𝐸 𝑎𝑋 + 𝑏 = σ 𝑎𝑥 + 𝑏 𝑝 𝑥 = 𝑎 σ 𝑥𝑝 𝑥 + 𝑏 σ 𝑝 𝑥 = 𝑎𝐸 𝑋 + 𝑏
• 𝑉 𝑎𝑋 + 𝑏 = 𝑎2 𝑉 𝑋
Example
• The manager of a stockroom in a factory knows from her study of
records that X, the daily demand for a certain tool, has the following
probability distribution:
• Find the expected daily demand for the tool and the variance.
• Suppose it costs the factory $100 each time the tool is used. Find the
mean and variance of the daily costs for use of this tool.
Demand 0 1 2
Probability 0.1 0.5 0.4
Solution
• 𝐸 𝑋 = 𝜇 = σ 𝑥𝑝 𝑥 = 0 ∙ 0.1 + 1 ∙ 0.5 + 2 ∙ 0.4 = 1.3
• Y: cost; Y=100X
• E(Y)=100E(X)
• V(Y)=100^2V(X)
Tchebysheff’s inequality
• Let X be a random variable with mean 𝜇 and standard deviation 𝜎.
Then for any 𝑘 > 1, we have:
1
• 𝑝 𝑋 − 𝜇 < 𝑘𝜎 ≥ 1 − .
𝑘2
1
• Equivalent to 𝑝 −𝑘𝜎 < 𝑋 − 𝜇 < 𝑘𝜎 ≥ 1 − or
𝑘2
1
• 𝑝 𝜇 − 𝑘𝜎 < 𝑋 < 𝜇 + 𝑘𝜎 ≥ 1 −
𝑘2
1
• At least (1 − )% of the data falls in the interval 𝜇 − 𝑘𝜎, 𝜇 + 𝑘𝜎 .
𝑘2
Example
• The daily production of electric motors at a certain factory averaged
120 with standard deviation of 10. What fraction of days will have a
production level between 100 and 140?
1
• Hence 1 − = 3/4.
𝑘2
• At least 75% of the days will have total production in this interval.
17
• The number of breakdowns for a university computer system is
closely monitored by the director of the computing center, because it
is critical to the efficient operation of the center. The number
averages 4 per week, with a standard deviation of 0.8 per week.
• A) Find an interval that must include at least 90% of the weekly
figures on number of breakdowns.
• Interval: 𝜇 − 𝑘𝜎, 𝜇 + 𝑘𝜎
• 𝜇 = 4, 𝜎 = 0.8; 1.47,6.53
𝑛
•𝑝 𝑦 =𝑝 𝑌=𝑦 = 𝑦
𝑝𝑦 1 − 𝑝 𝑛−𝑦 , 𝑦 = 0,1, ⋯ , 𝑛
• 𝐸 𝑌 = 𝑛𝑝
• 𝑉 𝑌 = 𝑛𝑝 1 − 𝑝
Example
• In a study of lifetimes for a certain type of battery, it was found that
the probability of a lifetime X exceeding 4 hours is 0.135. If three such
batteries are in use in independently operating systems, find the
probability that
• A) Only one of the batteries lasts 4 hours or more.
• B) At least one battery lasts 4 hours or more
Solution
• Y: number of batteries (out of three) lasting 4 hours or more. Clearly Y
has a binomial distribution with n=3 and p=0.135
3
•𝑝 𝑌=1 = 1
0.1351 ∙ 0.8652 = 0.303
• 𝑝 𝑌 ≥ 1 = 1 − 𝑝 𝑌 = 0 = 1 − 0.8653
• 𝑝 𝑌 ≥ 1 = 𝑝 1 + 𝑝 2 + 𝑝(3)
Nb 26, p. 239
• Among persons donating blood to a clinic, 80% are 𝑅𝐻 ÷ (that is, have
the Rhesus factor present in their blood). Five people donate blood at
the clinic on a particular day.
• A) Find the probability that at least one of the five does not have the
Rh factor. 1 − 0.85
• 𝜇 =E(Y)=np; 𝐸 𝑌 2 =?
• V(Y)=np(1-p)
• 𝑉 𝑌 = 𝐸 𝑌 2 − 𝜇2 → 𝐸 𝑌 2 = 𝑉 𝑌 + 𝜇2 = 𝑛𝑝 1 − 𝑝 + 𝑛𝑝 2
24
• In testing the lethal concentration of a chemical found in polluted
water, it is found that a certain concentration will kill 20% of the fish
that are subjected to it for 24 hours. If 20 fish are placed in a tank
containing this concentration of chemical, find the probability that
after 24 hours.
• A) Exactly 14 survive (0.196-0.087)
• B) At least 10 survive (1-0.001)
• C) At most 16 survive (0.589)
Geometric distribution
• Each trial can result in one of only two possible outcomes, called
“success” and “failure”
1
•𝐸 𝑌 =
𝑝
1−𝑝
•𝑉 𝑌 =
𝑝2
Example
• A recruiting firm finds that 30% of the applicants for a certain
industrial job have advanced training in computer programming.
Applicants are selected at random from the pool and are interviewed
sequentially. Find the probability that the first applicant having
advanced training is found on the fifth interview.
𝑦−1
•𝑝 𝑦 = 𝑟−1
𝑝𝑟−1 1 − 𝑝 𝑦−𝑟 𝑝, 𝑦 = 𝑟, 𝑟 + 1, …
𝑟 𝑟 1−𝑝
•𝐸 𝑌 = ; 𝑉 𝑌 =
𝑝 𝑝2
40
• Suppose 10% of the engines manufactured on a certain assembly line
are defective. If engines are randomly selected one at a time and
tested, find the probability that the first non defective engine is found
on the second trial.
• Geometric: 0.1x0.9
41
• Refer to 40). Find the probability that the third non defective engine is
found
• A) On the fifth trial
• B) On or before the fifth trial
solution
• Negative binomial with parameters r=3 and p=0.9
4
• A) P(y=5)= 2
𝑝2 1 − 𝑝 2 𝑝
3 4
• 𝑝3 + 2
𝑝2 1 − 𝑝 𝑝 + 2
𝑝2 1 − 𝑝 2 𝑝
43
• Refer to 40). Find the mean and variance of the number of the trial on
which
• A) The first non-defective engine is found
• B) The third non-defective engine is found.
• Mean: r/p=4/0.9
λ𝑦 𝑒 −λ
•𝑝 𝑦 = for 𝑦 = 0,1,2, …
𝑦!
•𝐸 𝑌 =λ
•𝑉 𝑌 =λ
Example
• For a certain manufacturing industry, the number of industrial
accidents averages three per week.
• A) Find the probability that no accident will occur in a given week.
• B) Find the probability that two accidents will occur in a given week.
• C) Find the probability that at most four accidents will occur in a given
week.
• D) Find the probability that two accidents will occur in a given day.
solution
30 𝑒 −3
•𝑝 0 = = 0.05
0!
32 𝑒 −3
•𝑝 2 = = 0.224
2!
• 𝑝 𝑋 ≤ 4 = 𝑝 0 + 𝑝 1 + 𝑝 2 + 𝑝 3 + 𝑝 4 = 0.815
4 0 𝑒 −4 41 𝑒 −4
• 𝑝 𝑋 ≥2 =1−𝑝 0 −𝑝 1 =1 − − =1 − 5𝑒 −4
0! 1!
2 𝑡 𝑡 2
• 𝐸 𝑅 = 200𝑡 − 50𝐸 𝑌 = 200𝑡 − 50 + =𝑓 𝑡
5 5
190
• 𝑓′ 𝑡 = 0, yields 𝑡0 = = 47.5
4