Probability and Statistics for Engineers

Chapter 5: Some Discrete Probability Distributions

Lecturer

Dr. Monjed H. Samuh

(Associate Professor)

Applied Mathematics & Physics Department

Palestine Polytechnic University
[email protected]

Fall 2022

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Table of Contents

1 Learning Objectives

2 Binomial and Multinomial Distributions

3 Hypergeometric Distribution

4 Negative Binomial and Geometric Distributions

5 Poisson Distribution

6 Exercises

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Learning Objectives

After studying this chapter, the student will:

1 Find the exact probability for X successes in n trials of a binomial experiment.

2 Be able to compute probabilities from Poisson, hypergeometric, geometric, and

multinomial distributions.

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The Binomial Distribution

When a random experiment can result in only one of two mutually exclusive and
exhaustive outcomes, such as dead or alive, sick or well (mainly, "success" and
"failure"), the experiment is called a Bernoulli experiment.

The probability of success is denoted by p, and the probability of failure is denoted

by q = 1 − p.

Let X be a random variable associated with Bernoulli trial by defining it as follows:

X (success) = 1 and X (failure) = 0.

The probability mass function of X can be written as:

P(X = x) = px (1 − p)1−x , x = 0, 1.

We say that X has a Bernoulli distribution with parameter p.

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The Binomial Distribution

A binomial experiment is a sequence of Bernoulli trials, and it has the following

characteristics:

1 There are n identical trials.

2 Each trial has only two possible outcomes (a success and a failure).

3 The probability of a success p is the same for each trial.

4 The trials are independent.

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The Binomial Distribution
Example: Decide whether each experiment is a binomial experiment. If not, state the
reason why.
1 Selecting 20 university students and recording their class rank.

2 Selecting 20 students from a university and recording their gender.

3 Drawing five cards from a deck without replacement and recording whether they
are red or black cards.

4 Selecting five students from a large school and asking them if they are on the
dean’s list.

5 Recording the number of children in 50 randomly selected families.

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The Binomial Distribution
The binomial random variable X denotes the number of successes in n trials.

The probability mass function of X can be written as:

!
n x
P(X = x) = p (1 − p)n−x , x = 0, 1, 2, . . . , n.
x

We say that X has a binomial distribution with parameters n and p.

n


x
represents the number of ways in which x objects can be selected from a total
of n objects without regard to order.

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The Binomial Distribution
Example: Suppose X has a binomial distribution with n = 10 and p = 0.4.
1 Find P(X = 3).

2 Find P(X ≤ 6).

3 Find P(X < 6).

4 Find P(X ≥ 6).

5 Find P(3 < X < 6).

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The Binomial Distribution

Example: The probability of having blood type A is 0.4 (In other words, roughly 40% of
the population has blood type A). Choose 10 people at random and let X be the
number with blood type A.
1 Find the probability distribution of X .

2 What is the probability that exactly three of them have blood type A?

3 What is the probability that at most three of them have blood type A?

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The Binomial Distribution

Example: Public Opinion reported that 5% of Americans are afraid of being alone in a
house at night. If a random sample of 20 Americans is selected, find these
probabilities.
1 There are exactly 5 people in the sample who are afraid of being alone at night.

2 There are at most 3 people in the sample who are afraid of being alone at night.

3 There are at least 3 people in the sample who are afraid of being alone at night.

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The Binomial Distribution

Example: Hospital records show that of patients suffering from a certain disease, 75%
die of it. What is the probability that of 6 randomly selected patients, 4 will recover?

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The Binomial Distribution

The constants n and p are called the parameters of the binomial distribution.

The expected value of the binomial random variable X is E(X ) = np.

The variance of X is σ 2 = np(1 − p).

p
It follows that the standard deviation of X is σ = np(1 − p).

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The Binomial Distribution

Example: The probability of having blood type A is 0.4. Suppose we sample 100
people at random.
1 On average, how many would you expect to have blood type A?

2 What is the standard deviation of the number X who have blood type A?

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The Binomial Distribution

Note that the binomial distribution is skewed to the right when p < 0.5, skewed to
the left when p > 0.5, and symmetric when p = 0.5.

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The Binomial Distribution

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The Binomial Distribution

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The Multinomial Distribution

A multinomial experiment is a probability experiment that satisfies the following

four requirements:

1 There are n identical trials.

2 Each trial has a discrete number of possible outcomes.

3 On any given trial, the probability that a particular outcome will occur is constant.

4 The trials are independent.

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The Multinomial Distribution

Suppose a multinomial experiment consists of n trials, and each trial can result in
any of k possible outcomes: E1 , E2 , . . . , Ek . Suppose, further, that each possible
outcome can occur with probabilities p1 , p2 , . . . , pk . Then, the probability that E1
occurs x1 times, E2 occurs x2 times, . . ., and Ek occurs xk times is:
!
n x x x
p(X1 = x1 , X2 = x2 , . . . , Xk = xk ) = p 1 p 2 · . . . · pkk ,
x1 , x2 , . . . , xk 1 2

where

n
n!
x1 ,x2 ,...,xk
= x1 !x2 !·...·xk !
is the multinomial coefficient,

n = x1 + x2 + . . . + xk .

p1 + p2 + . . . + pk = 1.

E(Xi ) = npi , and Var (Xi ) = npi (1 − pi ), i = 1, 2, . . . , k .

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The Multinomial Distribution

Example: A box contains 4 white balls, 3 red balls, and 3 blue balls. A ball is selected
at random, and its color is written down. It is replaced each time. Find the probability
that if 5 balls are selected, 2 are white, 2 are red, and 1 is blue.

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The Multinomial Distribution

Example: A small airport coffee shop manager found that the probabilities a customer
buys 0, 1, 2, or 3 cups of coffee are 0.3, 0.5, 0.15, and 0.05, respectively. If 8
customers enter the shop, find the probability that 2 will purchase something other than
coffee, 4 will purchase 1 cup of coffee, 1 will purchase 2 cups, and 1 will purchase 3
cups.

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The Hypergeometric Distribution

A hypergeometric experiment is a probability experiment that satisfies the

following requirements:

1 There are a fixed number of trials.

2 There are two outcomes, and they can be classified as success or failure.

3 The sample is selected without replacement.

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The Hypergeometric Distribution

The probability mass function of the hypergeometric random variable X can be

written as:
M N−M



x n−x
P(X = x) = N

, x = max{0, n + M − N}, . . . , min{M, n}.
n

N is the population size, and n is the number of draws.

M is the number of elements with a specific property in the population.

x is the number of elements with a specific property in the sample.

The mean of a hypergeometric random variable is given by

M
E(X ) = np, p= .
N
The variance of a hypergeometric random variable is given by
 
N −n M
Var (X ) = np(1 − p) , p= .
N −1 N

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The Hypergeometric Distribution

Example: Ten people apply for a job as assistant manager of a restaurant. Five have
completed college and five have not. If the manager selects 3 applicants at random,
find the probability that all 3 are college graduates.

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The Hypergeometric Distribution
Example: Seven television tubes are chosen at random from a shipment of 240
television tubes of which 15 are defective.
1 Find the probability that at least 1 of the chosen televisions is defective.

2 Find the expected number of defective TVs chosen.

3 Find the variance in the number of defective TVs chosen.

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The Geometric Distribution

A geometric experiment is a probability experiment that satisfies the following

requirements:

1 Each trial has two outcomes that can be either success or failure.

2 The outcomes are independent of each other.

3 The probability of a success is the same for each trial.

4 The experiment continues until a success is obtained.

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The Geometric Distribution

The probability mass function of the geometric random variable X can be written
as:
P(X = x) = p(1 − p)x−1 , x = 1, 2, . . . .

p is the probability of a success on each trial of a binomial experiment.

x is the number of trials at which the first success occurs.

The mean of X is given by E(X ) = p1 .

1−p
The variance of X is given by Var (X ) = p2
.

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The Geometric Distribution

Example: A die is rolled repeatedly.

1 Find the probability of getting the first 2 on the third roll.

2 Find the expected number of rolls to see a 2.

3 Find the variance in the number of rolls to see a 2.

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The Geometric Distribution

Example: Approximately 42% of people have type A blood. If 4 people are selected at
random, find the probability that the fourth person is the first one selected with type A
blood.

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The Negative Binomial Distribution

A negative binomial experiment is a probability experiment that satisfies the

following requirements:

1 Each trial has two outcomes that can be either success or failure.

2 The outcomes are independent of each other.

3 The probability of a success is the same for each trial.

4 The experiment continues until a fixed number of successes, say k , is occurred.

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The Negative Binomial Distribution

The probability mass function of the negative binomial random variable X can be
written as:
!
x −1 k
P(X = x) = p (1 − p)x−k , x = k , k + 1, k + 2, . . . .
k −1

p is the probability of a success on each trial of a binomial experiment.

x is the number of trials at which the k th success occurs.

The mean of X is given by E(X ) = kp .

k (1−p)
The variance of X is given by Var (X ) = p2
.

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The Negative Binomial Distribution
Example: In an NBA (National Basketball Association) championship series, the team
that wins four games out of seven is the winner. Suppose that teams Aand B face each
other in the championship games and that team A has probability 0.55 of winning a
game over team B.
1 What is the probability that team A will win the series in 6 games?

2 Find the expected number of games that are played so that team A will win the
series in 6 games.

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The Negative Binomial Distribution

Example: In the previous example, what is the probability that team A will win the
series?

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The Poisson Distribution

A Poisson experiment is a probability experiment that satisfies the following four

requirements:

1 The random variable X is the number of occurrences of an event over some interval
(i.e., length, area, volume, period of time, etc.).

2 The occurrences occur randomly.

3 The occurrences are independent of one another.

4 The average number of occurrences over an interval is known.

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The Poisson Distribution

Let λ (the Greek letter lambda) be a constant that denotes the average number
of occurrences of the event in an interval.

The probability mass function of X can be written as:

e−λ λx
P(X = x) = , x = 0, 1, 2, . . . .
x!
We say that X has a Poisson distribution with parameter λ.

e is an irrational constant approximately equal to 2.718281828 (Napier’s constant).

E(X ) = λ, and Var (X ) = λ.

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The Poisson Distribution
Example: The number of accidents per year X at a certain intersection is assumed to
have a Poisson distribution. Over the past few years, an average number of 10
accidents per year has occurred at this intersection.
1 Write the probability mass function of X .

2 What is the probability that in any given year four accidents will occur?

3 What is the probability that more than four accidents will occur in any given year?

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The Poisson Distribution
Example: The number of industrial injuries per working week in a particular factory is
known to follow a Poisson distribution with mean 0.5. Find the probability that
1 in a particular week there will be less than 2 accidents.

2 in a 3 weeks period there will be no accidents.

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The Poisson Distribution

Example: Suppose the number of deaths from Covid-19 over a 1-year period is
Poisson distributed with parameter λ = 4.6.
1 What is the probability distribution of the number of deaths over a 6-month period?

2 What is the probability that in any given month at most two deaths will occur?

3 Find the expected value and standard deviation of the number of deaths per year.

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The Poisson Distribution

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The Poisson Distribution

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The Poisson Distribution

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Exercises

Chapter 5

1 Page 150: 5.7, 5.9, 5.11, 5.18, 5.19, 5.23.

2 Page 157: 5.31, 5.32, 5.36, 5.37, 5.43.

3 Page 164: 5.49, 5.50, 5.53, 5.55, 5.57, 5.69, 5.70, 5.74.

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