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Lecture 5 - CH 2 (Discrete Probability Distributions)

1) The document introduces discrete probability distributions and discusses discrete random variables that can take on only countable values. 2) It provides examples of discrete distributions like the probability mass function of rolling a die. 3) Important discrete distributions discussed are the binomial and Poisson distributions, with the binomial distribution covering experiments with yes/no outcomes like coin tosses.

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0% found this document useful (0 votes)
30 views16 pages

Lecture 5 - CH 2 (Discrete Probability Distributions)

1) The document introduces discrete probability distributions and discusses discrete random variables that can take on only countable values. 2) It provides examples of discrete distributions like the probability mass function of rolling a die. 3) Important discrete distributions discussed are the binomial and Poisson distributions, with the binomial distribution covering experiments with yes/no outcomes like coin tosses.

Uploaded by

hossmazika3
Copyright
© © All Rights Reserved
We take content rights seriously. If you suspect this is your content, claim it here.
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Download as PDF, TXT or read online on Scribd
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3/23/2022

Introduction to Probability
and Statistics

Chapter 2
Discrete Probability Distributions

Dr. Ahmed Kafafy-FCI Menoufia University


Dr Ahmed Kafafy-FCI Menoufia university.

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Discrete Random Variables

• Discrete random variables take on only


a finite or countable many of values.

Number of heads in 1000 trials of coin tossing


Number of cars that enter UNI in a certain day

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Discrete example: roll of a die


• Probability mass function (pmf)

x p(x)
p(x)
1 p(x=1)=1/6

2 p(x=2)=1/6
1/6
3 p(x=3)=1/6

4 p(x=4)=1/6 x
1 2 3 4 5 6

5 p(x=5)=1/6

6 p(x=6)=1/6  P(x)  1
all x
1.0
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Cumulative distribution function (CDF)


x P(x≤A)
1 P(x≤1)=1/6
1.0 P(x)
2 P(x≤2)=2/6 5/6
2/3
3 P(x≤3)=3/6
1/2
4 P(x≤4)=4/6 1/3
1/6
5 P(x≤5)=5/6
1 2 3 4 5 6 x
6 P(x≤6)=6/6

1. What’s the probability that you roll a 3 or less?


P(x≤3)=1/2
2. What’s the probability that you roll a 5 or higher?
P(x≥5) = 1 – P(x≤4) = 1-2/3 = 1/3
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Practice Problem

Which of the following are probability functions?

a. f(x)=.25 for x=9,10,11,12

b. f(x)= (3-x)/2 for x=1,2,3,4

c. f(x)= (x2+x+1)/25 for x=0,1,2,3

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Answer (a)

a. f(x)=.25 for x=9,10,11,12

x f(x) Yes, probability


function!
9 .25
10 .25
11 .25

12 .25

1.0
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Answer (b)

b. f(x)= (3-x)/2 for x=1,2,3,4

x f(x)
Though this sums to 1,
1 (3-1)/2=1.0 you can’t have a negative
probability; therefore, it’s
2 (3-2)/2=.5 not a probability
function.
3 (3-3)/2=0

4 (3-4)/2=-.5

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Answer (c)
c. f(x)= (x2+x+1)/25 for x=0,1,2,3

x f(x)

0 1/25
1 3/25
Doesn’t sum to 1. Thus,
2 7/25 it’s not a probability
function.
3 13/25

24/25
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Important discrete distributions …

• Binomial
– Yes/no outcomes (dead/alive,
treated/untreated, smoker/non-smoker,
sick/well, etc.)
• Poisson
– Counts (e.g., how many cases of
disease in a given area)

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Binomial Random Variable

• The coin-tossing experiment is a simple example of a


binomial random variable. Toss a fair coin n = 3 times
and record
• x = number of heads.
x p(x)
0 1/8
1 3/8
2 3/8
3 1/8

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The Binomial Experiment


1. The experiment consists of n identical trials.
2. Each trial results in one of two outcomes,
success (S) or failure (F).
3. Probability of success on a single trial is p and
remains constant from trial to trial. The
probability of failure is q = 1 – p.
4. Trials are independent.
5. Random variable x, the number of successes
in n trials.

x – Binomial random variable with


parameters n and p
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Binomial or Not? m
m m
m mm

• A box contains 4 green M&Ms and 5


red ones
• Take out 3 with replacement
• x denotes number of greens

Yes,
• Is x binomial? 3 trials are independent with
same probability of getting a
green.
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Binomial or Not? m
m m
m mm

• A box contains 4 green M&Ms and 5


red ones
• Take out 3 without replacement
• x denotes number of greens

NO, when we take out the


• Is x binomial? second M&M, the probability
of getting a green depends on
color of the first.
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3 trials are dependent.
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Binomial or Not?

• Very few real life applications


satisfy these requirements exactly.
• Select 10 people from the U.S. population,
and suppose that 15% of the population has
the Alzheimer’s gene.
• For the first person, p = P(gene) = .15
• For the second person, p  P(gene) = .15,
even though one person has been removed
from the population…
• For the tenth person, p  P(gene) = .15
Yes, independent trials with the
122 same probability of success
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Binomial Random Variable


• Rule of Thumb:
Sample size n; Population size N;
If n/N < .05, the experiment is Binomial.

• Example: A geneticist samples 10


people and x counts the number who
have a gene linked to Alzheimer’s
disease.
• Success: • Number of
Has gene trials: n = 10

• Failure: • Probability of
Doesn’t have gene
Success p = P(has gene) = 0.15
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Example

• Toss a coin 10 times


• For each single trial, probability of getting a
head is 0.4
• Let x denote the number of heads

Find probability of getting exactly 3 heads.


i.e. P(x=3).
Find probability distribution of x

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Solution

• Simple events: Strings of H’s and T’s


with length 10
• Event A: {strings with exactly 3 H’s};
HTTTHTHTTT
TTHHTTTTHT…
• Probability of getting a given string in A:
HTTTHTHTTT (0.4) 3 ( 0 . 6 ) 7
• Number of strings in A
C 10
3

• Probability of event A. i.e. P(x=3)


C 10 3
3 (0.4) ( 0 . 6 )
7

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A General Example

• Toss a coin n times; For each single trial,


probability of getting a head is p;
• Let x denote the number of heads;

Find the probability of getting exactly k


heads. i.e. P(x=k)
Find probability distribution of x.

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Binomial Probability Distribution

• For a binomial experiment with n trials and


probability p of success on a given trial, the
probability of k successes in n trials is

P ( x  k )  C kn p k q n  k
for k  0 ,1, 2 ,... n

n!
Recall C kn 
k ! ( n  k )!
with n!  n ( n  1)( n  2)...( 2 )1 and 0!  1.

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Binomial Mean, Variance & Standard Deviation

• For a binomial experiment with n trials and


probability p of success on a given trial, the
measures of center and spread are:

Mean :   np
Variance :  2  npq
Standard Deviation :   npq

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Example

A marksman hits a target 80% of the


time. He fires 5 shots at the target.
What is the probability that exactly 3 shots hit
the target?
n= 5 success = hit p = .8 x = # of hits
5!
P( x  3)  C3n p 3q n3  (.8)3 (.2)53
3!2!

 10(.8)3 (.2) 2  .2048

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Example

What is the probability that more than 3 shots


hit the target?
P( x  3)  P (4)  P(5)
 C45 p 4 q 5 4  C55 p 5 q 55
5! 5!
 (. 8 ) 4 (. 2 )1  (. 8 ) 5 (. 2 ) 0
4!1! 5!0!
4 5
 5(.8) (.2)  (.8)  .7373

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Example
• x = number of hits.
• What are the mean and standard
deviation for x? (n=5,p=.8)
Mean :   np  5(.8)  4

Standard Deviation :   npq

 5(.8)(.2)  .89


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Cumulative Probability

You can use the cumulative probability tables


to find probabilities for selected binomial
distributions.

Binomial cumulative probability:


P(x  k) = P(x = 0) +…+ P(x = k)

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Key Concepts
I. The Binomial Random Variable
1. Five characteristics:
the experiment consists of n identical trials;
each resulting in either success S or failure F;
probability of success is p and remains constant;
all trials are independent;
x is the number of successes in n trials.
2. Calculating binomial probabilities
a. Formula: P(x  k)  Ckn pk qnk
b. Cumulative binomial probability P(x  k).
3. Mean of the binomial random variable:  np
4. Variance and standard deviation:
 2  npq   npq
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Example

According to the Humane Society of the


United States, there are approximately 40% of
U.S. households own dogs. Suppose 15
households are selected at random. Find

1. probability that exactly 8 households own dogs?


2. probability that at most 3 households own dogs?
3. probability that more than 10 own dogs?
4. the mean, variance and standard deviation of
x, the number of households that own dogs.

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Example
According to the Humane Society of the
United States, there are approximately 40% of
U.S. households own dogs. Suppose 15
households are selected at random.
What is probability that exactly 8 households own
dogs?

n= 15 success = own dog p = .4 x= #


households
P( x  8)  C815 (.4)8 (.6)158 that own
 6435(.4)8 (.6) 7  .118 dog

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Example

What is the probability that at most 3


households own dogs?

P(x  3)  P(0)  P(1)  P(2)  P(3)


 C015(.4)0(.6)15 C115(.4)1(.6)14 C215(.4)2(.6)13 C315(.4)3(.6)12
.0005  .0047  .0219  .0634
.091

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Example
What are the mean, variance and
standard deviation of random variable
x?
(n=15, p=.4)

  np  15(.4)  6

 2  npq  15(.4)(.6)  3.6

   2  3.6  1.90

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Binomial Probability
• Probability distribution for Binomial random
variable x with n=15, p=0.4
Probability Distribution of Binomial n=15, p=.4

0.20

0.15
P(x)

0.10

0.05

0.00

0 2 4 6 8 10 12 14 16
x

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Example
1. What are the mean,
variance and standard   np  15(.4)  6
deviation of random  2  npq  15(.4)(.6)  3.6
variable x?
   2  3.6  1.90
2. Calculate interval
within 2 standard   2  6  2(1.9)  2.2
deviations of mean.   2  6  2(1.9)  9.8
What values fall into (2.2, 9.8)
this interval?
3 , 4 , 5 , 6 , 7 ,8 ,9
3. Find the probability
that x fall into this
interval. P(3  x  9)  P(3)  P(4)  ...  P(9)  .939
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