Probability distributions- Discrete

S.Devi
S. Sumathi
Yamini

March 3, 2017

Module 4- I March 3, 2017 1 / 21

Overview

1 Binomial Distribution

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Overview

1 Binomial Distribution

2 Poisson Distribution

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Bernoulli Trial

A Bernoulli trial is a random experiment in which there are exactly

two possible outcomes - success or failure

Example
Head or Tail ; Defective or Non-defective; Survived or Died; True or
False

Mean and Variance of a Bernoulli r.v.

Let X be a Bernoulli random variable. X = {1, 0}. Let
P (X = 1 ) = p

P (X = 0) = 1 − p = q
X
E (X ) = xP (x ) = 1 ∗ p + 0 ∗ q = p
X X
Var (X ) = x 2 ∗ P (x ) − ( x ∗ P (x ))2 = p − p 2 = p (1 − p ) = pq
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Binomial Distribution
Binomial distribution results when it satisfies the following:
- It has n repeated Bernoulli trials (i.e. outcomes are either
success or failure in each trial)
- The trials are independent
- The probability of success in each trial is constant

Notations
n number of trials
x number of successes in n trials
p Probability of success in each trial
q Probability of failure in each trial
P (X = x ) Probability of getting exactly x successes among n trials
P (X <= x ) Probability of getting at most x successes
P (X >= x ) Probability of getting at least x successes

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Pmf of a Binomail distribution

Let X denote the discrete random variable that counts the number
of successes in n trials.
X = {0, 1, 2, . . . , n }
The probability mass function of a binomial random variable X with
parameters n and p is

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

Note that among n trials, getting x successes can be obtained in

nCk ways.

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Mean and Variance

Let X1 , X2 , X3 , . . . , Xn be the bernoulli random variables.

Then X = X1 + X2 + X3 + . . . + Xn is a binomial random variable.

E [X ] = E [X1 + X2 + . . . + Xn ] = E [X1 ] + E [X2 ] + . . . + E [Xn ]

= p + p + . . . + p = np
Similarly,
Var [X ] = Var [X1 + X2 + . . . + Xn ]

Since X1 , X2 , . . . , Xn are independent variables,

Var [X ] = Var [X1 ] + Var [X2 ] + . . . + Var [Xn ] = pq + pq + . . . + pq

Var [X ] = npq

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Recall
P (X = x ) = nCx p x q n −x , x = 0, 1, . . . , n

MGF
n
X
MX (t ) = E [e tx ] = e tx nCx p x q n −x
x =0
n
X
= nCx (pe t )x q n −x
x =0

= nC0 (pe ) q + nC1 (pe t )1 q n −1 + . . . + nCn (pe t )n q 0

t 0 n

MX (t ) = (pe t + q )n

Characteristic function

φX (t ) = (pe it + q )n

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 MX (t ) = (pe t + q )n

d
µ‘1 = ( MX (t )) at t =0
dt
= (n (pe t + q )n −1 (pe t )) at t = 0
= np (p + q )n −1 = np (Since p + q = 1)

Mean = np

d2
µ‘2 = ( MX (t )) at t =0
dt 2
= (npe t (pe t + q )n −1 + npe t (n − 1)(pe t + q )n −2 (pe t )) at t = 0
= np (p + q )n −1 + n (n − 1)p 2 (p + q )n −2 = n 2 p 2 + npq
Var = µ‘2 − (µ‘1 )2 = npq

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Problems
1. A biased coin is tossed 6 times. The probability of heads on any
toss is 0.3. Let X denote the number of heads that come up.
Calculate (i) P (X = 2), (ii) P (X ≤ 3), (iii) P (1 < X ≤ 5).

Solution
n = 6, p = 0.3, q = 0.7

(i ) P (X = 2) = 6C2 (0.3)2 (0.7)6−2 = 0.3241

(ii ) P (X ≤ 3) = P (X = 0) + P (X = 1) + P (X = 2) + P (X = 3)
= 6C0 (0.3)0 (0.7)6 +6C1 (0.3)(0.7)5 +6C2 (0.3)2 (0.7)4 +6C3 (0.3)3 (0.7)3
0.9295

(iii ) P (1 < X ≤ 5) = P (X = 2) + P (X = 3) + P (X = 4) + P (X = 5)
= 0.5791
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Problems

2. The incidence of a certain disease is such that on an average 20%

of workers suffer from it. If 10 workers are selected at random, find
the probability that (i) exactly 2 workers suffer from the disease, (ii)
not more that 2 workers suffer from the disease. ( (i) 0.302, (ii)
0.678)

3. Comment on the following: Mean of a binomial distribution is 3

and Variance is 4.

4. Bottled sweet milk stored in a godown is reported to have gone

sour. A test check has revealed that milk in 25 percent of the bottles
is bad and thus unfit for consumption. The salesman at a retail
outlet offers 5 bottles for sale on demand. Find the probability that
milk will be unfit for consumption (a) exactly in 2 bottles, (b) at
least in 2 bottles, (c) at most in 2 bottles, and (d) between 2 and 4
bottles. ((a) 0.2636, (b) 0.3672, (c) 0.8964 (d) 0.3662 )

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Try these
5. For a binomial distribution, the mean is 6 and standard deviation
√
is 2. Find P (X = 0).(0.00005)

6. A specific type of screws are manufactured on a machine. It has

been found through experience that 80 percent of the screws are
strictly according to the given specification. Before placing order
for bulk buying, a merchant draws a sample of 15 screws and is
interested in knowing the probability of getting (a) at least 10
screws strictly according to specifications, and (b) at most 5 screws
meeting specifications. ((a) 0.9389 ,(b) 0.0001)

7. Calculate the mean and standard deviation for Problem 5. (Mean

=12, Standard deviation = 1.549)

8. The probability of a man hitting a target is 14 . How many times

must he fire so that the probability of hitting the target at least once
is more than 32 ? (n = 4 approx)
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Poisson Distribution

If n is large, p is small and np is a constant, then the Binomial

distribution can be approximated as Poisson distribution.

Count the number of occurrences of an event in a given interval

of time, distance, area, or volume.
Events are occuring independently
The probability that an event occurs in a given length of time
does not change through time.

Example
- The number of incoming flights at an international airport
during a particular time interval
- The number of road accidents on a particular day
- The number of typos in 10 pages

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Pmf
Let X be a random variable representing the number of occurrences
in a given interval for which the average rate of occurrence is λ,
then the probability of x occurrences in that interval is given by

e −λ λx
P (X = x ) = x = 0, 1, 2, . . .
x!

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Mean
X
E [x ] = xP (x )
∞
X e −λ λx
= x
x!
x =0
∞
X λx
= e −λ
(x − 1)!
x =1
∞
X λx −1
= λe −λ
(x − 1)!
x =1

= λe −λ e λ
=λ

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Variance
∞
X X e −λ λx
E [x 2 ] = x 2 P (x ) = x2
x!
x =0
∞ ∞
X λx −1 X λx −1
= e −λ λ x = e −λ λ [(x − 1) + 1]
(x − 1)! (x − 1)!
x =1 x =1
∞ ∞
X λx −1 X λ x −1
= e −λ λ (x − 1) + e −λ λ
(x − 1)! (x − 1)!
x =1 x =1
∞ ∞
X λ x −2 X λx −1
= e −λ λ2 + e −λ λ = e −λ λ2 e λ + e −λ λe λ
(x − 2)! (x − 1)!
x =2 x =1

= λ2 + λ
Var (x ) = E (x 2 ) − (E (x ))2 = λ2 + λ − λ2 = λ

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Problems

1. Derive MGF and CF for the poisson distribution.

t it
(MX (t ) = e λ(e −1) , φX (t ) = e λ(e −1) )

2. Consider a Computer system with Poisson job arrival stream at

an average of 2 per minute. Determine the probability that in any
one minute interval there will be (i) Zero jobs, (ii) exactly 3 jobs, (iii)
at most 3 jobs, (iv) less than 3 job arrivals. ((i) 0.135, (ii) 0.18, (iii)
0.8571, (iv) 0.6767)

3. The number of calls coming per minute into a hotel reservation

center is a Poisson random variable with mean 3. (i) Find the
probability that no calls come in a given one minute period. (ii) Find
the probability that at least two calls will arrive in a given two
minute period. ((i) 0.04979, (ii) 0.8009) (ii) 0.9826

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Problems

4. In a certain Poisson distribution, the frequency corresponding to

2 successes is half the frequency corresponding to 3 successes.
Find the mean and standard deviation. (Mean=6, SD=2.45)

5. It is 1 in 1000 that a birth is a case of twins. If there are 100

births in a town one day, what is the chance that two or more pairs
of twins are born? Compare the results obtained by (a) Binomial
distribution, (b) Poisson distribution. ((a) 0.0046, (b) 0.0047)

6. Calculate P (X = 3) given that the variance of X is 0.5 (0.0126)

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Problems

7. Given that an inspection of a random sample of 100 pages has

revealed 20 printing errors, find the probabilities that a page
contains (a) exactly 3 errors, (b) at most 3 errors, (c) at least 3
errors, and (d) less than 3 errors. ((a) 0.001, (b) 0.9999, (c) 0.0011,
(d) 0.9989)

8. A certain type of cloth was inspected for the number of defects

per square metre. It was found that on an average a square metre
of cloth had 0.06 defects. Find the probabilities that a randomly
selected one square metre of cloth has (a) no defect, (b) two or less
defects, and (c) one or more defects. ((a) 0.5488, (b) 0.9769, (c)
0.4512)

9. Suppose a fast food restaurant can expect two customers every 3

minutes on an average. What is the probability that four or fewer
customers will ente the restaurant in a 9 min period ? (0.2851)

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More Problems - Binomial and Poisson

1 Ten percent of computer parts produced by a certain supplier

are defective. What is the probability that a sample of 10 parts
contains more than 3 defective ones?
(0.0128)

2 Suppose that the number of inquiries arriving at a certain

interactive system follows a Poisson distribution with arrival
rate of 12 inquiries per minute. Find the probability of 10
inquiries arriving (a) in a 1-minute interval, (b) in a 3-minute
interval, (c) What is the expectation and variance of the number
of arrivals during each of these intervals?
((a) 0.1048, (b) 0.0000002337, (c) for 1-min interval,
E(X)=V(X)=12, for 3-min interval, E(X)=V(X)=36)

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Problems

1 On an average, 1 computer in 800 crashes during a severe

thunderstorm. A certain company had 4000 working computers
when the area was hit by a severe thunderstorm.
(a) Compute the expected value and variance of the number of
crashed computers
(b) Compute the probability that less than 10 computers
crashed.
(c) Compute the probability that exactly 10 computers crashed.
((a) E(X)=5, V(X)=4.994, (b) 0.968, (c) 0.018)

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Problems

1 Suppose the number of babies born during an 8-hour shift at a

hospital’s maternity wing follows a Poisson distribution with a
mean of 6 an hour. Find the probability that five babies are
born during a particular 1-hour period in this maternity wing.
(0.1606)
2 A small life insurance company has determined that on the
average it receives 6 death claims per day. Find the probability
that the company receives at least seven death claims on a
randomly selected day.
(0.3937)

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