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Lecture 9

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43 views9 pages

Lecture 9

Uploaded by

maimoonaziz2003
Copyright
© © All Rights Reserved
We take content rights seriously. If you suspect this is your content, claim it here.
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3.

5 Important Discrete Random Variables

EEE251 Probability Methods in Engineering


Lecture 9

Instructor: Dr. Bakhtiar Ali

Department of Electrical Engineering.


COMSATS Institute of Information Technology, Islamabad

Dr. Bakhtiar Ali 1/9


3.5 Important Discrete Random Variables

Bernoulli Random Variable

SX = {0, 1}.

p0 = q = 1 − p p1 = p 0≤p≤1

E[X] = p V AR[X] = p(1 − p)

Every Bernoulli trial, regardless of the event A, is equivalent


to the tossing of a biased coin with probability of heads p. In
this sense, coin tossing can be viewed as representative of a
fundamental mechanism for generating randomness, and the
Bernoulli random variable is the model associated with it.

Dr. Bakhtiar Ali 2/9


3.5 Important Discrete Random Variables

The Binomial Random Variable

SX = {0, 1, . . . , n}
!
n
px (k) = pk (1 − p)n−k k = 0, 1, . . . , n
k

E[X] = np V AR[X] = np(1 − p)

The binomial random variable arises in applications where


there are two types of objects (i.e., heads/tails,
correct/erroneous bits, good/defective items, active/silent
speakers), and we are interested in the number of type 1
objects in a randomly selected batch of size n, where the type
of each object is independent of the types of the other objects
in the batch.

Dr. Bakhtiar Ali 3/9


3.5 Important Discrete Random Variables

The Geometric Random Variable

SX = {0, 1, . . . } SX = {1, 2, . . . }

pX (k) = p(1 − p)k k = 0, 1, . . . pX (k) = p(1 − p)k−1 k = 1, 2, . . .

1−p 1−p 1 1−p


E[X] = V AR[X] = E[X] = V AR[X] =
p p2 p p2

The geometric random variable arises in applications where


there are two types of objects (i.e., heads/tails,
correct/erroneous bits, good/defective items, active/silent
speakers), and we are interested in the waiting time till type 1
objects occurs, where the type of each object is independent
of the types of the other objects in the batch.

Dr. Bakhtiar Ali 4/9


3.5 Important Discrete Random Variables

The Uniform Random Variable

SX = {1, 2, . . . , M }
1
pX (k) = k = 1, 2, . . . , M
M
M +1 M2 − 1
E[X] = V AR[X] =
2 12
This random variable occurs whenever outcomes are equally
likely, e.g., toss of a fair coin or a fair die, spinning of an
arrow in a wheel divided into equal segments, selection of
numbers from an urn.

Dr. Bakhtiar Ali 5/9


3.5 Important Discrete Random Variables

The Poisson Random Variable

SX = {0, 1, 2, . . . }
αk −α
pX (k) = e k = 0, 1, . . . and α > 0
k!
E[X] = α V AR[X] = α
where α is the average number of event occurrences in a
specified time interval or region in space
The Poisson pmf gives an accurate prediction for the relative
frequencies of the number of particles emitted by a radioactive
mass during a fixed time period, or in counts of demands for
telephone connections, and in counts of defects in a
semiconductor chip etc.
The Poisson random variable arises in situations where the
events occur ”completely at random” in time or space.

Dr. Bakhtiar Ali 6/9


3.5 Important Discrete Random Variables

The Poisson Random Variable Contd...


The pmf of the Poisson random variable sums to one, since
∞ ∞
αk −α αk
e = e−α = e−α eα = 1
X X

k=0
k! k=0
k!
We can use some of the identities as given below
∞ ∞ ∞
X αk X αk X αk
eα = αeα = k (α2 + α)eα = k2
k=0
k! k=0
k! k=0
k!
One of the applications of the Poisson probabilities is to
approximate the binomial probabilities in the case where p is
very small and n is very large, that is, where the event A of
interest is very rare but the number of Bernoulli trials is very
large. We show that if α = np is fixed, then as n becomes
large: !
n αk −α
px (k) = pk (1 − p)n−k ' e f or k = 0, 1, . . . , n
k k!
Dr. Bakhtiar Ali 7/9
3.5 Important Discrete Random Variables

Example
The number N of packet arrivals in t seconds at a multiplexer is a
Poisson random variable with α = λt, where λ is the average
arrival rate in packets/second. Find the probability that there are
no packet arrivals in t seconds.

Solution:
α0 −λt
P [N = 0] = e = e−λt
0!

Dr. Bakhtiar Ali 8/9


3.5 Important Discrete Random Variables

Example
An optical communication system transmits information at a rate
of 109 bits/second. The probability of a bit error in the optical
communication system is 10−9 . Find the probability of five or more
errors in 1 second.

Solution:
Each bit transmission corresponds to a Bernoulli trial with a
”success” corresponding to a bit error in transmission. The
probability of k errors in n = 109 transmissions (1second) is then
given by the binomial probability with n = 109 and p = 10−9 . The
Poisson approximation uses α = np = 109 10−9 = 1.
4
X αk −α
P [N ≥ 5] = 1 − P [N < 5] = 1 − e
k!
k=0
1 1 1 1

−1
=1−e 1+ + + + = 0.00366
1! 2! 3! 4!
Dr. Bakhtiar Ali 9/9

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