Binomial and Multinomial Distributions

immediate

Discrete Uniform Distribution: A random variable X that assumes the values

x1 , x2 , . . . , xk is called a discrete uniform random variable if its probability mass function is
f (x) = k1 , for x = x1 , x2 , . . . , xk and 0 otherwise.
Example: An employee is selected from a staff of 10 to supervise a certain project by selecting
a tag at random from a box containing 10 tags numbered from 1 to 10. Find the formula for the
probability distribution of X representing the number on the tag that is drawn.
1
Solution: This is a discrete uniform distribution, so f (x) = 10
with x = 1, 2, . . . , 10 and f (x) = 0
otherwise.
Example:

1. A telephone number is selected at random from a directory. Suppose denote the last digit
of selected telephone number. The possible values of X are x = 0, 1, 2, 3, 4, 5, 6, 7, 8, 9 with
1
f (x) = 10 .

2. Let X denote the number appear on the top of a die. Then the random variable X take the
values x = 1, 2, 3, 4, 5, 6 with f (x) = 61 .

Bernoulli Process:
An experiment often consists of repeated trials, each with two possible outcomes that may be
labeled success or failure. We may choose to define either outcome as a success. The process is
referred to as a Bernoulli process. Each trial is called a Bernoulli trial.
Properties of Bernoulli Process:

1. The experiment consists of finite repeated trials.

2. Each trial results in an outcome that may be classified as a success or a failure.

3. The probability of success, denoted by p, remains constant from trial to trial.

4. The repeated trials are independent.

Example:

1
 1. Three items are selected at random from a manufacturing process, inspected, and classified
as defective or nondefective. A defective item is designated a success.

2. If one were drawing cards from a deck, the probabilities for repeated trials change if the
cards are not replaced. That is, the probability of selecting a heart on the first draw is 1/4,
but on the second draw it is a conditional probability having a value of 13/51 or 12/51,
depending on whether a heart appeared on the first draw: this, then, would no longer be
considered a set of Bernoulli trials.

Binomial Distribution:
A binomial trial can result in a success with probability p and a failure with probability
q = 1 − p. Then probability distribution of the binomial random variable X, the number of
successes in n independent trials, is
   
n x n−x n x
b(x; n, p) = p q = p (1 − p)n−x , x = 0, 1, 2, . . . , n.
x x

Mean and Variance of Binomial distribution:

The mean and Variance of binomial distribution b(x; n, p) is given by

µ = np σ 2 = npq.

Example: The probability that a certain kind of component will survive a shock test is 3/4.
Find the probability that exactly 2 of the next 4 components tested survive.
Solution:
Probability of Success = p = 43
Probability of failure= q = 1 − p = 14 . So
     2  2
3 n x n−x 4 3 1 27
b(2; 4, ) = b(x; n, p) = p q = = .
4 x 2 4 4 128

Example:The probability that a patient recovers from a rare blood disease is 0.4. If 15 people
are known to have contracted this disease, what is the probability that

1. At least 10 survive.

2. From 3 to 8 survive.

3. Exactly 5 survive.

Solution: Let X be the number of people who survive.

2
 1.
9
X
P (X ≥ 10) = 1 − P (X < 10) = 1 − b(x; 15, 0.4)
x=0
= 1 − [ b(0; 15, 0.4) + b(1; 15, 0.4) + b(2; 15, 0.4) + b(3; 15, 0.4) + b(4; 15, 0.4)
+b(5; 15, 0.4) + b(6; 15, 0.4) + b(7; 15, 0.4) + b(8; 15, 0.4) + b(9; 15, 0.4) ]
= 1 − 0.9662 = 0.0338.

2.
8
X 8
X 2
X
P (3 ≤ X ≤ 8) = b(x; 15, 0.4) = b(x; 15, 0.4) − b(x; 15, 0.4)
x=3 x=0 x=0
= 0.9050 − 0.0271 = 0.8779.

3.
 
15
P (X = 5) = b(5; 15, 0.4) = (0.4)5 (0.6)10 = 0.18593
5

Note: Do Example 5.4 of book.

Question: In a certain city district, the need for money to buy drugs is stated as the reason
for 75/100 of all thefts. Find the probability that among the next 5 theft cases reported in this
district

1. Exactly 2 resulted from the need for money to buy drugs;

2. At most 3 resulted from the need for money to buy drugs.

75
Solution: For n = 5 and p = 100
= 34 ,

1.    2  3
3 5 3 1
P (X = 2) = b(2; 5, ) = = 0.0879.
4 2 4 4
2.

P (X ≤ 3) = 1 − P (X > 3) = 1 − P (X = 4) − P (X = 5)
   4  1    5  0
5 3 1 5 3 1
= 1− − = 0.3672.
4 4 4 5 4 4

Exercise: 5.1, 5.3, 5.4, 5.5(a,b), 5.6, 5.8, 5.9, 5.10

Multinomial Distribution:
The binomial experiment becomes a multinomial experiment if we let each trial have more than
two possible outcomes.

3
 Formula:
If a given trial can result in the k outcomes E1 , E2 , . . . , Ek with probabilities p1 , p2 , . . . , pk , then
the probability distribution of the random variables X1 , X2 , . . . , Xk , representing the number of
occurrences for E1 , E2 , . . . , Ek in n independent trials, is
n!
f (x1 , x2 , . . . , xk ; p1 , p2 , . . . , pk , n) = px1 px2 . . . pxkk
x1 !x2 ! . . . xk ! 1 2
n
P n
P
with xi = 1 and pi = 1.
i=1 i=1

Question: As a student drives to school, he encounters a traffic signal. This traffic signal stays
green for 35 seconds, yellow for 5 seconds, and red for 60 seconds. Assume that the student goes
to school each weekday between 8:00 and 8:30 a.m. Let X1 be the number of times he encounters
a green light, X2 be the number of times he encounters a yellow light, and X3 be the number of
times he encounters a red light. Find the joint distribution of X1 , X2 , and X3 .
Solution:
Let X1 be the number of times he encounters a green light with
Let X2 be the number of times he encounters a yellow light with
Let X3 be the number of times he encounters a red light with .
The probabilities to each of these events are

35 35
p1 = P (Green) = P (X1 ) = = = 0.35
35 + 5 + 60 100
5 5
p2 = P (Y ellow) = P (X2 ) = = = 0.05
35 + 5 + 60 100
60 60
p3 = P (Red) = P (X3 ) = = = 0.60
35 + 5 + 60 100
In this case, we have a multinomial distribution with three different variables and their respective
probabilities. The joint distribution of X1 , X2 and X3 is defined as follows
n!
f (x1 , x2 , x3 ) = (0.35)x1 (0.05)x2 (0.60)x3 .
x1 !x2 !x3 !
Question: According to a genetics theory, a certain cross of guinea pigs will result in red, black,
and white offspring in the ratio 8:4:4. Find the probability that among 8 offspring, 5 will be red,
2 black, and 1 white.
Solution:
Let X1 represents the number of red offspring
Let X2 represents the number of black offspring
Let X3 represents the number of white offspring.

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 A certain cross of guinea pigs will result in red, black, and white offspring in the ratio 8:4:4.
So
8 8
P (X1 ) = p1 = = = 0.5
8+4+4 16
4 4
P (X2 ) = p2 = = = 0.25
8+4+4 16
4 4
P (X3 ) = p3 = = = 0.25
8+4+4 16
We have n = 8 independent trials (8 offspring are selected). Each trial can result in three outcomes.

According to definition of multinomial distribution, the probability distribution of random

variables X1 , X2 and X3 is
n!
f (x1 , x2 , x3 ; p1 , p2 , p3 ; n) = px1 1 px2 2 px3 3
x1 !x2 !x3 !
8!
f (5, 2, 1; 0.5, 0.25, 0.25; 8) = (0.5)5 (0.25)2 (0.25)1
5!2!1!

= (168)(0.03125)(0.0625)(0.25) ≈ 0.082.

Note: Do Example 5.7 of book.

Exercise: 5.21, 5.23