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L 2 Discrete Distributions

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33 views18 pages

L 2 Discrete Distributions

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© © All Rights Reserved
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Discrete Probability Distributions

Md. Moyazzem Hossain


Professor
Department of Statistics
and Data Science
Jahangirnagar University

McGraw-Hill/Irwin ©The McGraw-Hill Companies, Inc. 2008

What is a Probability Distribution?

Experiment: Toss a
coin three times.
Observe the number of
heads. The possible
results are: zero
heads, one head, two
heads, and three
heads.
What is the probability
distribution for the
number of heads? Md. Moyazzem Hossain, Dept. of
Statistics and Data Science, JU
2

Md. Moyazzem Hossain, Dept. of Statistics,


JU 1
Probability Distribution of Number of
Heads Observed in 3 Tosses of a Coin

Md. Moyazzem Hossain, Dept. of


Statistics and Data Science, JU
3

Features of a Discrete Distribution

The main features of a discrete probability


distribution are:
⚫ The sum of the probabilities of the various
outcomes is 1.00.
⚫ The probability of a particular outcome is
between 0 and 1.00.
⚫ The outcomes are mutually exclusive.

Md. Moyazzem Hossain, Dept. of


Statistics and Data Science, JU
4

Md. Moyazzem Hossain, Dept. of Statistics,


JU 2
Binomial Probability Distribution

⚫ There are only two possible outcomes on a


particular trial of an experiment. (Yes or No,
Success or Failure, etc.)
⚫ The outcomes are mutually exclusive,
⚫ The random variable is the result of counts.
⚫ Each trial is independent of any other trial
⚫ Probability of outcome does not vary from
trial to trial

Md. Moyazzem Hossain, Dept. of


Statistics and Data Science, JU
5

Binomial Distribution

Binomial Probability Function


n
p( x ) =   p x (1 − p)( n − x ) ; x = 0,1, 2,..., n
x
n!
P( x) = p x (1 − p)( n − x ) 5! = 5  4  3  2  1; 0! = 1
x !(n − x)!

where:
p(x) = the probability of x successes in n trials
x= the number of successes in n trials
n = the number of trials
p = the probability of success on any one trial
Md. Moyazzem Hossain, Dept. of
Statistics and Data Science, JU
6

Md. Moyazzem Hossain, Dept. of Statistics,


JU 3
Binomial Probability - Example

Suppose there are five flights daily from Dhaka to


Chittagong Airport. Also, suppose the probability that any
flight arrives late is 0.20. What is the probability that none
of the flights are late today?

 5
p( x = 0) =   (0.2) ( 1 − 0.2 )
0 5−0

0
= 0.3277
Md. Moyazzem Hossain, Dept. of
Statistics and Data Science, JU
7

Mean and Variance

If X follows a binomial distribution with


parameters n and p: X ~ Bin (n, p)

Then:
Mean = np and Variance =np(1-p)

Md. Moyazzem Hossain, Dept. of


Statistics and Data Science, JU
8

Md. Moyazzem Hossain, Dept. of Statistics,


JU 4
Mean, Variance and Standard
Deviation

Mean: μ = np
Variance: σ 2 = npq
Standard deviation: σ = npq
Example: One out of 5 students at a local college say that they
skip breakfast in the morning. Find the mean, variance and
standard deviation if 10 students are randomly selected.

n = 10 μ = np σ 2 = npq σ = npq
p = 1 = 0.2 = 10(0.2) = (10)(0.2)(0.8) = 1.6
5
q = 0.8 =2 = 1.6  1.3
Md. Moyazzem Hossain, Dept. of
Statistics and Data Science, JU
9

Example: Mean and Variance

For the example regarding the number of late flights, recall


that p=0.20 and n= 5.
What is the average number of late flights?
What is the variance of the number of late flights?

Mean = np = 5  0.2 = 1
Variance = np (1 − p ) = 5  0.2  0.8 = 0.80

Md. Moyazzem Hossain, Dept. of


Statistics and Data Science, JU
10

10

Md. Moyazzem Hossain, Dept. of Statistics,


JU 5
Binomial Distribution

Example: Evans is concerned about a low retention rate


for employees. In recent years, management has seen a
turnover of 10% of the hourly employees annually.
Thus, for any daily employee chosen at random,
management estimates a probability of 0.1 that the
person will not be with the company next year.

Md. Moyazzem Hossain, Dept. of


Statistics and Data Science, JU
11

11

Binomial Distribution

Choosing 3 daily employees at random, what is the


probability that 1 of them will leave the company this
year?
Here, p = 0.10, n = 3, x = 1

n!
P( x) = p x (1 − p)( n − x )
x !(n − x)!
3!
P(1) = (0.1)1 (0.9)2 = 3(0.1)(0.81) = 0.243
1!(3 − 1)!

Md. Moyazzem Hossain, Dept. of


Statistics and Data Science, JU
12

12

Md. Moyazzem Hossain, Dept. of Statistics,


JU 6
Binomial Distribution Thinking
Challenge
Mr. Y is a telemarketer selling
service contracts for a company. He
sold 20 in your last 100 calls (p =
0.20). If he call 12 people in a
particular day, what’s the probability
of
A. No sales?
B. Exactly 2 sales?
C. At most 2 sales?
D. At least 2 sales?
Md. Moyazzem Hossain, Dept. of
Statistics and Data Science, JU 13

13

Binomial Distribution Solution


Here, n = 12, p = 0.20
A. p(0) = 0.0687
B. p(2) = 0.2835
C. p(at most 2) = p(0) + p(1) + p(2)
= 0.0687 + 0.2062 + 0.2835
= 0.5584
D. p(at least 2) = p(2) + p(3)...+ p(12)
= 1 – [p(0) + p(1)]
= 1 – 0.0687 – 0.2062
= 0.7251 Md. Moyazzem Hossain, Dept. of
Statistics and Data Science, JU
14

14

Md. Moyazzem Hossain, Dept. of Statistics,


JU 7
Example

A previous study by a Department of Transportation


concluded that 76.2 percent of front seat occupants used
seat belts. A sample of 12 vehicles is selected. What is
the probability the front seat occupants in at least 7 of the
12 vehicles are wearing seat belts?

Md. Moyazzem Hossain, Dept. of


Statistics and Data Science, JU
15

15

Example

At a Company, in the past, 25% of new


employees were not hired for a permanent
position after a six-months probationary period.
Among 7 new employees, what is the
probability that 5 or more will be hired
permanently?

Solution

Md. Moyazzem Hossain, Dept. of


Statistics and Data Science, JU
16

16

Md. Moyazzem Hossain, Dept. of Statistics,


JU 8
Example

Sixty percent of the workers in a plant belong to


a union. A random sample of 12 is chosen. Find
the probability that exactly 4 belong to a union.

Solution

Md. Moyazzem Hossain, Dept. of


Statistics and Data Science, JU
17

17

Practice Problem

You are conducting a case-control study of


smoking and lung cancer. If the probability of
being a smoker among lung cancer cases is 0.6,
what’s the probability that in a group of 8 cases
you have:
a. Less than 2 smokers?
b. More than 5 smokers?
c. Between 4 and 6 (inclusive) smokers?
d. What are the expected value and standard
deviation of the number of smokers?
Md. Moyazzem Hossain, Dept. of
Statistics and Data Science, JU
18

18

Md. Moyazzem Hossain, Dept. of Statistics,


JU 9
Poisson Probability Distribution
The Poisson probability distribution describes the number of
events that occur in a specified interval. The interval may be
time, distance, area, or volume.
Examples
⚫ Number of customers arriving in 20 minutes
⚫ Number of strikes per year in a country
⚫ Number of defects DVD’s per lot (group)

Assumptions
(1) The probability is proportional to the length of the
interval.
(2) The intervals are independent.
Md. Moyazzem Hossain, Dept. of
Statistics and Data Science, JU
19

19

Poisson Probability Distribution

The Poisson distribution can be described mathematically using


the formula:
x e – (x = 0, 1, 2, 3, . . .)
p (x ) =
x!
p(x) = Probability of x given 
 = Mean (expected) number of events in unit
e = 2.71828 (base of natural logarithm)
x = Number of events per unit
Mean () =  Variance () = 
Md. Moyazzem Hossain, Dept. of
Statistics and Data Science, JU
20

20

Md. Moyazzem Hossain, Dept. of Statistics,


JU 10
Poisson Probability Distribution

Example: Assume baggage is rarely lost by Northwest


Airlines. Suppose a random sample of 1,000 flights
shows a total of 300 bags were lost. Thus, the average
number of lost bags per flight is 0.3 (300/1,000). If the
number of lost bags per flight follows a Poisson
distribution with  = 0.3 , find the probability of not losing
any bags in the next flight.

 x e−  0.30 e−0.3
P ( X = 0) = = = 0.7408
x! 0!
Md. Moyazzem Hossain, Dept. of
Statistics and Data Science, JU
21

21

Poisson Distribution Example


Example: Customers
arrive at a rate of 72 per
hour. What is the
probability of 4 customers
arriving in 3 minutes?

© 1995 Corel Corp.

Md. Moyazzem Hossain, Dept. of


Statistics and Data Science, JU
22

22

Md. Moyazzem Hossain, Dept. of Statistics,


JU 11
Poisson Distribution Solution

Here, 72 Per Hr. = 1.2 Per Min. = 3.6 Per 3 Min.


Interval
 x e-
p( x) =
x!
( 3.6 )
4
e-3.6
p (4) = = 0.1912
4!

Md. Moyazzem Hossain, Dept. of


Statistics and Data Science, JU
23

23

Thinking Challenge
You work in Quality
Assurance for an investment
firm. A clerk enters 75
words per minute with 6
errors per hour. What is the
probability of 0 errors in a
255-word bond transaction?

© 1984-1994 T/Maker Co.


Md. Moyazzem Hossain, Dept. of
Statistics and Data Science, JU 24

24

Md. Moyazzem Hossain, Dept. of Statistics,


JU 12
Poisson Distribution

⚫ 75 words/min = (75 words/min)*(60 min/hr)


= 4500 words/hr
⚫ 6 errors/hr = 6 errors/4500 words
= 0.00133 errors/word
⚫ In a 255-word transaction (interval):
 = (0.00133 errors/word)*(255 words)
= 0.34 errors/255-word transaction

Md. Moyazzem Hossain, Dept. of


Statistics and Data Science, JU
25

25

Poisson Distribution

 x e-
p( x) =
x!
( 0.34 ) e-0.34
0

p (0) = = 0.7118
0!

Md. Moyazzem Hossain, Dept. of


Statistics and Data Science, JU
26

26

Md. Moyazzem Hossain, Dept. of Statistics,


JU 13
Poisson Distribution
Example: A company receives three complaints per day on average.
What is the probability of receiving more than one complaint on a
particular day?
Solution: Suppose X represent the number of complaint received on a
particular day. Here,  = 3
‘more than one‘ means that x = 2 or 3 or 4 or …
P(‘more than one‘) = P(2) + P(3) + P(4) + …
P(‘more than one’) = 1 – {P(0) + P(1)}
=1-{(e-3 × 30 / 0!) + (e-3 × 31 / 1!) }
= 1-{0.0498+0.1494} = 1 – 0.1992 = 0.8008

Md. Moyazzem Hossain, Dept. of


Statistics and Data Science, JU
27

27

Poisson Distribution
Example: Suppose that in one year the number of
industrial accidents follows a Poisson distribution with
mean 3. What is the probability that in a given year
there will be at least 1 accident?

Hint: P(at least 1 accident) = P(1) + P(2) + P(3) + …


= 1 – P(0)

Answer: 0.95
Md. Moyazzem Hossain, Dept. of
Statistics and Data Science, JU
28

28

Md. Moyazzem Hossain, Dept. of Statistics,


JU 14
Example

Example: If calls to your cell phone are a Poisson process with a


constant rate of 2 calls per hour, what’s the probability that, if
you forget to turn your phone off in a 1.5 hour class, your phone
rings during that time?

Solution: Here, =2*1.5 calls/1.5 hours


The required probability is P(X ≥ 1) = 1 – P(X = 0)
(2*1.5)0 e−2(1.5) (3)0 e−3
P( X = 0) = = = e−3 = 0.05
0! 0!
P(X≥1)=1 – 0.05 = 0.95=95% chance
Md. Moyazzem Hossain, Dept. of
Statistics and Data Science, JU
29

29

Poisson Distribution
The number of cracks requiring repair in a section
of motor way follows a Poisson distribution with a
mean of 2 cracks/mile. What is the probability that
there are:
a) no cracks that require repair in 5 miles of motor
way? Hint: =2*5, Answer: 0.0000454
b) at least one crack requires repair in half mile of
motor way? Hint: =2*0.5, Answer: 0.632
c) exactly three cracks that require repair in 2 miles
of motor way? Hint: =2*2, Answer: 0.195
Md. Moyazzem Hossain, Dept. of
Statistics and Data Science, JU
30

30

Md. Moyazzem Hossain, Dept. of Statistics,


JU 15
Example

Example: If the probability that a car accident happens is


a very busy road in one hour is 0.001. If 2000 cars
passed in one hour by the road, what is the probability
that
1) exactly 3
2) more than 2 car accidents happened on that hour of
the road.

Solution:
Here, P = 0.001, n = 2000 and  = n*P = 2000*0.001 = 2
1) 0.18
2) 0.323 Md. Moyazzem Hossain, Dept. of
Statistics and Data Science, JU
31

31

Geometric Distribution

A geometric distribution is a discrete probability distribution


of a random variable x that satisfies the following conditions.
1. A trial is repeated until a success occurs.
2. The repeated trials are independent of each other.
3. The probability of a success p is constant for each trial.

The probability that the first success will occur on trial x is


P (x) = p(q)x – 1, where q = 1 – p.

Md. Moyazzem Hossain, Dept. of


Statistics and Data Science, JU
32

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Md. Moyazzem Hossain, Dept. of Statistics,


JU 16
Geometric Distribution

Example: A fastfood chain puts a winning game piece on every fifth


package of French fries. Find the probability that you will win a
prize,
a.) with your third purchase of French fries,
b.) with your third or fourth purchase of French fries.

Here, p = 0.20, q = 0.80


a.) x = 3 b.) x = 3, 4
P (3) = (0.2)(0.8)3 – 1 P (3 or 4) = P (3) + P (4)
= (0.2)(0.8)2  0.128 + 0.102
= (0.2)(0.64)  0.230
= 0.128
Md. Moyazzem Hossain, Dept. of
Statistics and Data Science, JU
33

33

Geometric Distribution

Example: Suppose it is known that the probability that a certain


company experiences a network failure in a given week is 10%.
Suppose the CEO of the company would like to know the
probability that the company can go 5 weeks without
experiencing a network failure.

Here, p = 0.10, q = 0.90


x=5
P (5) = (0.1)(0.9)5 – 1
= 0.59049

Md. Moyazzem Hossain, Dept. of


Statistics and Data Science, JU
34

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Md. Moyazzem Hossain, Dept. of Statistics,


JU 17
Geometric Distribution

Example: Suppose it is known that 5% of all mobile


chargers on an assembly line are defective.

Determine the probability of inspecting 0, 1, or 2 mobile


chargers before an inspector comes across a defective
mobile charger:

P(X=0) = (0.05) 1-0.05)0 = 0.05


P(X=1) = (0.05)(1-0.05)1 = 0.0475
P(X=2) = (0.05)(1-0.05)2 = 0.04512

Md. Moyazzem Hossain, Dept. of


Statistics and Data Science, JU
35

35

Thank You

Md. Moyazzem Hossain, Dept. of


Statistics and Data Science, JU
36

36

Md. Moyazzem Hossain, Dept. of Statistics,


JU 18

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