Chapter 4: Some Discrete Probability Distributions

Dr.Rehab Alsultan

Umm AlQura University

[email protected]

March 19, 2024

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Overview

1 Introduction

2 Bernoulli and Binomial Random Variable

3 Poisson Distribution

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Bernoulli and Binomial Random Variable

The Bernoulli Trial:

Bernoulli trial is an experiment with only two possible outcomes.

The two possible outcomes are labeled: success (s) and failure (f)

The probability of success is P(s) = p and the probability of failure is

P(f ) = q = 1 − p.
Examples:
Tossing a coin (success=H, failure=T, and p=P(H))

Inspecting an item (success=defective, failure=non- defective, and

p=P(defective))

Sex of a newborn (male or female)

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Bernoulli and Binomial Random Variable

Bernoulli Process: Bernoulli process is an experiment that must satisfy the

following properties:
1. The experiment consists of n repeated Bernoulli trials.

2. The probability of success, P(s)=p, remains constant from trial to

trial.

3. The repeated trials are independent; that is the outcome of one trial
has no effect on the outcome of any other trial

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Binomial Random Variable

In general, if n trials result in a series of success and failures,

FFSFFFFSFSFSSFFFFFS · · ·
Then the probability of X successes in that order is

P(X ) = q.q.p.q · · ·
= p X q n−X

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Binomial Random Variable
Binomial Random Variable:
Consider the random variable : X = The number of successes in the
n trials in a Bernoulli process
The random variable X has a binomial distribution with parameters n
(number of trials) and p (probability of success), and we write:

X ∼ Binomial(n,p) or X ∼ b(x; n, p)

However, if order is not important, then The probability distribution

of X is given by:

n!
f (x) = P(X = x) = p X q n−x x = 0, 1, 2, · · · , n
x!(n − x)!

n!
where X !(n−X )! is the number of ways to obtain X successes in n trials,
and n! = n(n–1)(n–2) · · · (2)(1)
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Dr.Rehab Alsultan (UQU) A first course in Probability March 19, 2024 7 / 21
We can write the probability distribution of X as a table as follows.

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Dr.Rehab Alsultan (UQU) A first course in Probability March 19, 2024 9 / 21
Dr.Rehab Alsultan (UQU) A first course in Probability March 19, 2024 10 / 21
Properties of Binomial Random Variables
We will now examine the properties of a binomial random variable with
parameters n and p. To begin, let us compute its expected value and
variance. Now,

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The mean, the variance and moment generating of the binomial
distribution b(x; n, p) are:
µ = E [X ] = np
2
σ = Var (X ) = np(1 − p)
MX = [(1 − p) + pe t ]n

Example: Suppose that 25% of the products of a manufacturing process

are defective. Three items are selected at random, inspected, and classified
as defective (D) or non-defective (N). (a) Find the probability distribution
of the number of defective items.
Solution:
Experiment: selecting 3 items at random, inspected, and classified as (D)
or (N).
· The sample space is
S = {DDD, DDN, DND, DNN, NDD, NDN, NND, NNN}
· Let X = the number of defective items in the sample
· We need to find the probability distribution of X.
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Bernoulli trial is the process of inspecting the item. The results are
success=D or failure=N, with probability of success
25 1
P(s) = = = 0.25.
100 4
The experiments is a Bernoulli process with:
number of trials: n=3
Probability of success: p=1/4=0.25
X ∼ Binomial(n,p)=Binomial(3,1/4)
The probability distribution of X is given by:

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(b) Find the expected value (mean) and the variance of the number of
defective items
We need to find E (X ) = µ and Var (X ) = σ 2
The expected number of defective items is
1 3
E (X ) = µ = np = (3) = = 0.75
4 4
The variance of the number of defective items is
13 9
Var (X ) = σ 2 = np(1 − p) = (3) = = 0.5625
44 16
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(c) Find the following probabilities:
(1) The probability of getting at least two defective items.
(2) The probability of getting at most two defective items.
Solution:

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THE POISSON RANDOM VARIABLE
The Poisson Distribution
When there are a large number of trials but a small probability of
success, binomial calculations become impractical
Example: Thenumber of people in acommunity who survive to age100
The mean number of successes from n trials is λ = np
Example: 64 deaths in 20 years out of thousands of soldiers
If we substitute λn for p, and let n approach ∞, the binomial
distribution becomes the Poisson distribution:
e −λ λx
P(x) = x = 0, 1, 2, · · ·
x!
defines a probability mass function, since
∞ ∞
X X λx
e −λ = e −λ e λ = 1
x!
x=0 x=0

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Some examples of random variables that generally obey the Poisson
probability law
1.The number of misprints on a page (or a group of pages) of a book

2. The number of people in a community who survive to age 100

3. The number of wrong telephone numbers that are dialed in a day

4. The number of packages of dog biscuits sold in aparticular store each

day

5. The number of customers entering a postoffice on a given day

6. The number of vacancies occurring during a year in the federal judicial

system

7. The number of α-particles discharged in afixed period of time from

some radioactive material
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EXAMPLE 7a Suppose that the number of typographical errors on a single
page of this book has a Poisson distribution with parameter λ = 12 .
Calculate the probability that there is at least one error on this page.
Solution.
Letting X denote the number of errors on this page, we have
1
P{X ≥ 1} = 1 − PX = 0 = 1 − e − 2 ≈ 0.393

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The mean , the variance and moment generating functions of the Poisson
random variable are:
µ = E [X ] = λ

E [X 2 ] = λ(λ + 1)

σ 2 = Var (X ) = λ

t −1)
M(t) = e λ(e

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Example
If the moment generating function of a random variable X is
t −1)
M(t) = e 4.6(e ,

a) what are the mean and variance of X?

b)What is the probability that X is between 3 and 6,
Solution Since the moment generating function of X is given by
t −1)
M(t) = e 4.6(e ,

we conclude that X ∼ POI (λ) with λ = 4.6. Thus, we get

µ = E [X ] = λ = 4.6

σ 2 = Var (X ) = λ = 4.6
P(3 < X < 6) = f (4) + f (5) = F (6) − F (3) = 0.686 − 0.326 = 0.36

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 The End

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