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3 views

MAT217PART5

Uploaded by

amodafoluwake
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© © All Rights Reserved
We take content rights seriously. If you suspect this is your content, claim it here.
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You are on page 1/ 28

POISSON DISTRIBUTION

When the number of trials is very large and the probability


of success is comparatively very small, the binomial
distribution may not be a very suitable model for random
experiments. A discrete probability distribution which is
more suitable is called the Poisson distribution.
Poisson distribution is used to model the number of events
occurring within a given time interval.
Poisson probability density (mass) function is denoted
mathematically as
 e
x 
p  x = x  0,1, 2,
x!

where e  2.71828
  given constant

The mean and variance of Poisson distribution is given as:


Mean = 
Variance = 
Example
1) Arrivals at a bus-stop follow a Poisson distribution with
an average of 4.5 every quarter of an hour. Calculate the
probability of fewer than 3 arrivals in a quarter of an
hour.

2) If the mean number of calls to a telecom call center per


hour is 8. What is the probability that on a given hour,
there will be 11 calls?
Solution
 x e
p  x =
x!
4.50 e 4.5
p  0 =
0!
 0.01111
4.51 e 4.5
p 1 =
1!
 0.04999
4.52 e 4.5
p  2 =
2!
 0.11248
So the probability of fewer than 3 arrivals is
p(0) + p 1 + p  2  = 0.01111+ 0.04999 + 0.11248
= 0.17358
Exercise
1) The number of accidents occurring on a bridge in a year
has a Poisson distribution with mean 3. Compute the
probability that in a year:
i) Only one accident occurred
ii) At most one accident occurred
iii) At least one accident occurred

2) In 1910, E. Rutherford and H. Geiger showed


experimentally that the number of alpha particles emitted
per second in a radioactive process is a random variable X
having a Poisson distribution. If X has a mean of 0.5, what is
the probability of observing two or more particles during any
given second?
CONTINUOUS PROBABILITY
DISTRIBUTIONS
Continuous Probability Distri…
 Unlike a discrete random variable which we
studied in the previous lecture, a
continuous random variable is one that
can assume an uncountable number of
values.
  We cannot list the possible values
because there is an infinite number of them.
  Because there is an infinite number of
values, the probability of each individual
value is virtually 0.
Examples of Continuous
Probability Distributions
 Uniform Probability Distribution

 Normal Probability Distribution

 Exponential Probability Distribution


e.t.c.

For the purpose of this course we will only


consider normal distribution.
NORMAL PROBABILITY DISTRIBUTION

 The normal probability distribution is


the most important distribution for
describing a continuous random variable.
 It is widely used in statistical inference.
CHARACTERISTICS OF A NORMAL PROBABILITY
DISTRIBUTION
 The normal curve is bell-shaped and has a single
peak at the exact center of the distribution.

 The arithmetic mean, median, and mode of the


distribution are equal and located at the peak.

 Half the area under the curve is above the peak,


and the other half is below it.
Characteristics of a Normal Probability
Distribution contd.
 The normal probability distribution is
symmetrical about its mean.
 The normal probability distribution is
asymptotic - the curve gets closer and
closer to the x-axis but never actually
touches it.
 The total area under the curve is 1 (0.5 to

the left of the mean and 0.5 to the right)


Characteristics of A Normal Distribution
r a l i t r b u i o n : m = 0 , s2 = 1

0 . 4

Normal
curve is
0 . 3
symmetrical

0 . 2

Theoretically,
curve
f ( x

0 . 1
extends to
infinity

. 0

- 5
a
Mean, median, and
x

mode are equal


THE NORMAL PROBABILITY DISTRIBUTION…
The probability density function of a normal
random variable is given by:

1  xm 
2

1   
f  x  e 2 s 
 x 
s 2

where m -mean
s -standard deviation
 -3.14159
e-2.71828
THE NORMAL PROBABILITY DISTRIBUTION …

The normal distribution is fully defined by two


parameters: its standard deviation and mean
STANDARD NORMAL PROBABILITY
DISTRIBUTION
A random variable having a normal
distribution with a mean of 0 and a standard
deviation of 1 is said to have a standard
normal probability distribution.
2
1  x 0 
1   
f  x  e 2 1 
 x 
1 2
STANDARD NORMAL PROBABILITY FUNCTION

1 Z 0 2 1
1  ( ) 1  ( Z )2
p( Z )  e 2 1
 e 2
(1) 2 2
THE STANDARD NORMAL CURVE Μ=0, AND Σ2=1
0.4
0.3
0.2
y
0.1
0.0

-3 -2 -1 0 1 2 3
x
STANDARD NORMAL DISTRIBUTION

As we shall see shortly, any normal distribution


can be converted to a standard normal
distribution with simple algebra. This makes
calculations much easier.
CONVERTING TO THE STANDARD NORMAL
DISTRIBUTION

 All
normal
distributions can be
converted into the
standard normal curve xm
z
by subtracting the s
mean and dividing by
the standard
deviation:
How to calculate the probability of a
normal random variable?
 Each normal random variable, X, has a density function,
say f(x) (it is a normal curve).

 Probability Pr(a<X<b) is the area between a and b,


under the normal curve f(x)

 Standard Normal Curve Table gives areas for a standard


normal curve with m=0 and s=1.

 Probabilities for any normal curve (any m and s) can be


rewritten in terms of a standard normal curve.
CALCULATING NORMAL PROBABILITIES

 The Cumulative Standard Normal Distribution


table gives probabilities
P(Z < z)
 First column = integer + first decimal

 Top row = second decimal place


Example
 X is a normal random variable with
μ=120, and σ=15. Find the probability
Pr(X≤135)
Solution:
x z-score of x
Pr(X≤135)
x=135  z-score z=(135-120)/15=1
P(X≤135)=P(Z≤1)
= 0.8413= 0.8413
Calculating Normal
Probabilities…
 Example: The time required to build a
computer is normally distributed with a
mean of 50 minutes and a standard
deviation of 10 minutes. What is the
probability that a computer is assembled in
a time between 45 and 60 minutes?

Algebraically speaking, what is Pr(45 < X < 60) ?


8.24
Calculating Normal Probabilities…
 P(45 < X < 60) ?
…mean of 50 minutes and a
standard deviation of 10 minutes…

8.25
PRACTICE PROBLEM
If birth weights in a population are normally
distributed with a mean of 109 oz and a standard
deviation of 13 oz,
a. What is the chance of obtaining a birth weight of 141
oz or heavier when sampling birth records at random?
b. What is the chance of obtaining a birth weight of 120
or lighter?
ANSWER
a. What is the chance of obtaining a birth weight of 141
oz or heavier when sampling birth records at random?

141  109
Z  2.46
13

From the table  Z of 2.46 corresponds to a right tail (greater than)


area of: P(Z≥2.46) = 1-(0.993053)= .006947
ANSWER
b. What is the chance of obtaining a birth weight of 120
or lighter?

120  109
Z  .85
13

From the table  Z of .85 corresponds to a left tail area of:


P(Z≤.85) = .802338= 0.8023

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