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The document provides an overview of various probability distributions including Bernoulli, Binomial, Negative Binomial, Poisson, Geometric, and Exponential distributions, with examples related to light bulbs. It explains the parameters and formulas associated with each distribution, illustrating how they can be applied to real-world scenarios such as quality inspection of products. Key concepts include the probability of success and failure, the number of trials, and the average rate of occurrence for events.

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belmrabetassalamel
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3 views6 pages

Statistics Summary

The document provides an overview of various probability distributions including Bernoulli, Binomial, Negative Binomial, Poisson, Geometric, and Exponential distributions, with examples related to light bulbs. It explains the parameters and formulas associated with each distribution, illustrating how they can be applied to real-world scenarios such as quality inspection of products. Key concepts include the probability of success and failure, the number of trials, and the average rate of occurrence for events.

Uploaded by

belmrabetassalamel
Copyright
© © All Rights Reserved
We take content rights seriously. If you suspect this is your content, claim it here.
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Download as PDF, TXT or read online on Scribd
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Statistics Summary

Bernoulli distribution:
Outcomes of a single trial of an experiment where there are only two possible outcomes: success
(1), failure (0)

Parameters:

𝑃 = 𝑝𝑟𝑜𝑏𝑎𝑏𝑖𝑙𝑖𝑡𝑦 𝑜𝑓 𝑠𝑢𝑐𝑐𝑒𝑠𝑠
1 − 𝑃 = 𝑝𝑟𝑜𝑏𝑎𝑏𝑖𝑙𝑖𝑡𝑦 𝑜𝑓 𝑓𝑎𝑖𝑙𝑢𝑟𝑒
The random variable X takes on the value 1 with probability P (success) and 0 with probability 1−P
(failure).

Example:

Flipping a coin can be modeled as a Bernoulli trial:

• If the coin lands heads, it’s a success (X=1).

• If it lands tails, it’s a failure (X=0).

• For a fair coin, P=0.5

Binomial distribution (Sum of A lot of Bernoulli Distributions):


Binomial distributions is just multiple Bernoulli trials merged

n is the number of trials

k is the number of successes


p is the probability of success

(1−p) is the probability of failure

factory that produces light bulbs. It claims that 98% of the bulbs are defect-free, 2% are defective.

Now, suppose the inspector checks 10 light bulbs. The scenario can still be modeled using
Bernoulli distribution for each bulb, but since we are looking at multiple trials, this becomes a
Binomial distribution

In this case:

• P = 0.98 (bulb is defect-free)

• 1−p = 0.02 (bulb is defective).

X represents the outcome of checking one bulb:

• X=1 if the bulb is defect-free,

• X=0 if the bulb is defective.

The probability distribution for this scenario is Bernoulli, where the PMF is:

𝑃(𝑋 = 1) = 0.98 𝑃(𝑋 = 0) = 0.02


Now, number of trials is 10

n = 10

For example:

• The probability of finding exactly 8 defect-free bulbs out of 10:

= 45

which is 1.53%.
Negative Binomial Distribution:
the number of trials needed to achieve a specific number of successes

X = number of failures before achieving 𝑟 successes.

r = required number of successes,

k = number of failures,

p = probability of success.

Back to the light bulbs example

Suppose a quality inspector wants to find 3 defect-free bulbs (r=3) and is counting how many
defective bulbs (k) they encounter before achieving this goal.

Example:

What is probability that the inspector encounters 4 defective bulbs (k=4) before finding 3 defect-
free ones.

Result is 0.000226%
Poisson:
number of times an event occurs within a fixed interval of any measurable domain, given that the
events happen independently and at a constant average rate.

λ: The average rate of occurrence (mean number of events in the interval).

X: Number of events that occur in the interval.

LIGHT BULB TIME!


imagine it makes a large number of light bulbs, and defects occur at an average rate of 2 defects
per 100 bulbs (λ=2). We want to calculate the probability of finding exactly 3 defective bulbs (k=3)
in a batch of 100 bulbs.

Result is 18.04%.
Geometric:
number of trials required to achieve the first success in a sequence of independent Bernoulli trials

the factory inspector is inspecting bulbs, where 98% (p=0.98) are defect-free. What’s the
probability that the first defective bulb (p=0.02) is found on the 5th bulb?

Result is 1.84%.

Expo:
model the time between events in a process where events occur continuously and independently
at a constant average rate.

Suppose the lifespan of light bulbs is exponentially distributed, with an average lifespan of 500
hours. This implies the rate parameter is:

Problem 1: What is the probability that a bulb lasts less than 400 hours?
Problem 2: What is the probability that a bulb lasts more than 600 hours?

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