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Stat Prob Distributions

Yes, the probability of more than 3 accidents per month is 0.14042 + 0.17552 + 0.17552 = 0.49146 which exceeds 0.7. So the road needs to be widened.  On an average, 10 calls arrive per hour a t a call center. Find the probability t h a t in a particular hour:  No call arrives (0.0045)  At least 15 calls arrive (0.0000) 15 N ORMAL D ISTRIBUTION  Many phenomena in nature follow a normal or Gaussian distribution.  It is a

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0% found this document useful (0 votes)
354 views26 pages

Stat Prob Distributions

Yes, the probability of more than 3 accidents per month is 0.14042 + 0.17552 + 0.17552 = 0.49146 which exceeds 0.7. So the road needs to be widened.  On an average, 10 calls arrive per hour a t a call center. Find the probability t h a t in a particular hour:  No call arrives (0.0045)  At least 15 calls arrive (0.0000) 15 N ORMAL D ISTRIBUTION  Many phenomena in nature follow a normal or Gaussian distribution.  It is a

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Joyae Chavez
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PROBABILITY DISTRIBUTIONS

BINOMIAL, POISSON, NORMAL


D ISTRIBUTION
 Frequency Distribution: It is a listing of observed /
actual frequencies of all the outcomes of a n
experiment t h a t actually occurred when

Birinder Singh, Assistant Professor, PCTE


Ludhiana
experiment was done.
 Probability Distribution: It is a listing of the
probabilities of all the possible outcomes t h a t
could occur if the experiment was done.
 It can be described as:
 A diagram (Probability Tree)
 A table

 A mathematical formula

2
T YPES OF P ROBABILITY D ISTRIBUTION
Probability

Distrib ut ion

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Ludhiana
Continuous
Discrete PD
PD

Binomial
Distribution Normal
Distribution
Poisson 3
Distribution
P ROBABILITY D ISTRIBUTION
 Discrete Distribution: Random Variable can take
only limited number of values. Ex: No. of heads
in two tosses.

Birinder Singh, Assistant Professor, PCTE


Ludhiana
 Continuous Distribution: Random Variable can
take any value. Ex: Height of students in the
class.

4
T REE D IAGRAM –
A FAIR COIN IS TOSSED TWICE
1st 2nd
H HH

T HT Possible
Outcomes
H TH
T

T TT
Attach probabilities

1st 2nd
H HH P(H,H)=½x½=¼
½

½ H
½
T HT P(H,T)=½x½=¼

½ H TH P(T,H)=½x½=¼
½ T

½
T TT P(T,T)=½x½=¼

INDEPENDENT EVENTS – 1st spin has no effect on the 2nd spin


Calculate probabilities

*
1st 2nd
H HH P(H,H)=½x½=¼
½

*
½
½
T HT P(H,T)=½x½=¼

*
½ H TH P(T,H)=½x½=¼
½ T

½
T TT P(T,T)=½x½=¼

Probability of at least one Head?


Ans: ¼ +¼+¼=¾
D ISCRETE PD – E XAMPLE (T ABLE )
 Tossing a coin three times:
S= 𝐻𝐻𝐻, 𝐻𝐻𝑇, 𝐻𝑇𝐻, 𝐻𝑇𝑇, 𝑇𝐻𝐻, 𝑇𝐻𝑇,
𝑇𝑇𝐻, 𝑇𝑇𝑇
 Let X represents “No. of heads”
Outcome Probability X
s
HHHHHH ½*1/2* 0
HHT 1/8 1
HTH 1/8 1
TTH

8
Each coin flip has 2 possible outcomes, so the
flipping of 4 coins has 2x2x2x2 = 16 possible
outcomes. We can enumerate all possible outcomes
as follows, where H indicates a head, and T a tail:
HHHH      THHH
HHHT      THHT
HHTH      THTH
HHTT      THTT
HTHH      TTHH
HTHT      TTHT
HTTH      TTTH
HTTT       TTTT
N     # outcomes with N heads     probability to get N heads
0                1                                       1/16 = 0.0625
1                4                                       4/16 = 1/4 = 0.25
2                6                                      6/16 = 3/8 = 0.375
3                4                                      4/16 = 1/4 = 0.25
4                1                                      1/16 = 0.0625
B INOMIAL D ISTRIBUTION
 There are certain phenomena in na tu re which can be
identified as Bernoulli’s processes, in which:
 There is a fixed number of n trials carried out

Birinder Singh, Assistant Professor, PCTE


Ludhiana
 Each trial has only two possible outcomes say success or
failure, true or false etc.
 Probability of occurrence of any outcome remains same
over
successive trials
 Trials are statistically independent
 Binomial distribution is a discrete PD which
expresses the probability of one set of alternatives
– success (p)=and
P(X = x) failure
𝒏𝑪 𝒑𝒓𝒒 (q)Of r successes in n trials)
𝒏−𝒓(Prob.
𝒓
 n = no. of trials undertaken
 r = no. of successes desired
9
 p = probability of success
 q = probability of failure
P RACTICE Q UESTIONS – BD
 Four coins are tossed simultaneously. What is the probability
of getting:
 No head 1/16

Birinder Singh, Assistant Professor, PCTE


Ludhiana
 No tail 1/16
 Two heads 3/8

 The probability of a bomb hitting a target is 1/5. Two bombs are


enough to destroy a bridge. If six bombs are fired a t the bridge,
find the probability t h a t the bridge is destroyed. (0.345)

 If 8 ships out of 10 ships arrive safely. Find the probability t h a t


a t least one would arrive safely out of 5 ships selected a t
random. (0.999)
10
P RACTICE Q UESTIONS – BD
 A pair of dice is thrown 7 times. If getting a total of 7 is
considered as success, find the probability of getting:
 No success (5/6) 7

Birinder Singh, Assistant Professor, PCTE


Ludhiana
 6 successes 35. (1/6) 7
 At least 6 successes 36. (1/6) 7

 Eight-tenths of the pumps were correctly filled. Find the


probability of getting exactly three of six pumps correctly filled.
(0.082)

11
M EASURES OF C ENTRAL T ENDENCY AND
D ISPERSION FOR THE B INOMIAL D ISTRIBUTION
 Mean of BD: µ = np
 Standard Deviation of BD: σ =
𝑛𝑝𝑞

Birinder Singh, Assistant Professor, PCTE


Ludhiana
 The me an of BD is 20 an d its SD is 4. Find n, p, q.
(100, 1/5, 4/5)

 The me an of BD is 20 a nd its SD is 7. Comment.

12
F ITTING OF B INOMIAL D ISTRIBUTION
 Four coins are tossed 160 times and the following results
were obtained:
No. of heads 0 1 2 3 4

Birinder Singh, Assistant Professor, PCTE


Ludhiana
Frequency 17 52 54 31 6

Fit a binomial distribution under the assumption t h a t the


coins are unbiased.

 Fit a binomial distribution to the following data:


X 0 1 2 3 4
f 28 62 46 10 4

13
P OISSON D ISTRIBUTION
 When there is a large number of trials, but a
small probability of success, binomial
calculation becomes impractical

Birinder Singh, Assistant Professor, PCTE


Ludhiana
 If λ = mean no. of occurrences of an event per unit
interval of time/space, then probability that it will occur
exactly ‘x’ times is given by
 P(x) = 𝝀𝒙 𝒆−𝝀 where e is napier constant & e =
𝒙!
2.7182

14
P RACTICE P ROBLEMS – P OISSON
D ISTRIBUTION
 On a road crossing, records show t h a t on a n average, 5 accidents
occur per month. What is the probability t h a t 0, 1, 2, 3, 4, 5 accidents
occur in a month? (0.0067, 0.0335, 0.08425, 0.14042, 0.17552, 0.17552)

Birinder Singh, Assistant Professor, PCTE


Ludhiana
 In case, probability of greater t h a n 3 accidents per month exceeds 0.7, then
road must be widened. Should the road be widened? (Yes)

 If on a n average 2 calls arrive a t a telephone switchboard per minute, what is


the probability t h a t exactly 5 calls will arrive during a randomly selected 3
minute interval? (0.1606)

 It is given t h a t 2% of the screws are defective. Use PD to find the probability


t h a t a packet of 100 screws contains:
 No defective screws (0.135)
 One defective screw (0.270)
 Two or more defective screw (0.595)

15
C HARACTERISTICS OF P OISSON
D ISTRIBUTION
 It is a discrete distribution
 Occurrences are statistically independent

Birinder Singh, Assistant Professor, PCTE


Ludhiana
 Mean no. of occurrences in a unit of time is
proportional to size of unit (if 5 in one year, 10 in 2
years etc.)
 Mean of PD is λ = np

 Standard Deviation of PD is 𝜆= 𝑛𝑝
 It is always right skewed.
 PD is a good approximation to BD when n > or = 20
and p< or = 0.05
16
N ORMAL D ISTRIBUTION
 It is a continuous PD i.e. random variable can take on any
value within a given range. Ex: Height, Weight, Marks etc.
 Developed by eighteenth century mathematician – astronomer

Birinder Singh, Assistant Professor, PCTE


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Karl Gauss, so also called Gaussian Distribution.
 It is symmetrical, unimodal (one peak).
 Since it is symmetrical, its mean, median an d mode all
coincides i.e. all three are same.
 The tails are asymptotic to horizontal axis i.e. curve goes to
infinity without touching horizontal axis.
 X axis represents random variable like height, weight etc.
 Y axis represents its probability density function.
 Area under the curve tells the probability.
 The total area under the curve is 1 (or 100%)
 Mean = µ, SD = σ 17
D EFINING A N ORMAL D ISTRIBUTION
 Only two parameters are considered: Mean &
Standard Deviation

Birinder Singh, Assistant Professor, PCTE


Same Mean, Different Standard Deviations

Ludhiana

 Same SD, Different Means
 Different Mean & Different Standard Deviations

18
A REA U NDER T HE N ORMAL C URVE
Standard Normal
Distribution
0.40 .34

0.30
.50 .135
0.20

0.10
.025
0.00
-4 -3 -2 -1 0 1 2 3 4
Standard Score (z)
68-95-99.7 RULE

68% of
the data

95.5% of the data

99.7% of the data


A REA U NDER T HE C URVE
 The mean ± 1 standard deviation covers
approx. 68% of the area under the curve

Birinder Singh, Assistant Professor, PCTE


Ludhiana
 The mean ± 2 standard deviation covers approx.
95.5% of the area under the curve

 The mean ± 3 st andard deviation covers 99.7%


of the area under the curve

21
S TANDARD N ORMAL PD
 In standard Normal PD, Mean = 0, SD = 1

𝑥− 𝜇

Birinder Singh, Assistant Professor, PCTE


Z=

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𝜎
 Z = No. of std. deviations from x to mean. Also called Z Score
 x = value of RV

22
P RACTICE P ROBLEMS – N ORMAL
D ISTRIBUTION
 Mean height of gurkhas is 147 cm with SD of 3 cm. What is
the probability of:
 Height being greater t h a n 152 cm. 4.75%

Birinder Singh, Assistant Professor, PCTE


Ludhiana
 Height between 140 a nd 150 cm. 83.14%

 Mean demand of a n oil is 1000 ltr per month with SD of 250


ltr.
 If 1200 ltrs are stocked, What is the satisfaction level? 78%
 For a n assurance of 95%, w hat stock must be kept? 1411.25 ltr

 Nancy keeps bank balance on a n average a t Rs. 5000 with SD


of Rs. 1000. What is the probability t h a t her account will
have balance of :
 Greater t h a n Rs. 7000
23
0.0228
 Between Rs. 5000 and Rs. 6000

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