WIA2003/WIB2003

PROBABILITY AND STATISTICS

Discrete random variable and
discrete probability distributions

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 WIA2003/WIB2003 Probability and Statistics

Revisit:
Bayes’ Theorem
• Probability
  review
– Mutual exclusive, collective exhaustive, independence
• Conditional probability and Bayes’ theorem

– Prior and posterior probability

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Random Variables WIA2003/WIB2003 Probability and Statistics

Discrete Random Variables

• Discrete random variables take on integer values,

usually the result of counting.

– Suppose, for example, that we flip a coin and count the number of
heads. The number of heads results from a random process - flipping a
coin.

– And the number of heads is represented by an integer value - a

number between 0 and plus infinity. Therefore, the number of heads
is a discrete random variable.

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Random Variables WIA2003/WIB2003 Probability and Statistics

Probability Distribution

• A probability distribution is a table or an equation

that links each possible value that a random
variable can assume with its probability of
occurrence.

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Random Variables WIA2003/WIB2003 Probability and Statistics

Probability Distribution

• The
  probability distribution of a discrete random
variable can always be represented by a table.

– E.g. suppose you flip a coin two times. This simple exercise can have
four possible outcomes: .

– Now, let the variable represent the number of heads that result from
the coin flips. The variable can take on the values 0, 1, or 2; and is a
discrete random variable.

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Random Variables WIA2003/WIB2003 Probability and Statistics

Discrete Probability Distribution

• The
  table below shows the probabilities associated
with each possible value of the .
– The probability of getting 0 heads is 0.25; 1 head, 0.50; and 2 heads,
0.25. Thus, the table is an example of a probability distribution for a
discrete random variable.
Number of
heads,
0.25 0.25 0.25 0.25

– Note: Given a probability distribution, you can find cumulative

probabilities.
• For example, the probability of getting 1 or fewer heads [ ] is ,
which is equal to or .
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Random Variables WIA2003/WIB2003 Probability and Statistics

Random Variable Attributes

• Random
  variables are described by measures of
central tendency (i.e., mean and median) and
measures of variability (i.e., standard deviation and
variance).
– The mean of the discrete random variable is also called the expected
value of X. The expected value of is denoted by .

– where is the value of the random variable for outcome , is the mean
of random variable , and is the probability that the random variable
will be outcome .

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Random Variables WIA2003/WIB2003 Probability and Statistics

Random Variable Attributes

• The
  median of a discrete random variable is the
"middle" value.

• It is the value of for which is greater than or equal

to 0.5 and is greater than or equal to 0.5.

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Random Variables WIA2003/WIB2003 Probability and Statistics

Random Variable Attributes

•Variability
  of a Discrete Random Variable
• The standard deviation of a discrete random variable () is equal to the
square root of the variance of a discrete random variable ().

• where is the value of the random variable for outcome , is the probability
that the random variable will be outcome , is the expected value of the
discrete random variable .

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Binomial Distributions

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Binomial process WIA2003/WIB2003 Probability and Statistics

Binomial distribution
• A
  binomial experiment is one that possesses the
following properties:
– The experiment consists of repeated trials a fixed number of
observations (trials),
– e.g., 15 tosses of a coin; 20 patients; 1000 people surveyed

• Each trial results in an outcome that may be

classified as a success or a failure (hence the name,
binomial); only TWO outcomes

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Binomial process WIA2003/WIB2003 Probability and Statistics

Binomial distribution
• The
  probability of a success, denoted by ,
remains constant from trial to trial
– Repeated trials are independent of each other

• Probability of success is , probability of failure is

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Binomial process WIA2003/WIB2003 Probability and Statistics

Binomial distribution
• You flip a coin 2 times and count the number of times
the coin lands on heads. This is a binomial
experiment because:
– The experiment consists of repeated trials – flipping a coin
– Each trial can result in just two possible outcomes - heads or tails.
– The probability of success is constant - 0.5 on every trial.
– The trials are independent; that is, getting heads on one trial does not
affect whether we get heads on other trials.

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Binomial process WIA2003/WIB2003 Probability and Statistics

Binomial
• Binomial:
  Suppose that independent experiments,
are performed, where is a fixed number, and that
each experiment results in a “success” with
probability and a “failure” with probability . The
total number of successes, , is a binomial random
variable with parameters and .
– We write:
(reads: “X is distributed binomially with parameters and )
– The probability distribution of the random variable is called a
binomial distribution

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Binomial process WIA2003/WIB2003 Probability and Statistics

Binomial
•• The
  binomial probability refers to the probability that a
binomial experiment results in exactly successes.

– the number of trials

–
– the probability of success in a single trial
– the probability of failure in a single trial (i.e. )
– The number of combinations of items, taken at a time.
–

– gives the probability of successes in binomial trials. 15

Binomial process WIA2003/WIB2003 Probability and Statistics

Bernoulli Trial
• If
  there is only 1 trial with probability of success and
probability of failure , this is called a Bernouilli
distribution.
– special case of the binomial trial with
– Probability of success:

– Probability of failure:

James Bernoulli (Jacob I)

born in Basel, Switzerland
Dec. 27, 1654-Aug. 16, 1705

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Binomial process WIA2003/WIB2003 Probability and Statistics

Binomial Probability - Example

•Suppose
  a die is tossed 5 times. What is the probability
of getting exactly 2 fours?
Solution:
• Number of trials is 5
• Number of successes is 2
• Probability of success on a single trial is

• Therefore, the binomial probability is:

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Binomial process WIA2003/WIB2003 Probability and Statistics

Another example
•A  coin is thrown 10 times. is the random variable
representing the number of heads obtained. What is
the probability of getting 2 heads and 8 tails?

Eggs are packed in boxes of 12. The probability that

each egg is broken is 0.35.
Find the probability in a random box of eggs there are 4
broken eggs.

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Binomial process WIA2003/WIB2003 Probability and Statistics

Cumulative binomial
• A
  cumulative binomial probability refers to the
probability that the binomial random variable falls
within a specified range.

• For example, we might be interested in the

cumulative binomial probability of obtaining 45 or
fewer heads in 100 tosses of a coin.

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Binomial process WIA2003/WIB2003 Probability and Statistics

Cumulative binomial - example

•You  are given the following:

• number of boys in the family.

• ,

What proportion of Singapore families with exactly 6

children will have at least 3 boys?

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Binomial process WIA2003/WIB2003 Probability and Statistics

Cumulative binomial - example

•The  probability of getting at least 3 boys is:
•
•
•
•

OR

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Binomial process WIA2003/WIB2003 Probability and Statistics

Cumulative binomial – next example

Eggs are packed in boxes of 12. The probability that
each egg is broken is 0.35. Find the probability in a
random box of eggs: There are less than 3 broken eggs.

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Binomial process WIA2003/WIB2003 Probability and Statistics

Mean and variance

• If
  is the probability of success and is the probability
of failure in a binomial trial, then the expected
number of successes in trials (i.e. the mean value of
the binomial distribution) is

• The variance of the binomial distribution is

• Standard deviation is

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Poisson Distributions

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Poisson distribution WIA2003/WIB2003 Probability and Statistics

Binomial and Poisson -comparison

• Poisson
  distribution:
– Like the binomial distribution, these numbers are whole numbers, and
such a random variable is a discrete random variable.

– Unlike the binomial distribution, it is an infinite random variable (e.g.

There is no upper limit for the number of cars to pass under a bridge)

– In the binomial distribution, we have (i.e. is number of times

something happening) – this doesn’t exist in Poisson. Instead Poisson
has (lambda) to describe average (i.e. how many events we should
expect in that interval)

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Poisson distribution WIA2003/WIB2003 Probability and Statistics

Binomial and Poisson - comparison

• Poisson distribution:
– In the binomial distribution, each “flip” was independent of the
others.

– In the Poisson distribution, an “occurrence” happening at one time

interval is independent of another occurrence happening at a different
time interval.

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Poisson distribution WIA2003/WIB2003 Probability and Statistics

The Poisson Experiment -Properties

• Some of the properties for a Poisson experiment can
be hard to identify.
• Generally only have to consider whether:-
• The experiment is concerned with counting number of RARE events
occur in a specified interval
• These RARE events occur randomly
• Intervals within which RARE event occurs are independent and do not
overlap

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Poisson distribution WIA2003/WIB2003 Probability and Statistics

Poisson distribution
• Suppose
  we have a stochastic system in which events
of interest occur independently with small and
constant probability – this is called Poisson Process
– A Poisson Process is the stochastic process in which events
occur continuously and independently of one another.
– The name Poisson comes from the French mathematician
Sim´eon Denis Poisson (1781–1840).

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Poisson distribution WIA2003/WIB2003 Probability and Statistics

Role of Poisson distribution

• It is used in quality control statistics to count the
numbers of defects of any item
• In biology to count the number of bacteria
• In physics to count the number of particles emitted
from a radio active substance

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Poisson distribution WIA2003/WIB2003 Probability and Statistics

Poisson process
Examples:
• The number of airline crashes next year
• The number of people arriving at a drive-through window in the next hour
• The arrival of an email to your inbox
• The number of lightbulbs removed from inventory today etc.

• They are all in terms of “number” of a certain occurrence in a certain

interval of time (or space).
• They are all described by a random variable, in that there are many
possible answers, and we don’t know which one it is.

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Poisson distribution WIA2003/WIB2003 Probability and Statistics

Poisson distribution
• The
  Poisson distribution is a discrete
probability distribution for the counts of events
that occur randomly in a given interval of time
(or space).

• If we let The number of events in a given interval

• Then, if the mean number of events per interval is .

• The probability of observing events in a given interval is given by

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Poisson distribution WIA2003/WIB2003 Probability and Statistics

Poisson distribution
•  
• is a mathematical constant. Approximately equal to 2.71828
• If the probabilities of are distributed in this way, we write

is the parameter of the distribution

• We say follows a Poisson distribution with

parameter
• A Poisson random variable can take on any positive
integer value
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Poisson distribution WIA2003/WIB2003 Probability and Statistics

Example 1
•Births
  in a hospital occur randomly at an average rate of
1.8 births per hour. What is the probability of observing
4 births in a given hour at the hospital?

• Let No. of births in a given hour

(i) Events occur randomly
(ii) Mean rate = 1.8

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Poisson distribution WIA2003/WIB2003 Probability and Statistics

Examples
• What about the probability of observing more than
or equal to 2 births in a given hour at the hospital?

• Cars enter Sepang Circuit at the average rate of 20

per minute. What is the probability that in the next
minute, we will have 10 cars entering the Sepang
Circuit?

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Poisson distribution WIA2003/WIB2003 Probability and Statistics

Poisson mean and variance

• Mean,
 
• Variance,
• Standard deviation,

where = expected number of hits in a given time

period

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Poisson distribution WIA2003/WIB2003 Probability and Statistics

Changing time intervals

• On
  average, a certain store has 0.2 shoplifting
incidents per day. What is the probability that
there are two shoplifting incidents in a 4-day
period?
• In this case, is not an integer (average) and there are two time intervals!

• If there are 0.2 incidents in one day on average, then there are (0.2)(4)
incidents in four days, on average. Thus = (0.2)(4) = 0.8.
• If is the number of shoplifting incidents in the four-day interval, then

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Poisson distribution WIA2003/WIB2003 Probability and Statistics

Changing time intervals

If new cases of West Nile in New England are occurring
at a rate of about 2 per month, then what’s the
probability that exactly 4 cases will occur in the next 3
months?

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The End

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