0% found this document useful (0 votes)
35 views53 pages

Binomial and Poisson

Uploaded by

s1491843
Copyright
© © All Rights Reserved
We take content rights seriously. If you suspect this is your content, claim it here.
Available Formats
Download as PPTX, PDF, TXT or read online on Scribd
0% found this document useful (0 votes)
35 views53 pages

Binomial and Poisson

Uploaded by

s1491843
Copyright
© © All Rights Reserved
We take content rights seriously. If you suspect this is your content, claim it here.
Available Formats
Download as PPTX, PDF, TXT or read online on Scribd
You are on page 1/ 53

Binomial distributions

Binomial distributions
Mean and variance of a binomial
Contents

Use of binomial tables


The Poisson distribution
Poisson tables
Mean and variance
Approximating a binomial by a Poisson

11 of
of 58
58 © Boardworks Ltd 2006
Special distributions

Many real-life situations can be modelled using statistical


distributions. Examples of the types of problem that can be
addressed using these distributions include:
In a board game, players needs a six before they can start.
What is the probability that they haven’t started after 5 tries?
What proportion of the adult population have an IQ above
120?
The number of accidents on a stretch of motorway averages
1 every 2 days. How likely is it that there will be no accidents
in a week?
12% of people are left-handed. What is the probability that a
class of 30 people will have more than 6 left-handed people?

2 of 58 © Boardworks Ltd 2006


Binomial distribution

Introductory example:
A spinner is divided into four equal sized
sections marked 1, 2, 3, 4.
If the spinner is spun 6 times, how likely
is it to land on 1 on four occasions?

One possible sequence would be 1 1 1 1 1′ 1′. Most calculators


6! 6
have an nCr
The number of possible sequences is  C4 button
4 !2 !
(i.e. the number of ways of arranging 6 items, where 4 are of
one kind and 2 are of a different kind).
Each sequence has probability 0.254 × 0.752.
So the required probability is 6 ! 0.25 4 0.752 0.0330.
4 !2 !
3 of 58 © Boardworks Ltd 2006
Binomial distribution

A binomial distribution arises when the following


conditions are met:
an experiment is repeated a fixed number (n) of times
(i.e., there is a fixed number of trials);
the outcomes from the trials are independent of one another;
each trial has two possible outcomes (referred to as
success and failure);
the probability of a success (p) is constant.

If the above conditions are satisfied and X is the random


variable for the number of successes, then X has a
binomial distribution. We write: X ~ B(n , p).
n and p are called
parameters.
4 of 58 © Boardworks Ltd 2006
Binomial distribution

Which of these situations might reasonably be modelled


by a binomial distribution?
1 Joan takes a multiple choice examination
consisting of 40 questions. X is the number of Binomial
questions answered correctly if she chooses
each answer completely at random.
2 A bag contains 6 blue and 8 green counters.
Not
James randomly picks 5 counters from the bag binomial
without replacement. X is the number of blue
counters picked out. Outcomes are not independent

3 A bag contains 6 blue and 8 green counters.


Jan randomly picks 5 counters from the bag, Binomial
replacing each counter before picking the next.
X is the number of blue counters picked out.
5 of 58 © Boardworks Ltd 2006
Binomial distribution

Which of these situations might reasonably be


modelled by a binomial distribution?

1 Jon throws a dice repeatedly until he obtains Not


a six. X is the number of throws he needs binomial
before a six arises. The number of trials is not fixed

2 Judy counts the number of silver cars Not


that pass her along a busy stretch of road. binomial
X is the number of silver cars that pass in
a minute. The number of trials is not fixed

3 Josh is a mid-wife. He delivers 10 babies.


Binomial
X is the number of babies that are girls.

6 of 58 © Boardworks Ltd 2006


Binomial distribution

If X ~ B(n , p), then


P ( X  x )  nC x p x q n  x for x 0,1, 2,...n
where q = 1 – p.
Number
Probability
Probability
of
Example: X ~ B(12, 0.4). possible
ofof
x n–x
sequences
successes
failures
Find a) P(X = 3)
b) P(X > 1).

a) P( X 3)  12C3 0.43 0.69 0.142 to 3 s.f.


b) P(X > 1) = 1 – P(X = 0) – P(X = 1).
P( X 0)  12C0 0.40 0.612 0.612 0.00218
P( X 1)  12C1 0.41 0.611 0.01741
So P(X > 1) = 0.980 (3 s.f.)
7 of 58 © Boardworks Ltd 2006
Binomial distribution

Example: The probability that a baby is born a boy is 0.51.


A mid-wife delivers 10 babies. Find:
a) the probability that exactly 4 are male;
b) the probability that at least 8 are male.

10 4 6
a) P( X 4)  C4 0.51 0.49 0.197
b) P( X 8) P( X 8)  P( X 9)  P( X 10)
 10C8 0.518 0.492    10C9 0.519 0.49   0.5110
0.04945  0.01144  0.00119
0.0621

8 of 58 © Boardworks Ltd 2006


10 of 58 © Boardworks Ltd 2006
Mean and variance of a binomial

Binomial distributions
Mean and variance of a binomial
Contents

Use of binomial tables


The Poisson distribution
Poisson tables
Mean and variance
Approximating a binomial by a Poisson

12 of 58 © Boardworks Ltd 2006


Mean and variance of a binomial

It can be shown that if X ~ B(n, p), then


E[X] is an unbiased
E[X] = np estimator of the mean.

and Var[X] = np(1 – p) = npq.

Example:
If X ~ B[16, 0.25], then
E[X] = 16 × 0.25 = 4
and Var[X] = 16 × 025 × 0.75 = 3

13 of 58 © Boardworks Ltd 2006


Mean and variance of a binomial

Example: If X ~ B(n, p), E(X) = 8 and Var(X) = 4.8,


calculate P(X = 5).

We can use the information provided to form 2 equations:


E[X] = np so, np = 8
Var[X] = npq so, npq = 4.8

Substituting the first equation into the second we find 8q = 4.8.


Therefore q = 0.6.
So, p = 0.4 and n = 8 ÷ 0.4 = 20.
Hence, X ~ B(20, 0.4).
So, P(X = 5) = 20 C5 0.45 0.615 0.0746

14 of 58 © Boardworks Ltd 2006


The Poisson distribution

Binomial distributions
Mean and variance of a binomial
Contents

Use of binomial tables


The Poisson distribution
Poisson tables
Mean and variance
Approximating a binomial by a Poisson

15 of 58 © Boardworks Ltd 2006


Introduction

We are sometimes interested in the number of times an


event occurs in a period of space or time:

1) Sam counts the number of cars travelling past her on a


quiet country road. X represents the number of cars passing
her in 15 minutes.

2) Xiu uses a Geiger counter to record the number of particles


emitted by a radioactive substance. X is the number of
emissions in one minute.
3) Scott counts the number of people leaving a pub. X is the
number of people leaving in a 5 minute interval.

16 of 58 © Boardworks Ltd 2006


Introduction

4) Selina is taking samples of sea water. X is the number of a


particular kind of organism that she finds in a 1 ml sample of
water.

5) Ankur has produced a first draft of a novel. X is the number


of typing mistakes made on a page.

6) Steve records the number of accidents that occur on a


stretch of motorway. X is the number of accidents that occur
in a day.

17 of 58 © Boardworks Ltd 2006


The Poisson distribution

In each of these situations, the random variable X counts the


number of times an event occurs in a given amount of space
or time. X takes the values 0, 1, 2, 3, … .

The Poisson distribution is a model that can sometimes be


used for count data. The distribution is named after the French
mathematician and scientist Siméon Denis Poisson (1781-
1840).

The Poisson distribution has a number of conditions.

18 of 58 © Boardworks Ltd 2006


Conditions for a Poisson distribution

A random variable, X, which counts the number of times an


event occurs in a given unit of space or time will have a
Poisson distribution if:
the events occur independently of each other
and at random;
the events occur at a constant rate (in the sense
that the number of events occurring in a given
interval is directly proportional to the length of that
interval);
the events occur singly (that is, one at a time).

19 of 58 © Boardworks Ltd 2006


The Poisson distribution

The notation used to indicate that a random variable X has a


Poisson distribution is
X ~ Po(λ)

The distribution is fully specified by a single parameter λ,


representing the mean number of events that occur in the given
unit of space or time.

We will now reconsider the seven situations presented


earlier. Decide whether the Poisson distribution might be an
appropriate model in each case.

20 of 58 © Boardworks Ltd 2006


The Poisson distribution

1) The number of cars passing along a quiet


Could be Poisson
country road in 15 minutes.

2) The number of emissions from a radioactive


Poisson
substance in one minute.

3) The number of people leaving a pub in a 5


Not Poisson
minute interval.

21 of 58 © Boardworks Ltd 2006


The Poisson distribution

4)The number of a particular kind of organism


Could be Poisson
found in a 1 ml sample of seawater.

5) Simon has produced a first draft of a novel.


X is the number of typing mistakes made on Could be Poisson
a page.

6) Steve records the number of accidents that


occur on a stretch of motorway. X is the Not Poisson
number of accidents that occur in a day.

22 of 58 © Boardworks Ltd 2006


Calculating probabilities

If X ~ Po(λ), then
e   x
P( X = x ) =
x!
for x = 0, 1, 2, 3, …

Suppose X ~ Po(0.85). Find P(X = 3).

e 0.85 0.853
P( X = 3 ) = = 0.0437 (3 s.f.)
3!

23 of 58 © Boardworks Ltd 2006


Calculating probabilities

X ~ Po(0.85). Find P(X > 2).

P(X > 2) = 1 – P(X = 0) – P(X = 1) – P(X = 2).

e 0.85 0.850
P( X = 0) = = 0.4274
0!
e 0.85 0.851
P(X = 1) = = 0.3633
1!
e 0.85 0.852
P( X = 2) = = 0.1544
2!

Therefore, P(X > 2) = 1 – 0.9451


= 0.0549
24 of 58 © Boardworks Ltd 2006
25 of 58 © Boardworks Ltd 2006
26 of 58 © Boardworks Ltd 2006
27 of 58 © Boardworks Ltd 2006
Calculating probabilities

On average a call centre receives 1.75 phone calls per


minute.
a) Assuming a Poisson distribution, find the probability that the
number of phone calls received in a randomly chosen
minute is:
(i) exactly 4;
(ii) no more than 2.
b) Find the probability that 6 phone calls are received in a 4
minute period.

28 of 58 © Boardworks Ltd 2006


Calculating probabilities

a) Let X = number of phone calls received in 1 minute.


Then X ~ Po(1.75).
e 1.75 1.754
P( X = 4) = = 0.0679 (3 s.f.)
4!
P(X ≤ 2) = P(X = 0) + P(X = 1) + P(X = 2)

e 1.75 1.750
P( X 0)  = 0.1738
0!
e 1.75 1.751
P( X 1)  = 0.3041
1!
e  1.75 1.752
P( X 2)  = 0.2661
2!
Therefore, P(X ≤ 2) = 0.744 (3 s.f.)
29 of 58 © Boardworks Ltd 2006
Calculating probabilities

b) Let Y = number of phone calls received in 4 minutes.

The number of calls in 4 minutes will be on average


1.75 × 4 = 7

So, Y ~ Po(7).

e  7 76
Therefore, P(Y 6)  = 0.149 (3 s.f.)
6!

30 of 58 © Boardworks Ltd 2006


Examination-style question

Examination-style question
A gardener has calculated that weeds in his garden occur at a
mean rate of 3.25 per square metre. Assuming that a Poisson
distribution is appropriate:
a) Find the probability that there will be fewer than 4 weeds
in an area of 2 m2.
b) State what needs to be assumed about the distribution
of weeds in order for the Poisson distribution to be fully
justified.

31 of 58 © Boardworks Ltd 2006


Examination-style question

Let X = number of weeds in an area of 2 m2.


a) X = 3.25 × 2 = 6.5, so X ~ Po(6.5).
P(X < 4) = P(X = 0, 1, 2, 3)

e 6.5 6.50 e 6.5 6.51 e 6.5 6.52 e 6.5 6.53


=   
0! 1! 2! 3!

= 0.00150 + 0.00977 + 0.03176 + 0.06881

= 0.112 (3 s.f.)
b) For a Poisson distribution to be justified, the weeds
would need to occur randomly and at a constant rate.

32 of 58 © Boardworks Ltd 2006


Poisson tables

Binomial distributions
Mean and variance of a binomial
Contents

Use of binomial tables


The Poisson distribution
Poisson tables
Mean and variance
Approximating a binomial by a Poisson

33 of 58 © Boardworks Ltd 2006


Examination-style question

Examination-style question
A corner shop has on average 18 customers per hour.
Assume that a Poisson distribution is appropriate.
a) Calculate the probability that
i) more than 10 customers will arrive in a 15 minute interval;
ii) exactly 2 customers will arrive in a 1 minute interval.
b) Find the time interval such that the probability of no
customers arriving during that interval is 0.2.

34 of 58 © Boardworks Ltd 2006


Examination-style question

a) Let X1 be the random variable for the number of customers


arriving in a 15 minute interval.
X1 ~ Po(18 ÷ 4), so X1 ~ Po(4.5).
P(X1 > 10) = 1 – P(X1 ≤ 10)
= 1 – 0.9933 (using tables)
= 0.0067
Let X2 be the random variable for the number of customers
arriving in a 1 minute interval.
X2 ~ Po(18 ÷ 60), so X2 ~ Po(0.3).
P(X2 = 2) = P(X2 ≤ 2) – P(X2 ≤ 1)
= 0.9964 – 0.9631 (from tables)
= 0.0333
35 of 58 © Boardworks Ltd 2006
Examination-style question

b) Let Y be the number of customers arriving in an interval of


length t minutes.

Then Y ~ Po(18t ÷ 60), so Y ~ Po(0.3t).


From the question, P(Y = 0) = 0.2

We can find P(Y = 0) in terms of t :


e 0.3t (0.3t )0  0.3t
P(Y = 0) = = e
0!
e 0.3t = 0.2

 0.3t = ln0.2
ln0.2
t= = 5.36 minutes
 0.3
36 of 58 © Boardworks Ltd 2006
Mean and variance

Binomial distributions
Mean and variance of a binomial
Contents

Use of binomial tables


The Poisson distribution
Poisson tables
Mean and variance
Approximating a binomial by a Poisson

37 of 58 © Boardworks Ltd 2006


Mean and variance

Suppose that X ~ Po(λ).


It can be shown that the mean and variance of X are equal:

E(X) = Var(X) = λ

This result provides us with a useful, informal way to test


whether a variable could be modelled by a Poisson
distribution.

38 of 58 © Boardworks Ltd 2006


Mean and variance

Example: The table below shows the number of goals


scored by each team in matches in the Premiership during
the period from August 21st to September 12th 2005.

r 0 1 2 3 4 5 or more
Frequency, f 21 19 10 3 3 0

Calculate the values of the mean and variance of this


data. Discuss whether these values support the use of
a Poisson distribution as a model for the data.

39 of 58 © Boardworks Ltd 2006


Mean and variance

The mean of the data is:


(0× 21) + (1×19) + (2×10) + (3×3) + (4×3) 60
x= = = 1.071
56 56
Now calculate the variance:

 x 2 f = (02 × 21) + (12 ×19) +...+ (42 ×3) = 134


2
1 134
2  60 
Variance =
n  2
x f x 
56
   = 1.245 (4 s.f.)
 56 
It can be seen that the mean and the variance are
approximately equal, suggesting that a Poisson distribution
might be a suitable model for this data.

40 of 58 © Boardworks Ltd 2006


Fitting a Poisson model to data

It is possible to fit a Poisson model to a set of data.


The table below shows the number of goals scored by each
team in matches in the Premiership during the period from
August 21st to September 12th 2005.

r 0 1 2 3 4 5 or more
Frequency, f 21 19 10 3 3 0

Using a Poisson distribution with the same mean as the data,


calculate the theoretical frequencies for 0, 1, 2, 3, 4, or at
least 5 goals in a match.

41 of 58 © Boardworks Ltd 2006


Fitting a Poisson model to data

Let X represent the number of goals scored by a team in a


Premiership match.
The mean of the data was 1.071 goals per match.
We therefore adopt a Po(1.071) distribution to model X.
If X is the random variable for the number of goals scored:
e    r e  1.0711.0710
P(X 0)   = 0.3427 (4 s.f.)
r! 0!
e  1.0711.0711
P(X = 1) = = 0.3670 (4 s.f.)
1!
e  1.0711.0712
P(X = 2) = 0.1965 (4 s.f.) etc…
2!

42 of 58 © Boardworks Ltd 2006


Fitting a Poisson model to data

x P(X = x) Expected frequencies


0 0.3427
1 0.3670
2 0.1965
3 0.0702
4 0.0188
5 or more 0.0048

P(X ≥ x) is found by
subtracting the sum of the
other probabilities from 1.

43 of 58 © Boardworks Ltd 2006


Fitting a Poisson model to data

x P(X = x) Expected frequencies


0 0.3427 19.2
1 0.3670 20.6
2 0.1965 11.0
3 0.0702 3.9
4 0.0188 1.1
5 or more 0.0048 0.3

The expected frequencies


can be found by multiplying
the probabilities by the total
frequency, i.e. 56.
44 of 58 © Boardworks Ltd 2006
Fitting a Poisson model to data

x f Expected frequencies
0 21 19.2
1 19 20.6
2 10 11.0
3 3 3.9
4 3 1.1
5 or more 0 0.3
We can see that these expected frequencies are quite
close to the frequencies that were actually observed,
which suggests that the Poisson distribution appears to be
a reasonable model for the data.

45 of 58 © Boardworks Ltd 2006


Approximating a binomial by a Poisson

Binomial distributions
Mean and variance of a binomial
Contents

Use of binomial tables


The Poisson distribution
Poisson tables
Mean and variance
Approximating a binomial by a Poisson

46 of 58 © Boardworks Ltd 2006


Approximating a binomial by a Poisson

47 of 58 © Boardworks Ltd 2006


Approximating a binomial by a Poisson

The previous activity showed that there are circumstances


when a Poisson distribution provides a good approximation
to a binomial distribution.

If X ~ B(n, p), then X can reasonably be approximated by a


Poisson distribution with mean np if
Note: It is sometimes
n is large, and convenient to
p is small. approximate a
binomial with a
Poisson distribution
Two frequently used rules of thumb are because it is slightly
easier to calculate
n > 50 and np < 5, or probabilities using a
n > 50 and p < 0.1. Poisson distribution.

48 of 58 © Boardworks Ltd 2006


Approximating a binomial by a Poisson

A drug manufacturer has found that 2% of patients taking a


particular drug will experience a particular side-effect.
A hospital consultant prescribes the drug to 150 of her
patients.
Using a suitable approximation calculate the probability that:
a) None of her patients suffer from the side-effects.
b) No more than 5 suffer from the side-effects.

49 of 58 © Boardworks Ltd 2006


Approximating a binomial by a Poisson

Let X represent the number of patients experiencing these


side-effects.
The exact distribution of X is B(150, 0.02).

Since n is large and p is small, X ≈ Po(150 × 0.02)


So, X ≈ Po(3).
e  3 30
a) P(X = 0) = = 0.0498 (3 s.f.)
0!

b) P(X ≤ 5) = 0.9161 (directly from tables).

50 of 58 © Boardworks Ltd 2006


Examination-style question

Examination-style question:
The probability that a directory enquiry service gives out the
correct phone number has been estimated to be 0.975.
a) Sabah requires 10 phone numbers. Find the probability
that the service gives her at least 9 correct numbers.
b) A large organisation requests 140 phone numbers. Find
the probability that more than 135 of them are given out
correctly.

51 of 58 © Boardworks Ltd 2006


Examination-style question

a) Let X be the random variable for the number of correct


phone numbers given to Sabah.

Then X ~ B(10, 0.975).

P(X ≥ 9) = P(X = 9) + P(X = 10).


P( X = 9) = 10C9 0.9759 (1  0.975) = 0.1991
P( X = 10) = 10C10 0.97510 (1  0.975)0 = 0.7763

So, P(X ≥ 9) = 0.1991 + 0.7763 = 0.9754

52 of 58 © Boardworks Ltd 2006


Examination-style question

b) The probability of being given the correct phone number


(0.975) is not small.
However, the probability of receiving an incorrect phone
number (0.025) is small.
Therefore we consider Y, the number of incorrect numbers
received.
The exact distribution of Y is B(140, 0.025).
This can be approximated to Po(3.5). 140 × 0.025

The probability of more than 135 correct numbers is


equivalent to the probability of 4 or fewer incorrect numbers.
Using tables: P(Y ≤ 4) = 0.7254

53 of 58 © Boardworks Ltd 2006

You might also like