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Module 4 (1)

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5 views

Module 4 (1)

Uploaded by

HARSH NAYAN
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/ 35

M O D U L E 4

ABIL ITY DIS TR IBU TION


PROB
TOPICS TO BE COVERED
• BINOMIAL DISTRIBUTION
• POISSON DISTRIBUTION
• NORMAL DISTRIBUTION
• GAMMA DISTRIBUTION
• EXPONENTIAL DISTRIBUTION
• WEIBULL DISTRIBUTION
Special Distribution
Discrete Distribution:
• Binomial
• Poisson
Continuous Distribution:
• Normal
• Gamma
• Exponential
• Weibull
Bernoulli Distribution
• Any experiments whose outcome is can be modelled as Bernoulli
Distribution,
• if its PMF ,
• Mean:

• Variance,
• MGF,
Binomial Distribution

• Mean,
Problem
1. Compute the mean & variance of the number of heads in 3 flips of a fair
coin.
Solution:
Binomial Distribution

Mean =
Variance =
2. Let be a binomial random variable with mean 7 and variance 2.1. Find .
Solution:
Given ----- (1)
----- (2)
Sub.(1) in (2)
3. If Binomial ,
Proof
Poisson Distribution
• – R.V. in which no. of occurrence of a particular event can be modelled as
Poisson Distribution

• If is very large in Binomial Distribution is tedious. Hence for it Poisson


distribution is indulged
Poisson Approx. to a Binomial Distribution:
If is large and is small, consider
• Mean,
• Mean,
• Variance,
• MGF,
Remark:
It is only distribution in Discrete whose mean and variance are same
Problem
1. If is a Poisson random variable such that . Calculate the mean and variance
of
Solution:
, i=0, 1, 2, …
2. Suppose is a random variable with mean & variance both equal to 6. What is
Solution
Given
Poisson
3. The probability that a person dies due to viral infection is 0.001 of the next
4000 person infected. What is the mean no. who will die?
Solution:
Here Poisson Distribution
,
Poisson Approx. to Binomial
Mean no. of person will die is 4
Continuous Distribution
• Exponential Distribution
• Normal Distribution
• Gamma Distribution
• Weibull Distribution
Exponential Distribution
• P.D.F:
• Mean,

• Variance,
• MGF,
• Memoryless property of Exponential Distribution:
Problem
1. The lifetime of a battery is exponential distribution with mean 4 weeks, (i)
what is the probability that the battery life exceeds 2 weeks? (ii) Given that
the battery has lasted for 6 weeks, what is the probability that it will last for
at least another 5 weeks?
Solution:
Given exp & denotes life time of the battery

(i) By memoryless property,


2. Suppose the duration of telephone calls handled by an exchange can be
reasonably assumed to have an exponential distribution with parameter time
being measured in minutes. What is the probability that a telephone call would
last at least 2 minutes, and that a call which has lasted 2 minutes lasts further 2
minutes?
Solution:
Given exp & denotes duration of telephone call

(i) By memoryless property,


3. The milage which car owners get with a certain kind of radial tire is a
RV having an exponential distribution with mean Find the probabilities
that one of these tires will last (i) at least 20,000 km and (ii) at most
30,000 km.
Solution:

(i)
Normal Distribution
• ,
Remark:
• If , then curve is a bell shaped curve & symmetric along
• Any random variable shifted with & scale it by then it is standard normal
distribution.

• ,
Problem

1. The mean weight of 500 students is 151 pounds and S.D is 15 pounds. Assuming
that the weights are normally distributed. Find how many students weight (i) between
120lb &155lb (ii) more than 185lb
Solution:
-Weights of students
Given

No. of students between 120lb & 155lb weight is 0.5872


(ii)
No. of students whose weight is more than 185lb is
• In a class of 50, the average mark of students in a subject is 48
& standard deviation is 24. Find the no. of students who get (i)
above 50 (ii) between 35 & 50?
Solution

No. of students got above 50 marks =


(ii)

No. of students who got marks between 35 to 50 = 12


• The heights of a student in the class is normally distributed,
6% have height below 60 inches & 39% are between 60 & 70
inches. Find the mean & SD of the height?
Solution:
denotes height of the students,
Given ,
------(1)
-----(2)
Consider

-----(3)
Similarly,

----(4)
Solving (3) and (4) we get
Gamma or Erlang Distribution
• where
• Where or
• In particular, if , which is an exponential distribution.
Mean,

Variance,
MGF,
Problem
1. In a certain city, the daily consumption of electric power in millions
of Kilowatt-hours can be treated as a RV having an Erlang
distribution with parameters and . If the power plant of this city has
a daily capacity of 12 millions kilowatt-hours. What is the probability
that this power supply will be inadequate on any given day.
Solution:
Let represent the daily consumption of electric power.
2. If a R.V has a Erlang Distribution with . Find
Solution:
3. Let be a R.V having Erlang distribution with mean 6 and variance 12.
find the probability that
Solution:
Mean
Variance
4. If a company employees sales person, its gross sales in thousands of rupees may
be regarded as a RV having an Erlang distribution with and . If the sales cost is Rs.
8000 per salesperson, how many salespersons should the company employ to
maximise the expected profit?
Solution:
Let represent the gross sales (in thousand of rupees) by sales person
with and .

If y denote the total expected profit of the company, then,

=> or
When ,
Therefore y is maximum, when
That is company should employ 100 salespersons in order to maximise the total
expected profit.
Weibull Distribution
• A continuous RV X is said to follow a Weibull Distribution
with parameters , if the RV follows the exponential
distribution with density function
• Density function of the Weibull Distribution

• Note: When , Weibull distribution reduces to the exponential


distribution with parameter
Weibull Distribution
• Mean,
• Variance =
Problem
1. Each of the 6 tubes of a radio set has a life length (in years) which many be
considered as a RV that follows a Weibull distribution with parameters and . If
these tubes function independently of one another, what is the probability that
no tube will have to be replaced during the first 2 months of service?
Solution:
If represents the life length of each tube, then its density function

(a tube is not to be replaced during the first 2 months of service)

Put when then , when

P(All the 6 tubes are not to be replaced during the first 2 months)= (By
independence)
2. If the life (in years) of a certain type of car has a Weibull
distribution with the parameter , find the value of the parameter ,
given the probability that the life of a car exceeds 5 years is For
these values of and , find the mean and variance of
Solution:
The density function of is given by

Therefore
Mean

Variance =
3. If the time to failure of a component follows a Weibull
distribution with parameter and , find the hazard rate or
conditional failure rate at time of the component.
Solution:
If is density function of and is the hazard rate at time t,
then

Here

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