1 DiscreteDistribution2018
1 DiscreteDistribution2018
1 DiscreteDistribution2018
Distributions
1
Learning Objectives
2
Random Variable
3
The numerical values are determined by
some characteristic of the elementary
outcome, and typically it will vary from
outcome to outcome. The word random
serves to emphasize the fact that before the
experiment is performed, we do not know the
specific outcome and, consequently, its
associated value of X. The following examples
illustrate the concept of a random variable.
4
Experiment:
Outcome Value of X
HHH 3
HHT 2
HTH 2
HTT 1
THH 2
THT 1
TTH 1
TTT 0
5
For each elementary outcome, there is only
one value for X. However, several elementary
outcomes may yield the same value.
Scanning our list, we now identify the events
(the collections of elementary outcomes) that
correspond to distinct values of X.
6
Numerical Value of X as Composition of the
an Event Event
X =0 = {TTT}
X=3 = {HHH}
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The random variable X, the number of heads in three tosses
of a coin, defines a correspondence between the collections of
elementary outcomes and the real numbers 0, 1, 2, and 3.
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Discrete vs. Continuous Distributions
10
Describing a Discrete Distribution
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Describing a Discrete Distribution
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Discrete Distribution -- Example
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Discrete Distribution -- Example
14
Mean and Standard Deviation
of a Discrete Distribution
# Crises (X) Prob (P) XP X-m (X-m2 (X-m2P
0 0.37 0 -1.15 1.32 0.49
1 0.31 0.31 -0.15 0.02 0.01
2 0.18 0.36 0.85 0.72 0.13
3 0.09 0.27 1.85 3.42 0.31
4 0.04 0.16 2.85 8.12 0.32
5 0.01 0.05 3.85 14.82 0.15
SUM: 1 1.15 8.1 28.44 1.41
m XP 1.15
2 X m 2
P X 1.41 1.19
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Requirements for a Discrete
Probability Function -- Examples
- Each probability must be between 0 and 1
- The sum of all probabilities must be equal to 1.
X P(X) X P(X) X P(X)
-1 .1 -1 -.1 -1 .1
0 .2 0 .3 0 .3
1 .4 1 .4 1 .4
2 .2 2 .3 2 .3
3 .1 3 .1 3 .1
1.0 1.0 1.2
VALID NOT NOT
VALID VALID
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Binomial Distribution
The binomial distribution is a discrete distribution
where X is the number of “successes” and the
following four conditions are met:
There are n trials
The n trials are independent of each other
The outcome is dichotomous – only two outcomes possible
The probability of “success” is constant
Example, 10 coin flips, X = # of heads
X = the number of “successes” and we say X follows a
Binomial distribution with n trial and P(success) = p
If the data follow a binomial distribution, then we
can summarize P(Xi) for all values of Xi = 1, …, n
through the binomial probability distribution formula
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Binomial Distribution
Probability P( X )
n! X
p q n X
function X !n X !
for 0 X n, q 1 p
Mean value m n p
Variance
and 2 n pq
Standard
2 n pq
Deviation
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Binomial Distribution: Development
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Binomial Distribution: Development
Continued
Listing of
Families A, B, and D have Sample Space
P(outcome)
X
children in the household;
family C does not (A,B), 1/16 2
Success is ‘Children in (A,C), 1/16 1
(A,D), 1/16 2
Household:’ p = 0.75 (A,A) 1/16 2
Failure is ‘No Children in (B,A),
(B,B),
1/16
1/16
2
2
Household:’ q = 1- p = 0.25 (B,C), 1/16 1
X is the number of families (B,D),
(C,A),
1/16
1/16
2
1
in the sample with ‘Children (C,B), 1/16 1
in Household’ (C,C), 1/16 0
(C,D), 1/16 1
(D,A), 1/16 2
(D,B), 1/16 2
(D,C), 1/16 1
(D,D) 1/16 2
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Binomial Distribution: Development
Continued
Families A, B, and D have Possible
children in the household; Sequences
P(sequence)
X
family C does not
Success is ‘Children in
Household:’ p = 0.75 (F,F) (.25)(.25) (.25)2 0
21
Binomial Distribution: Development
Continued
Possible
Possible
P(sequence)
P(sequence) P(X)
P(X)
Sequences
Sequences X
X X
X
75))(.75) 2 =0.5625
2
(F,S)
(F,S) (.(.25
25)(.
)(.75
75)) 11 22 (.(.75
75)(.
)(.75 =0.5625
75))(.75) 2
2
(S,S)
(S,S) (.(.75
75)(.
)(.75 22
nn!! xx nnxx
P X))
P(( X pq
X !! nn X
X X !!
22!! 2200 22!! 2211
X 00)) 00..0625 X 11))
00 11
P
P(( X .75 .25 0625 P
P(( X .75 .25 00..375
375
0! 2 0 !
0! 2 0 ! 11!! 22
1 !
1 !
22!! 2222
X 22)) 00..5625
22
P
P(( X
22!! 22 22 !!.75 .25 5625
22
Binomial Distribution:
Demonstration Problem
According to the U.S. Census Bureau,
approximately 6% of all workers in Jackson,
Mississippi, are unemployed. In conducting a
random telephone survey in Jackson, what is the
probability of getting two or fewer unemployed
workers in a sample of 20?
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Binomial Distribution:
Demonstration Problem
In this example,
6% are unemployed => p
The sample size is 20 => n
94% are employed => q
X is the number of successes desired
What is the probability of getting 2 or fewer unemployed
workers in the sample of 20? => P(X≤2)
The hard part of this problem is identifying p, n, and x –
emphasize this when studying the problems.
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Binomial Distribution:
Demonstration Problem
n 20
p .06
q .94
P( X 2) P( X 0) P( X 1) P( X 2)
.2901 .3703 .2246 .8850
20! 0 20 0
P( X 0) .06 .94 (1)(1)(.2901) .2901
0!(20 0)!
20! 1 20 1
P( X 1)
.06 .94 (20)(.06)(.3086) .3703
1!(20 1)!
20! 2 20 2
P( X 2) .06 .94 (190)(.0036)(.3283) .2246
2!(20 2)!
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Binomial Distribution:
Demonstration Problem
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Binomial Distribution using Table: U.S.
Census Bureau Problem
n 20
n = 20 PROBABILITY
X 0.05 0.06 0.07 p . 06
0 0.3585 0.2901 0.2342 q . 94
1 0.3774 0.3703 0.3526
2 0.1887 0.2246 0.2521
P( X 2 ) P( X 0 ) P( X 1) P( X 2 )
3 0.0596 0.0860 0.1139 . 2901. 3703. 2246 . 8850
4 0.0133 0.0233 0.0364
5 0.0022 0.0048 0.0088 P( X 2) 1 P( X 2) 1. 8850 .1150
6 0.0003 0.0008 0.0017
7
8
0.0000 0.0001
0.0000 0.0000
0.0002
0.0000
m n p (20)(. 06) 1. 20
…
20
… …
0.0000 0.0000
…
0.0000 2
n p q ( 20 )(. 06)(. 94) 1.128
2
1.128 1. 062
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Binomial Distribution Table:
Demonstration Problem
n = 20 PROBABILITY
n 20
X 0.05 0.06 0.07 p . 06
0 0.3585 0.2901 0.2342 q . 94
1 0.3774 0.3703 0.3526 P( X 2 ) P( X 0 ) P( X 1) P( X 2 )
2 0.1887 0.2246 0.2521 . 2901. 3703. 2246 . 8850
3 0.0596 0.0860 0.1139
4 0.0133 0.0233 0.0364
5 0.0022 0.0048 0.0088
6 0.0003 0.0008 0.0017
7 0.0000 0.0001 0.0002
8 0.0000 0.0000 0.0000
… … … …
20 0.0000 0.0000 0.0000
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Excel’s Binomial Function
n = 20
p = 0.06
X P(X)
0 =BINOMDIST(A5,B$1,B$2,FALSE)
1 =BINOMDIST(A6,B$1,B$2,FALSE)
2 =BINOMDIST(A7,B$1,B$2,FALSE)
3 =BINOMDIST(A8,B$1,B$2,FALSE)
4 =BINOMDIST(A9,B$1,B$2,FALSE)
5 =BINOMDIST(A10,B$1,B$2,FALSE)
6 =BINOMDIST(A11,B$1,B$2,FALSE)
7 =BINOMDIST(A12,B$1,B$2,FALSE)
8 =BINOMDIST(A13,B$1,B$2,FALSE)
9 =BINOMDIST(A14,B$1,B$2,FALSE)
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Example:
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Using the Binomial Table
Solution:
n = 20 PROBABILITY
X 0.1 0.2 0.3 0.4
P(X)
0.400
0.300
2 0.049 0.375 0.049 0.200
0.100
3 0.004 0.250 0.292 0.000
0 1 2 3 4
4 0.000 0.063 0.656 X
P = 0.1 P = 0.9
1.000 1.000
0.900 0.900
0.800 0.800
0.700 0.700
0.600 0.600
0.500 0.500
P(X)
P(X)
0.400 0.400
0.300 0.300
0.200 0.200
0.100 0.100
0.000 0.000
0 1 2 3 4 0 1 2 3 4
X X
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Example:
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Questions:
34
Solution:
a) n = 20 p = .78 x = 14
20C (.78)14(.22)6 = 38,760(.030855)(.00011338)
14
= .1356
b) n = 20 p = .75 x = 20
20C (.75)20(.25)0 = (1)(.0031712)(1) = .0032
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c) n = 20 p = .70 x < 12
Use table :
P(x=0) + P(x=1) + . . . + P(x=11) =
36
Solution:
n = 16 p = .40
P(x > 9): from Table
x Prob
9 .084
10 .039
11 .014
12 .004
13 .001
.142
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Solution:
p(3 < x < 6):
x Prob
3 .047
4 .101
5 .162
6 .198
.508
n = 13 p = .88
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Question 5.23
Diane Burns is the mayor of a large city. Lately, she has
become concerned about the possibility that large numbers of
people who are drawing unemployment checks are secretly
employed. Her assistants estimate that 40 percent of
unemployment beneficiaries fall into this category, but Ms.
Bruns is not convinced. She asks one of her aides to conduct a
quite investigation of 10 randomly selected unemployment
beneficiaries.
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Solution:
42
Poisson Distribution
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Poisson Distribution
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Poisson Distribution
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Poisson Distribution: Applications
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Poisson Distribution
Probability function
X e
P( X ) for X 0,1,2,3,...
X!
where :
longrun average
e 2.718282... (the base of natural logarithms )
Mean value Variance Standard deviation
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Poisson Distribution:
Demonstration Problem
Bank customers arrive randomly on weekday
afternoons at an average of 3.2 customers
every 4 minutes. What is the probability of
having more than 7 customers in a 4-minute
interval on a weekday afternoon?
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Poisson Distribution:
Demonstration Problem - Solution
λ = 3.2 customers/4 minutes
We want to calculate P(X > 7 customers/4 minutes)
The problem can either be solved as:
P(X>7) = P(X=8) + P(X=9) + …, or
P(X>7) = 1 – P(X≤7) = 1 – [P(X=7) + P(X=6) + … + P(X=0)]
The answer can be obtained directly or through software
The answer you get is 1.7% of the time.
Bank officers could use these results to help them make
staffing decisions.
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Solution:
e
X
P(X) =
X!
8 3.2 9 3.2 10 3.2
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Solution:
P(X) =
X!
10 6.4
51 51
Excel’s Poisson Function
= 1.6
X P(X)
0 =POISSON(D5,E$1,FALSE)
1 =POISSON(D6,E$1,FALSE)
2 =POISSON(D7,E$1,FALSE)
3 =POISSON(D8,E$1,FALSE)
4 =POISSON(D9,E$1,FALSE)
5 =POISSON(D10,E$1,FALSE)
6 =POISSON(D11,E$1,FALSE)
7 =POISSON(D12,E$1,FALSE)
8 =POISSON(D13,E$1,FALSE)
9 =POISSON(D14,E$1,FALSE)
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Poisson Distribution: Probability Table
X 0.5 1.5 1.6 3.0 3.2 6.4 6.5 7.0 8.0
0 0.6065 0.2231 0.2019 0.0498 0.0408 0.0017 0.0015 0.0009 0.0003
1 0.3033 0.3347 0.3230 0.1494 0.1304 0.0106 0.0098 0.0064 0.0027
2 0.0758 0.2510 0.2584 0.2240 0.2087 0.0340 0.0318 0.0223 0.0107
3 0.0126 0.1255 0.1378 0.2240 0.2226 0.0726 0.0688 0.0521 0.0286
4 0.0016 0.0471 0.0551 0.1680 0.1781 0.1162 0.1118 0.0912 0.0573
5 0.0002 0.0141 0.0176 0.1008 0.1140 0.1487 0.1454 0.1277 0.0916
6 0.0000 0.0035 0.0047 0.0504 0.0608 0.1586 0.1575 0.1490 0.1221
7 0.0000 0.0008 0.0011 0.0216 0.0278 0.1450 0.1462 0.1490 0.1396
8 0.0000 0.0001 0.0002 0.0081 0.0111 0.1160 0.1188 0.1304 0.1396
9 0.0000 0.0000 0.0000 0.0027 0.0040 0.0825 0.0858 0.1014 0.1241
10 0.0000 0.0000 0.0000 0.0008 0.0013 0.0528 0.0558 0.0710 0.0993
11 0.0000 0.0000 0.0000 0.0002 0.0004 0.0307 0.0330 0.0452 0.0722
12 0.0000 0.0000 0.0000 0.0001 0.0001 0.0164 0.0179 0.0263 0.0481
13 0.0000 0.0000 0.0000 0.0000 0.0000 0.0081 0.0089 0.0142 0.0296
14 0.0000 0.0000 0.0000 0.0000 0.0000 0.0037 0.0041 0.0071 0.0169
15 0.0000 0.0000 0.0000 0.0000 0.0000 0.0016 0.0018 0.0033 0.0090
16 0.0000 0.0000 0.0000 0.0000 0.0000 0.0006 0.0007 0.0014 0.0045
17 0.0000 0.0000 0.0000 0.0000 0.0000 0.0002 0.0003 0.0006 0.0021
18 0.0000 0.0000 0.0000 0.0000 0.0000 0.0001 0.0001 0.0002 0.0009
53
Poisson Distribution: Using the Poisson
Tables
If a real estate office sells 1.6 houses on an
average weekday and sales of houses on
weekdays are Poisson distributed, what is
the probability of selling exactly four houses
in one day?
What is the probability of selling no houses
in one day?
What is the probability of selling more than
five houses in one day?
What is the probability of selling 2 or more
houses in one day?
54
X 0.5
1.5 1.6 3.0
0 0.6065 0.2231 0.2019 0.0498
1 0.3033 0.3347 0.3230 0.1494
2 0.0758 0.2510 0.2584 0.2240
1. 6
3 0.0126 0.1255 0.1378 0.2240
4 0.0016 0.0471 0.0551 0.1680
5 0.0002 0.0141 0.0176 0.1008
6
7
0.0000
0.0000
0.0035
0.0008
0.0047
0.0011
0.0504
0.0216
P( X 4 ) 0. 0551
8 0.0000 0.0001 0.0002 0.0081
9 0.0000 0.0000 0.0000 0.0027
10 0.0000 0.0000 0.0000 0.0008
11 0.0000 0.0000 0.0000 0.0002
12 0.0000 0.0000 0.0000 0.0001
55
Poisson Distribution:
Using the Poisson Tables
X 0.5 1.5 1.6 3.0
0 0.6065 0.2231 0.2019 0.0498
1 0.3033 0.3347 0.3230 0.1494
2 0.0758 0.2510 0.2584 0.2240
3 0.0126 0.1255 0.1378 0.2240
4 0.0016 0.0471 0.0551 0.1680
5 0.0002 0.0141 0.0176 0.1008
6 0.0000 0.0035 0.0047 0.0504
7 0.0000 0.0008 0.0011 0.0216
8 0.0000 0.0001 0.0002 0.0081
9 0.0000 0.0000 0.0000 0.0027
10 0.0000 0.0000 0.0000 0.0008
11 0.0000 0.0000 0.0000 0.0002
12 0.0000 0.0000 0.0000 0.0001
1. 6
P( X 5) P( X 6) P( X 7) P( X 8) P( X 9)
. 0047. 0011. 0002 . 0000 . 0060
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Poisson Distribution: Using the
Poisson Tables
X 0.5 1.5 1.6 3.0
0 0.6065 0.2231 0.2019 0.0498
1 0.3033 0.3347 0.3230 0.1494
2 0.0758 0.2510 0.2584 0.2240
3 0.0126 0.1255 0.1378 0.2240
4 0.0016 0.0471 0.0551 0.1680
5 0.0002 0.0141 0.0176 0.1008
6 0.0000 0.0035 0.0047 0.0504
7 0.0000 0.0008 0.0011 0.0216
8 0.0000 0.0001 0.0002 0.0081
9 0.0000 0.0000 0.0000 0.0027
10 0.0000 0.0000 0.0000 0.0008
11 0.0000 0.0000 0.0000 0.0002
12 0.0000 0.0000 0.0000 0.0001
1. 6
P( X 2 ) 1 P( X 2 ) 1 P( X 0 ) P( X 1)
1. 2019. 3230 . 4751
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Poisson Distribution: Graphs
1. 6 6. 5
0.35
0.16
0.30 0.14
0.25 0.12
0.20 0.10
0.08
0.15
0.06
0.10
0.04
0.05 0.02
0.00 0.00
0 1 2 3 4 5 6 7 8 0 2 4 6 8 10 12 14 16
58
Problem:
According to the United National Environmental Program and
World Health Organization, in Bombay, India, air pollution
standards for particulate matter are exceeded an average of
5.6 days in every three-week period. Assume that the
distribution of number of days exceeding the standards per
three-week period is Poisson distributed.
59
Solution:
61
Solution:
a) Prob(x = 5):
Using = 3 and Table = .1008
b) Prob (x < 4)
= Prob.(x = 0) + Prob.(x = 1) + Prob.(x = 2)
+ Prob.(x = 3)
= .0498 + .1494 + .2240 + .2240 = .6472
62
Problem:
a) The family did not make a trip to an amusement park last year?
b) The family took exactly one trip to an amusement park last year?
c) The family took two or more trips to amusement parks last year?
d) The family took three or fewer trips to amusement parks over a
three-year period?
e) The family took exactly four trips to amusement parks during a
six-year period?
63
Solution:
64
c) Prob(x > 2 = 0.6):
from Table A.3
x Prob.
2 .0988
3 .0198
4 .0030
5 .0004
6 .0000
x > 2 .1220
65
Prob(x < 3 3 year period):
The interval length has been increased (3 times)
New Lambda = = 1.8 trips3 years
66
Prob(x=4 6 years):
The interval has been increased (6 times)
Prob(x=4 = 3.6):
67
Problem:
Ship collisions in the Houston Ship Channel are rare. Suppose the
numbers of collisions are Poisson distributed, with the mean of 1.2
collisions every four months.
68
Solution:
= 1.2 collisions4 months
a) Prob(x=0 = 1.2):
b) Prob(x=2 2 months):
Prob(x=2 = 0.6):
69
Prob (x < 1 collision6 months):
The interval length has been increased (by 1.5)
x < 1 .4628
71
Solution:
= 1.2 penscarton
a) Prob(x=0 = 1.2):
72
Prob(x > 3 = 1.2):
from Table A.3 x Prob.
4 .0260
5 .0062
6 .0012
7 .0002
8 .0000
x > 3 .0336
73
Question:
A high percentage of people who fracture or dislocate a bone see
a doctor for that condition. Suppose the percentage is 99%.
Consider a sample in which 300 people are randomly selected
who have fractured or dislocated a bone.
What is the probability that exactly five of them did not see a
doctor?
What is the probability that fewer than four of them did not see
a doctor?
74
Solution:
n = 300, p = .01, = n(p) = 300(.01) = 3
a) Prob(x = 5):
Using = 3 and from Table = .1008
75