Topic 1 - Probability Distribution
Topic 1 - Probability Distribution
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Contents
Introduction
• Binomial Distibution
• Poisson Distribution
• Poisson Approximation
• Normal Distribution
Introduction
Variable:
- A quantity that can take on different values. When the value of a variable is the outcome of an experiment, then the
variable is a random variable. Usually the random variable is represented with capital letter.
- Notation:
- The name of the r.v. will be denoted by uppercase letters, such as X or Y.
- The observed value of the r.v. will be denoted by lowercase letters, such as x or y.
- Example 1.1:
- If a random variable X equals three, then it written as X=3.
- If a random variable X equal to x it written as X=x.
Introduction
Proportion ∶ 0 – 1 (inclusive)
i. Mean (μ)
ii. Variance (σ2)
iii. Standard Deviation (σ)
Introduction
Example 1.3:
-A simple experiment is to flip a coin twice. The possible outcomes are {HH, HT, TH, and TT}. This set is called sample
space (Set of all possible outcomes of a probability experiment). Let the variable X represent the number of tails. The
variable X can take values 0, 1, or 2. Since these values are results of an experiment then X is a random number.
Example 1.4:
The probability distribution for the number of tails in the above example is given by:
PROBABILITY
DISTRIBUTION
Discrete Continuous
Probability Probability
Distribution Distribution
Binomial Normal
Distribution Distribution
Poisson
Distribution
Type of Probability Distribution
Not more than/ At most (≤) The distance is not more than 10 minutes
walking. This means that the time spent
walking be the most 10 minutes or it can be
less.
More than/greater than/exceeds (>) You must buy more than 20 paper plates.
This means that you must buy 21 or more
than 21 paper plates.
Less than/smaller than (<) The number of students in each class should
be less than 30. This means that the number
of students can be 29 or less than 29.
Type of Probability Distribution: Binomial Distribution
• Suppose 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. We flip a coin 2 times.
-Each trial can results in just two possible outcomes. (heads or tails)
-The probability of success (coins lands on heads) is constant, 0.5 on every trial.
-The trials are independent because getting heads on one trial does not affect whether we get heads on other trials.
Type of Probability Distribution: Binomial Distribution
Notation
X ~ Bin (n, p)
Formula
P (X = x) = 𝑛∁ 𝑥 𝑝 𝑥 𝑞 𝑛−𝑥 , x = 0,1, ….., n
Binomial where
Distribution x the number of successes
n number of trials
p the probability of success on an individual trial
q the probability of failure on an individual trial (q = 1 − p)
𝑛∁ 𝑥 the number of combinations of n objects, taken x at a time
Mean, 𝜇𝑥 = 𝑛𝑝
Variance, 𝜎 2 𝑥 = 𝑛𝑝𝑞
Standard Deviation, 𝜎𝑥 = 𝑛𝑝𝑞
Type of Probability Distribution: Binomial Distribution
How to calculate binomial distribution?
Given n=10, p=0.35. Find the following probabilities using formula and statistical table.
a) P(X≥3)
b) P(X≤2)
c) P(X>3)
d) P(X<2)
e) P(X=3)
Type of Probability Distribution: Binomial Distribution
Example 1.5: A die is tossed 5 times consecutively. What is the probability of getting 2 threes in 5 tosses.
Solution:
Let x= the number of three in a toss
1 5
N = 5, p = = 0.1667, q = = 0.8333
6 6
X~Bin(5,0.1667)
P(X=2) = 5C2(0.1667)2(0.8333)3 =0.1608
Example 1.6: A coin is tossed 5 times. What is the probability of getting four heads in 5 tosses.
Solution:
Let x= the number of head in a toss
1 1
N = 5, p = = 0.5, q = = 0.5
2 2
X~Bin(5,0.5)
P(X=4) = 5C4(0.5)4(0.5)1 =0.1563 @ P(X=4)=P(X≥4) - P(X≥5)=0.1875 -0.0313=0.1562
Type of Probability Distribution: Binomial Distribution
Example 1.7: X 0 1 2 3 4 5
P(X=x) 0.0313 0.1563 0.3125 0.3125 0.1563 0.0313
a) Let x=number of Americans who has visited a b) Let x’=number of Americans who has not visited a
doctor last month doctor last month
1 4 4 1
N = 10, p = = 0.2, q = = 0.8 N = 10, p = = 0.8, q = = 0.2
5 5 5 5
X~Bin (10, 0.2) X’~Bin (10, 0.8)
a) Find the probability that a wafer contains at least three incorrectly place chips. (Ans: 0.2390)
b) What is the probability that a wafer contains no more than one incorrectly place chips on a wafer? (Ans: 0.4836)
c) What is the expected number of incorrectly placed chips on a wafer? (Ans : 1.7)
Type of Probability Distribution: Binomial Distribution
Example 1.11: A recent study found that 80% of all people over 60 years of age wear glasses. If a random sample of 10
people over 60 years of age is selected, find these probabilities:
d) Determine how many people need to be taken as respondent if the probability that none of people do not wear glasses is
0.0169.
Type of Probability Distribution: Binomial Distribution
Past Year Question: July 2017
It is estimated that the probability that a student pass an English test is 0.65. If 20 students take the test, find:
i)the probability that exactly 8 students pass the test.
• Suppose you consider 10 minute periods and record the number of times the operator receives phone calls. The average
number of calls received is 3 calls. This is a Poisson experiment because:
-The experiment resulted in outcomes that can be considered as successes or failures. Success when calls are
received and failure when calls are not received.
-The average number of phone calls received (success) in a 10 minute period is known (3 calls).
-The probability of receiving calls (success) is proportional to the time period.
-The probability of receiving calls when the time period is very small is close to zero.
Type of Probability Distribution: Poisson Distribution
Notation
X ~ Poi (λ)
Formula
𝑒 −λ λ𝑥
P (X = x) = , x = 0,1, ….., ∞
𝑥!
Poisson where
Distribution x the actual number of successes
λ the average number of successes in a specified time or space
e = 2.7183
Mean, 𝜇𝑋 =λ
Variance, 𝜎 2𝑋 =λ
Standard Deviation, 𝜎𝑋 = λ
Type of Probability Distribution: Poisson Distribution
How to calculate poisson distribution?
Given the average number of patients comes to Clinic Berjaya everyday is 25. Using poisson distribution, find the following
probabilities the number of patients using formula and table.
a) P(X≥23)
b) P(X≤22)
c) P(X>23)
d) P(X<22)
e) P(X=23)
Type of Probability Distribution: Poisson Distribution
Example 1.12: If there are 200 typographical errors randomly distributed in a 500-page manuscript, find the probability that
a given page contains exactly three errors.
Solution:
200
λ= = 0.4 per page
500
X~Poi (0.4)
𝑒 −0.4 0.43
𝑃 𝑋=3 = = 0.0072
3!
Type of Probability Distribution: Poisson Distribution
Example 1.13: The number of industrial injuries per working week in a particular factory is known to follow a Poisson
distribution with mean 0.5. Find the probability that
Example 1.16: The average number of cars sold by a company is 2 cars per day.
a) What is the probability that 3 cars will be sold on Monday? (Ans: 0.180)
b) What is the probability that at least 3 cars will be sold on Monday? (Ans: 0.3233)
c) What is the probability that 6 cars will be sold on Monday and Tuesday?(Ans: 0.104)
Type of Probability Distribution: Poisson Distribution
Example 1.17: The average number of customers arriving at a restaurant during the lunch hour is four in five-minute period.
Find the probability that there will be
a) more than eight customers arriving in a fifteen minute period. (Ans : 0.8450)
The number of patients arriving per hour at an emergency room in a hospital follows Poisson distribution with a mean of 16.
Find the probability that:
iii) between 20 and 25 patients who will arrive during a two-hour period.
Type of Probability Distribution: Poisson Approximation
Poisson Approximation
Example 1.18: A shipment of computer keyboards is inspected for defects before being accepted. The probability that a
computer keyboard is defective is 0.04. If one crate contains100 computer keyboards are inspected,
a) How many computer keyboards in a crate would you expect to be defective? (Ans : 4)
b) Approximate the probability that from 5 to 10 computer keyboards in a crate are defective. (Ans: 0.3684)
Type of Probability Distribution: Poisson Approximation
Example 1.19: A large lot of items is known to contain 4% defective items. If a sample of 100 is randomly drawn from the
lot, use the Poisson approximation to find the probability it will contain:
a) no defective.
Example 1.20: A shipment of computer keyboards is inspected for defects before being accepted. The probability that a
computer keyboard is defective is 0.04. If 50 keyboards are inspected,
a) What is the probability at least than 7 computer keyboards are defective? (Ans: 0.0045)
b) What is the probability that at most 7 computer keyboards are defective? (Ans: 0.9989)
c) Use the table to find the probability that 7 computer keyboards are defective. (Ans: 0.0034)
Type of Probability Distribution: Normal Distribution
• A continuous random variable X having a bell-shaped curve distribution is called normal distribution random variable.
• The parameters of the normal distribution are its mean, μ and standard deviation, σ.
• If the random variable X has a normal distribution with parameters μ and σ, we write X~N(μ,σ2)
• Total area under the curve is equal to 1.
Area = 1
Mean
Type of Probability Distribution: Normal Distribution
Notation
X ~ N (𝜇, 𝜎 2 )
Formula
𝑥−𝜇
Normal Distribution Z=
𝜎
Mean, 𝜇𝑋 = μ
Variance, 𝜎 2𝑋 = 𝜎 2
Standard Deviation, 𝜎𝑥 = 𝜎 2
Type of Probability Distribution: Normal Distribution
a) P(Z > 0) =
d) P(|Z| < 2) =
Type of Probability Distribution: Normal Distribution
Example 1.23: Each month, an American household generates an average of 28 pounds of newspaper garbage or recycling.
Assume the standard deviation is 2 pounds. If a household is selected at random, find the probability of its generating
Example 1.25: A local report stated that the mean score on a placement test was 480 and 20% of the candidates scored below
400. Assume that the scores follow a normal distribution.
Example 1.26: The life of a semiconductor laser is normally distributed with mean 7000 hours and standard deviation 600
hours. What is the life in hours that 95% of these lasers exceed? (Ans: 6013.06)
Type of Probability Distribution: Normal Distribution
Past Year Question: July 2017
A study is conducted to investigate the time (in hours) spent by students on reading books. The distribution of the time
follows a normal distribution with mean 5 hours and standard deviation 1.2 hours.
i) Find the probability that a student spends more than 8 hours reading books.
ii) The probability that a student spends more than k hours reading books is 6.68%. Find the value of k.
iii) If 12 students are selected at random, find the probability that a student spends an average of 4 to 6 hours reading books.
Summary
Probability Distributions
Characteristic Consists of n repeated trials. Each experiment has only A normal random variable is a continuous random
Each trial has only two outcomes; two outcomes; successes / variable that follows a normal distribution.
success & failure. failures. The distribution of a normal random variable is
Probability of success denoted as p The average number of symmetrical, bell shaped curve distribution.
while probability of failure as q successes (λ /𝜇) that occurs Total area under the curve is equal to 1.
(q = 1 − p). in a specified time/space is Standard normal distribution =
known. Z ~ N (𝜇 = 0, 𝜎 2 = 1)