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Topic 1 - Probability Distribution

Let X = number of people who visited a doctor last month n = 10 people p = 1/5 = 0.2 (probability that each person visited a doctor) q = 1 - p = 0.8 a) P(X = 3) = 10C3(0.2)3(0.8)7 = 0.2048 b) P(X = 7) = 10C7(0.2)3(0.8)7 = 0.2048 So the probabilities are the same.

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0% found this document useful (0 votes)
773 views46 pages

Topic 1 - Probability Distribution

Let X = number of people who visited a doctor last month n = 10 people p = 1/5 = 0.2 (probability that each person visited a doctor) q = 1 - p = 0.8 a) P(X = 3) = 10C3(0.2)3(0.8)7 = 0.2048 b) P(X = 7) = 10C7(0.2)3(0.8)7 = 0.2048 So the probabilities are the same.

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najmi
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We take content rights seriously. If you suspect this is your content, claim it here.
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TOPIC 1: PROBABILITY DISTRIBUTION

Miss Nur 'Ainina binti Awang


Faculty of Computer and Mathematical Sciences
UiTM Shah Alam

013-3547250
[email protected]
Contents

Introduction

Discrete Probability Distribution

• Binomial Distibution

• Poisson Distribution

• Poisson Approximation

Continuous Probability Distribution

• 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

TYPES OF RANDOM VARIABLE

DISCRETE RANDOM VARIABLE CONTINUOUS RANDOM VARIABLE

A quantitative r.v. that can A quantitative r.v. that can assume


assume a countable number of an uncountable number of values
values (whole number) (values in the range)

Ex: Toss a coin, Ex: Time, height,


throw a dice weight, distance
Introduction
Probability:

- The chance that a particular event (series of events) will occur.


- The chance of an event occuring when the experiment is repeated under identical condition.
- Example 1.2: Example of statements of probability:
-The probability that it will rain tomorrow is 0.4.
-There is a 50% chance that a candidate will be called for an interview.
Probability Range
Percentage ( % ) : 0 - 100% (inclusive)

Proportion ∶ 0 – 1 (inclusive)

Basic Probability Rules


a) The probability of any event is a number (either a fraction or decimal) between
and including 0 and 1. This is denoted by 0 ≤ P(X) ≤ 1.
b) The sum of the probabilities of all outcomes in sample space is 1. ΣP(X) = 1
c) If an event cannot occur (the event contains no members in the sample space), its
probability is 0.
d) If an event is certain, then the probability is 1.
Introduction
Probability Distribution:

- The probabilities of all possible values of the random variable.


- For a discrete random variable, it’s probability distribution provide a list of all possible values and its associated
probability. The probabilities are determined by theoretically or by observation.
- Each probability distribution is defined by certain parameters. The common summary measures:

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:

Number of tails Probability


0 0.25
1 0.50
2 0.25
Type of Probability Distribution

PROBABILITY
DISTRIBUTION

Discrete Continuous
Probability Probability
Distribution Distribution

Binomial Normal
Distribution Distribution

Poisson
Distribution
Type of Probability Distribution

Symbols Definitions and Examples


At least/ Not less than (≥) You will have to score at least 50 marks to
pass the examination. This means that you
must score 50 or more marks.

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

• A binomial experiment has the following properties:


-The experiment consists of n repeated trials.
-Each trial has only two possible outcomes. One of these outcomes is considered a success and the other, a failure.
-The probability of success (p) is the same on every trial and the probability of failure is q where q = 1- p
-The trials are independent, which means that the outcome on one trial does not affect the outcome on other trials.

• 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

Use the above table to find the probability of:


i. getting less than 2 heads (Ans: 0.1876)

ii. getting less than or equal to 2 heads (Ans: 0.5001)

iii. getting more than 2 heads (Ans: 0.5001)

iv. getting more than or equal to 4 heads (Ans: 0.1876)


Type of Probability Distribution: Binomial Distribution
Example 1.8: A survey found that one out of five Americans says he or she has visited a doctor in any given month. If 10
people are selected at random,
a) Find the probability exactly 3 will have visited a doctor last month.
b) Find the probability exactly 3 will not have visited a doctor last month.
Solution:

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)

P(X=3) = 10C3(0.2)3(0.8)7 P(X’=3) = 10C3(0.8)3(0.2)7


= 0.2013 = 0.0008

*Take note: To be safe, take 4 decimals places of the answer.


Type of Probability Distribution: Binomial Distribution
Example 1.9: Eggs are packed in boxes of 10. The probability that each egg is broken is 0.35
Find the probability in a random box of eggs,

i. there are 4 broken eggs (Ans: 0.2377)

ii. there are less than 3 broken eggs. (Ans: 0.2616)

iii. there are more than 4 broken eggs. (Ans: 0.2485)


Type of Probability Distribution: Binomial Distribution
Example 1.10: An integrated circuit manufacturer produces wafers that contain 20 chips. Each chip has a probability of
0.085 of not being placed correctly on the wafer.

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:

a) Exactly 4 people will wear glasses.

b) At most 2 people do not wear glasses.


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

c) At least 2 people do not wear glasses.

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.

ii) the probability that at least 18 students pass the test.

iii) the probability that at most 2 students fail the test.

iv) the number of students expected to fail the test.


Type of Probability Distribution: Poisson Distribution

• A Poisson experiment is an experiment that has the following properties:


-The outcomes of the experiment can also be classified as successes or failures.
-The average number of successes (λ /μ) that occurs in a specified time or space is known.
-The probability that a success will occur is proportional to the size of the time or space.
-The probability that a success will occur in an extremely small time or space is virtually zero.

• 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:

Let x=number of typographical errors in a given page

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

a) Less than 2 accidents

b) More than 1 accidents

c) In a three week period there will be no accidents.


Type of Probability Distribution: Poisson Distribution
Example 1.14: The number of cracks in a ceramic tile has a Poisson distribution with mean 2.4. What is the probability that
a ceramic tile has no crack?
Type of Probability Distribution: Poisson Distribution
Example 1.15: 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) Two customers arriving in a five minute period.

b) Two or three customers arriving in a five minute period.


Type of Probability Distribution: Poisson Distribution
Example 1.15: 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 :

c) Seven customers arriving in a ten-minute period.

d) One customer arriving in 2.5 minute period.


Type of Probability Distribution: Poisson Distribution

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)

b) from 20 to 30 customers arriving in half-an-hour period. (Ans: 0.7239)

c) at most 15 customers arriving in a ten-minute period. (Ans : 0.9918)


Type of Probability Distribution: Poisson Distribution
Past Year Question: January 2018

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:

i) exactly ten patients arrive during an hour period.

ii) at most twelve patients arrive from 0700H to 0715H.

iii) between 20 and 25 patients who will arrive during a two-hour period.
Type of Probability Distribution: Poisson Approximation

• Poisson distribution can be used to approximate binomial distribution.


• The Binomial distribution X~Bin(n,p) can be approximated using a Poisson distribution with the mean μ=np.
• The approximation gets better as n gets larger and p gets smaller.
• Conditions that can be consider:

Poisson Approximation

If X~Bin (n,p) and n ≥ 50 and p ≤0.1 then X~Poi(np)


Type of Probability Distribution: 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.

b) more than 5 defectives.


Type of Probability Distribution: Poisson Approximation

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

Example 1.21: Use the tables to find the probabilities:

a) P(Z > 0) =

b) P(Z > 1.52) = Ans: 0.0643

c) P(Z < 1.52) = Ans: 0.9357

d) P(Z < - 1.52) = Ans: 0.0643


Type of Probability Distribution: Normal Distribution

Example 1.21: Use the tables to find the probabilities:

e) P(Z > -1.52) = Ans: 0.9357

f) P(1.52 < Z < 2.0) = Ans: 0.04155

g) P(-2 < Z < -0.5) = Ans: 0.28575

h) P (-1 < Z < 2) = Ans: 0.81855


Type of Probability Distribution: Normal Distribution

Example 1.22: Find the following probabilities:

a) P(Z > -0.4) =

b) P(-0.4 < Z < 1) =

c) P(1 < Z < 2) =

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

a) Between 27 and 31 pounds per month of newspaper garbage

b) More than 30.2 pounds per month of newspaper garbage


Type of Probability Distribution: Normal Distribution
Example 1.24: A random variable X has a normal distribution that has mean of 68 and standard deviation of 4. Find the
following probabilities:

a) P(X<65)= (Ans: 0.2266)

b) P(X>70)= (Ans: 0.3085)


Type of Probability Distribution: Normal Distribution
 Determining Values of Mean and Standard Deviation

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.

a) Find the standard deviation of the scores. (Ans:95.06)

b) Find the percentage of candidates that scored above 500. (Ans:41.68%)


Type of Probability Distribution: Normal Distribution
 Determining Values of Mean and Standard Deviation

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

Binomial Distribution Poisson Distribution Normal Distribution

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)

Notation X ~ Bin (n, p) X ~ Poi (λ) X ~ N (𝜇, 𝜎 2)


𝑛∁ 𝑥 𝑝 𝑥 𝑞 𝑛−𝑥 𝑒 −λ λ
Formula 𝑥
P (X = x) = 𝑥−𝜇
P (X = x) = Z=
(x = 0,1, ….., n) 𝑥! 𝜎
(x = 0,1, ….., ∞ )
Mean 𝜇𝑋 = 𝑛𝑝 𝜇𝑋 = λ 𝜇𝑋 = μ
Variance 𝜎 2𝑋 = 𝑛𝑝𝑞 𝜎 2𝑋 = λ 𝜎 2𝑋 = 𝜎 2
Standard Deviation 𝜎𝑥 = 𝑛𝑝𝑞 𝜎𝑥 = λ 𝜎𝑥 = 𝜎2

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