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Introduction to Statistics

School of Distance Education

UNIVERSITI SAINS MALAYSIA

CHAPTER 5

DISCRETE PROBABILITY

DISTRIBUTIONS.

construct

random variable

find

discrete random variable.

find

find

distribution.

find

distribution.

RANDOM VARIABLE

A

A

Random Variable

Discrete

Continuous

-finite number of

possible values,

i.e.,countable

- infinite number of

possible values, i.e.,

not countable

examples:

- no. of phone calls

received after a TV

commercial,

- no. of joggers at a park

examples:

- height of a person

- weight of products.

DISCRETE PROBABILITY

DISTRIBUTION

take & the corresponding probabilities of the

values

by observation.

Let X = the outcome

X = 1, 2, 3, 4, 5, 6

Example

Construct a probability distribution for

rolling a single die

Outcome X

Probability

P(X)

1

6

1

6

1

6

1

6

1

6

1

6

P(x)

1

6

1

3 4

Example

tossing 3 coins and let X = number of

heads.

1

2

1

2

1

2

1

2

H

1

2

1

2

T

1

2

1

2

Outcomes

HHH

HHT

HTH

HTT

THH

THT

TTH

1

H

2 1

2

T

1

2 1 H

2

1

2 1

2

TTT

P(x)

1

8

1

8

1

8

1

8

1

8

1

8

1

8

1

8

P(X)

1

8

3

8

3

8

1

8

1. The sum of the probabilities of all the

P X 1

2. The probability of each event in the sample

i.e., 0 P X 1

Example

probability distribution.

a.

b.

X

P(X)

10

15

20

1

5

1

5

1

5

1

5

1

5

P(X)

-0.1

1.5

0.3

0.2

c.

d.

P(X)

9

16

1

16

1

8

1

4

P(X)

0.5

0.3

0.4

Solution

distribution, since P(X) cannot be

1.5 or -1.0.

c. Yes, it is a probability distribution.

d. No, it is not, since P(X) 1.2

Mean of a Probability

Distribution

X1 P X1 X 2 P(X 2 ) (X3 ) P(X3 )

X n P(X n )

X P(X) Xi P(Xi )

i

P(Xi) are the corresponding probabilities.

Example

mean of the number of children who will

be girls. Let X = number of girls.

1

2

1

2

B

1

2

1

2

1

2

1

2

B

G

B

G

P(X)

1

4

1

4

1

4

1

4

1

2

Solution

The probability distribution is as follows:

Number of girls X

Probability P(X)

1

4

1

2

1

4

1

1

1

X.P X 0. 1. 2. 1

4

2

4

Example

If three coins are tossed, find the mean

of the number of heads that occur.

Solution

Number of heads X

Probability P(X)

1

8

3

8

3

8

1

8

X

Probability P(X)

1

8

3

8

3

8

1

8

X.P X

1

3

3

1

0. 1. 2. 3.

8

8

8

8

12

1

1 or 1.5

8

2

Note: The value 1.5 cannot occur as an outcome. Nevertheless, it is

the long-run or theoretical average.

Example

represents the number of trips of five

nights or more that American adults take

per year. (That is, 6% do not take any

trips lasting five nights or more, 70% take

one trip lasting five nights or more per

year, etc.) Find the mean.

1

2

3

4

Number of trips 0

X

Probability P(X) 0.06 0.70 0.20 0.03 0.01

P(X)

0.06

Solution

X.P X

3 0.03 4 0.01

0 0.70 0.40 0.09 0.04

1.23 1.2

more per year taken by American adults is 1.2

X P(X)

2

distribution is

X .P(X)

2

standard deviation cannot be negative.

Example

are mixed, one is selected, its number

is noted, and then it is replaced. If this

experiment is repeated many times,

find the variance and standard

deviation of the numbers on the balls.

Solution

Let X be the number on each ball.

The probability distribution is

Number of ball

X

Probability

P(X)

1

5

1

5

1

5

1

5

1

5

P(X)

1

5

2

1

5

4

1

5

8

1

5

1

5

X.P X

1

1

1

1

1

0. 2. 4. 6. 8.

5

5

5

5

5

4.0

X

P(X)

0

1

5

1

5

1

5

1

5

1

5

4.0

2

2

X .P X

2

2 1 2 1 2 1 2 1 2 1 2

0 . 2 . 4 . 6 . 8 . 4

5

5

5

5

5

24 16

8

8 2.8

P(X)

X.P(X)

X2.P(X)

0

2

4

6

8

0.2

0.2

0.2

0.2

0.2

0

0.4

0.8

1.2

1.6

0

0.8

3.2

7.2

12.8

X.P(X) 4.0

2

2

X .P X

2

24 4 8

2

and

8 2.8

2

X

.P X 24.0

Example

A talk radio station has four telephone

during a commercial) or is talking to a

person, the other callers are placed on

hold. When all lines are in use, others

who are trying to call in get a busy

signal.

with the following probability distribution:

X

P(X)

deviation for the distribution.

getting more phone lines installed?

P(X)

X. P(X)

0.(0.18) 1.(0.34) 2.(0.23)

3.(0.21) 4. 0.04

1.6

P(X)

2

2

X P(X)

2

2

2

[0 . (0.18) 1 .(0.34) 2 .(0.23)

2

2

1.2

1.2 1.1

2

No. Why?

1.6

The mean number of people calling at any

one time is only 1.6, & there are 4 lines

available

Chebyshevs thm: 75% of data values will

fall within 2 s.d. of the mean of data set

75% of callers would either get through or

be put on hold since the number of callers

at any given time is in the interval & very

few would get a busy signal

EXPECTED VALUE

E(X) X.P(X)

Expected value is used in various

insurance, and in other areas, such as

decision theory.

Example

$1 each for a colour television

expected value of the gain if a

Solution

One thousand tickets are sold at $1 each for

a colour television valued at $350

Gain X

Probability

P(X)

1

1000

Win

Lose

$349

-$1

999

1000

1

999

E X $349.

$1 .

$0.65

1000

1000

1

999

E X $349.

$1 .

$0.65

1000

1000

$0.65 per ticket, since theoretically, on

for each 1000 tickets purchased.

Example

$1 each for four prized of $100,

$50, $25, and $10. After each

prize drawing, the winning ticket is

then returned to the pool of tickets.

What is the expected value if a

One thousand tickets are sold at $1 each for four prized of $100, $50, $25, and $10

Gain X

$98

Probability

P(X)

2

1000

$48 $23

2

1000

$8

-$2

2

2

992

1000 1000 1000

2

2

2

E X $98.

$48.

$23.

1000

1000

1000

2

992

$8.

$2 .

1000

1000

$1.63

An alternate solution is

2

2

E X $100.

$50.

1000

1000

2

2

$25.

$10.

$2

1000

1000

$1.63

BINOMIAL DISTRIBUTION

experiment that satisfies the following

four requirements:

1. There must be fixed number of trials.

2. Each trial can have only two

outcomes or outcomes that can be

reduced to two outcomes. These

outcomes can be considered as either

success or failure.

independent of each other.

remain the same for each trial.

and the corresponding probabilities of

distribution.

P(S) The symbol for the probability of

success

P(F) The symbol for the probability of

failure

p

The numerical probability of a

success

q

The numerical probability of a

failure

P(S) = p and

P(F) = 1 p = q; p+q=1

n

X

The number of successes in n trials

Note that

0 X n and X 0, 1, 2, 3,...., n

Binomial Distribution

In a binomial experiment, the

probability of exactly X successes in n

trials is

n!

X n X

P X

p q

n X !X!

Alternatively,

we write X

Binomial (n, p)

Example

Americans say he or she has visited a

doctor in any given month. If 10

people are selected at random, find

the probability that exactly 3 will have

visited a doctor last month.

Solution

the doctor last month,

1

4

n 10, X 3, p , and q . Hence,

5

5

3

10!

1 4

P 3

0.201

10 3!3! 5 7

Example

Unlimited (Northbrook, Illinois) found

that 30% of teenage consumers

receive their spending money from

part-time jobs. If 5 teenagers are

selected at random, find the probability

that at least 3 of them will have part

time jobs.

Solution

Let X= number of people with parttime jobs

n = 5,

p = 0.3,

q = 0.7

P( least 3 have part-time jobs)

= P(X=3 or X=4 or X=5)

= P(X=3)+P(X=4)+P(X=5)

5!

3

2

P 3

0.3 0.7 0.132

5 3!3!

5!

4

1

P 4

0.3 0.7 0.028

5 4 !4!

5!

5

0

P 5

0.3 0.7 0.002

5 5!5!

Hence,

P (at least three teenagers have

part-time jobs)

= P(X = 3) + P(X = 4) + P(X = 5)

= 0.132 + 0.028 + 0.002

= 0.162

Example

Suppose X

Solution

Since n = 3, X = 2, and p = 0.5,

the value 0.375 is found as shown:

p= 0.5

p

n

0.05 0.1

0.2

0.3

0.4

0.5

0

1

2

3

0.125

n=3

0.375

0.375

0.125

X=2

0.6

0.7

0.8

0.9

0.95

Example

house at night. If a random sample of

20 Americans is selected, find these

sample who are afraid of being alone

at night)

n = 20, p = 0.05, and X = 5.

From the table, one gets 0.002

sample who are afraid of being alone

at night)

n = 20 and p = 0.05.

At most 3 people means

X = 0, or X = 1, or X = 2, or

X = 3.

= 0.984

sample who are afraid of being alone

at night).

1 P(X 0,1, 2)

= 1 - {P(0) + P(1) + P(2)}

= 1 - {0.358 + 0.377 + 0.189}

= 1 - 0.924

= 0.076

Deviation for the Binomial Distribution

B(n,p)

Mean:

n.p

Variance:

n.p.q

2

Standard deviation:

n.p.q

2

Example

variance, and standard deviation of the

number of heads that will be obtained.

n = 4, p = , and q =

1

n.p 4. 2

2

1 1

n.p.q 4. . 1

2 2

2

and 1 1

Example

deviation of the number of 2s that

will be rolled.

Solution

and q = P(not getting a 2)=5/6

1

n.p 480. 80

6

1 5

2

n.p.q 480. 66.7

6 6

n.p.q 66.7 8.2

Multinomial Distribution

If X consists of events E1, E2 ,E3, ,

with corresponding probabilities of

occurring, p1, p2,p3, , and X1 is the

number of times E1 will occur, X2 is

the number of times E2 will occur , etc..

then the probability that X will occur is

n!

X1 X 2

Xk

P X

p1 p2 ...pk

X1 ! X 2 ! X3 ! ... X k !

Multinomial Distribution

n!

X1 X 2

Xk

P X

p1 p2 ...pk

X1 ! X 2 ! X3 ! ... X k !

where

X1 X 2 X3 ... X K n

and

p1 p 2 p3 ... p K 1.

Example

choose a movie, 30% choose dinner

and a play, and 20% choose shopping

as a leisure activity. If a sample of five

people is randomly selected, find the

probability that three are planning to go

to a movie, one to a play, and one to a

shopping mall.

Solution

n = 5, X1 = 3, X2 = 1, X3 = 1,

p1 = 0.50, p2 = 0.30, and p3 = 0.20.

P(X) P X1 3, X2 1, X3 1

5!

3

1

1

3!.1!.1!

0.15

Example

red balls, and three blue balls. A ball is

written down. It is replaced each time.

selected, two are white, two are red,

Solution

n = 5, X1 = 2, X2 = 2, X3 = 1;

4

3

3

p1

, p 2 , and p3 ; hence;

10

10

10

2

5! 4 3 3

81

P X

2!2!1! 10 10 10 625

binomial distribution

but has the advantage of allowing one to

compute probabilities when there are more

than two outcomes for each trial in the

experiment

the multinomial distribution is a general

distribution, and the binomial distribution is

a special case of the multinomial

distribution.

Poisson Distribution

X

e

P(X : )

, x 0,1,2,...

X!

X are occurrences in an interval of time,

volume , area, etc.,

unit (time, volume, area. etc)

e 2.7183

Example

500-page manuscript, find the

probability that a given page

contains exactly three errors.

Solution

Since there are 200 errors distributed

over 500 pages, number of error per

200

2

page is

0.4

500 5

X = 3,

e

P X;

X!

2.7183 0.4

0.4

3!

0.0072

=

X

0.4

0.1 0.2 0.3 0.4 0.5 0.6 0.7 0.8 0.9 1.0

0

1

2

3

X=

3

0.007

2

Example

three calls per hour on its toll-free

number. For any given hour, find the

probability that it will receive the

following.

(a) At most three calls

(b) At least three calls

Solution:

X = 0, 1, 2, or 3 calls.

Hence,

= 0.0498 +0.1494 + 0.2240

+ 0.2240

= 0.6472

=1 - P(0, 1, 2 calls)

=1 - {P(0; 3) + P(1; 3) + P(2; 3)}

=1 - { 0.0498 + 0.1494 + 0.2240

= 1 - 0.4232

= 0.5768

= 1- P(0, 1, 2, 3, or 4 calls)

= 1-{P(0;3) + P(1;3) + P(2;3) + P(3;3)+

P(4; 3)}

= 1-{ 0.0498 + 0.1494 + 0.2240 +

0.2240 + 0.1680}

= 1- 0.8152

= 0.1848

NOTE

The Poisson distribution can also be

used to approximate the binomial

distribution when the expected value

is less than 5. (The same is true when

B(n, p)

Poisson( ), where np

Example

If approximately 2% of the

people are left-handed, find

people there are left-handed.

X B(200,0.02)

Poisson(4), where np 200(0.02) 4

Solution

Hence,

P X; P 5;4

2.7183 4

5!

0.1563

Hypergeometric Distribution

types of objects (female and

males, defective and

nondefective, successes or

failures, etc.), such that there are

a items of one kind and b items of

another kind and a + b equals the

total population,

without replacement a sample of

size n with X items of type a and n

X items of type b is

P(X)

Cx

Cn X

or

a b Cn

b

a b

x n X

P(X)

a b

Example

assistant manager of a restaurant.

Five have completed college and

five have not. If the manager

selects three applicants at random,

find the probability that all three are

college graduates.

Solution

a = 5 college graduates

b = 5 non graduates

n = 3

X = 3

n X = 0.

C3 5C0 10 1

P(X 3)

120 12

10 C3

5

Example

checked to see whether there are

any defective tanks. Three tanks

are checked for leaks. If one or

more of the three is defective, the

lot is rejected. Find the probability

that the lot will be rejected if there

are actually three defective tanks

in the lot.

Solution

it is necessary to find the

defective and subtract this

probability from 1.

a = 3, b = 9, n= 3,

X = number of defective;

P(Lot is rejected)

= P(at least 1 defective)

=1-P(no defective)

=1-P(X=0)

C0

C3

12

C3

1 0.38 0.62

1.

Binomial distribution

X B(n,p)

n!

X

n X

P(X)

p q

(n X)!X!

n.p

n.p.q

fixed number of independent trials and the probability for

2.

Multinomial distribution

n!

X

X

X

P(X)

p1 p2 ..., pK

X1 ! X 2 ! X3 ! ... X K !

where

X1 X 2 X3 ... X K n

and

p1 p 2 p3 ... p K 1

Used when the distribution has more than two outcomes,

the probabilities for each trial remain constant, outcomes

3.

Poisson distribution

Poisson( )

e

P(X; )

X!

where 0, 1, 2, ...

variable occurs over a period of time, or a density of items

is distributed over a given area or volume.

4.

Hypergeometric distribution

P(X)

Cx

Cn X

a b Cn

b

outcomes and sampling is done

without replacement.

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