Probability Distributions

Dr. Umesh R Aundhakar

 Summary of the lesson
Theoretical Distribution
Discrete Distributions:
Bernoulli Distribution
Binomial Distribution
Poisson Distribution

Continuous distribution:
Normal Distribution
 Some practical uses:
•To calculate confidence intervals and critical regions.

•For univariate data, it is often useful to determine a

reasonable distributional model for the data.

•Statistical intervals and hypothesis tests are often

based on specific distributional assumptions.

•Simulation studies with random numbers generated

using a specific probability distribution are often
needed.
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 Learning Objectives:
Upon successful completion of this lesson, you should be able to

•Find probabilities associated with a Binomial

distribution using R.
•Find probabilities associated with a Poisson
distribution using R.
•Find the area under a Normal distribution
using R.
•Compute the mean and standard deviation of
these distributions.
•Generate random numbers using R.
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 Bernoulli Distribution
If x is a discrete random variable with pmf
P(x)=pxq1-x where x=0,1
Then, x is a Bernoulli variate. And the distribution of
x is Bernoulli distribution.
Here, p is probability of success and q (or (1-p)) is
probability of failure.
Parameter= p
Mean = p
Variance =pq
Binomial Distribution
Binomial Probability Experiment:

An experiment is said to be a binomial experiment

provided
1. The experiment is performed a fixed number of times.
Each repetition of the experiment is called a trial.
2. The trials are independent. This means the outcome of
one trial will not affect the outcome of the other trials.
3. For each trial, there are two mutually exclusive
outcomes, success or failure.
4. The probability of success is fixed for each trial of the
experiment.
 Notation Used in the
Binomial Probability Distribution
• There are n independent trials of the experiment
• Let p denote the probability of success so that
1 – p is the probability of failure.
• Let x denote the number of successes in n
independent trials of the experiment. So, 0 < x < n.
 Binomial distribution, generally
if you have only two possible outcomes (call them 1/0 or yes/no
or success/failure) in n independent trials, then the probability
of exactly X “successes” is given by,
n = number of trials

n X n X
P( X  x )    p ( 1  p )
X
1-p = probability
of failure
X=#
p=
successes
probability of
out of n
success
trials
Properties:
• Mean=np
• Variance= npq
• Range: 0,1,2,3,…,n
• Mean >Variance
• If p=0.5, Distribution is symmetric
• If p<0.5, distribution is positively skewed.
• If P>0.5, distribution is negatively skewed.
• Binomial distribution tends to Poisson distribution when
n→ꚙ and p→0 (np=λ)
• Binomial distribution tends to Normal distribution when
n→ꚙ and p and q almost same.
Poisson Distribution
A random variable X, the number of successes in
a fixed interval, follows a Poisson process
provided the following conditions are met
1. The probability of two or more successes in any
sufficiently small subinterval is 0.
2. The probability of success is the same for any
two intervals of equal length.
3. The number of successes in any interval is
independent of the number of successes in any
other interval provided the intervals are not
overlapping.
Poisson Distribution
Properties:
• It has only parameter i.e. λ
• Mean= λ
• Variance= λ
• range: 0,1,2,3,…
• Mean = Variance
• Poisson distribution is always positively skewed.
• Poisson distribution tends to Normal distribution when λ is
sufficient large.
Normal Distribution
 Normal Distribution
•X has a Normal (Gaussian) distribution with
parameters μ and σ if
1  1 
f ( x)  exp  2 ( x   ) 2 
 2  2 

•X is standard Normal if μ =0 and σ =1. It is

denoted as Z.

X 
•If X ~ N(μ, σ2) then ~Z

Properties:
• It has two parameters, namely μ and σ
• Mean = μ
• Variance = σ
• Range: -∞ < x < ∞
• Mean = Mode = Median = μ
• The distribution is Mesokurtic.
• The curve is Bell-shaped.
• Normal distribution is uni-modal.
• The curve is touches to the x-axis only at - ∞ and ∞.
• If SD= σ then QD=[2/3 σ] and MD = [4/5 σ].
Examples!!!