Beruflich Dokumente
Kultur Dokumente
6
AAOC C111: PROBABILITY &
STATISTICS
BITS-PILANI HYDERABAD CAMPUS
Presented by
Dr. M.S. Radhakrishnan
Email: msr@bits-hyderabad.ac.in
Lecture 6
Hypergeometric
Distribution
0 P( X 0) 1 P( X 1) 2 P( X 2)
...
(Note the first tem is 0.)
5-Aug-19 Prepared by Dr. M.S. Radhakrishnan, BITS-Pilani 10
min( n ,r )
k 1
k P( x k )
a N a
min( n ,r )
k nk
k
k 1 N
n
r 1 ( N 1) (r 1)
min( n ,r )
r k 1 ( n 1) ( k 1)
n
N k 1 N 1
n
r
N
n 1
5-Aug-19 Prepared by Dr. M.S. Radhakrishnan, BITS-Pilani 11
Variance of the Hypergeometric
Distribution
Let X be a r.v. having the Hypergeometric
Distribution with parameters n, r and N.
Then the variance of X is
r r N n
Var ( X )
2
n 1 .
N N N 1
N n is often referred to as the finite
N 1 population correction factor.
5-Aug-19 Prepared by Dr. M.S. Radhakrishnan, BITS-Pilani 12
Exercise 58 Section 3.7 Page 92
8 7 10 9 8 7 15
18 17 16 15 14 13
70
= 0.3167
221
5-Aug-19 Prepared by Dr. M.S. Radhakrishnan, BITS-Pilani 17
Sampling with replacement
Suppose from among N items (of which r are
defective), n items are chosen at random, one
by one, with replacement. Let X be the
number of defective items drawn among the
n items chosen.
We ask what is P (X = x)?
Now we can have x defectives among the
n items chosen in nC x m.e. ways.
5-Aug-19 Prepared by Dr. M.S. Radhakrishnan, BITS-Pilani 18
Now the probability of finding a defective
item in any one draw is
r
p (say)
N
as we draw the items with replacement.
Thus the probability of finding x successes
in any one way is p x q n x
where q = 1–p, probability of getting a
nondefective.
5-Aug-19 Prepared by Dr. M.S. Radhakrishnan, BITS-Pilani 19
Hence the probability of getting x defective
items among the n items chosen with
replacement is
n x
P( X x) Cx p q
n x
x 0,1,...n
h(1;3,5,120)
b(1;3,5 /120)
2
1 23
3 = 0.1148
24 24
5-Aug-19 Prepared by Dr. M.S. Radhakrishnan, BITS-Pilani 24
Exercise 60 Section 3.7 Page 92
0 x 15
(b) E[X] = 15
90000
150000
9
90000 60000 149985
Var [X] = 15 3.600
150000 150000 149999
5-Aug-19 Prepared by Dr. M.S. Radhakrishnan, BITS-Pilani 27
(d) P[X 6] = 1 – P[X 5]
= 1 – H[5;15,90000,150000]
1 – B[5;15,90000/150000]
=1 – B[5;15,3/5] = 1 – B[5;15,0.6]
=1 – 0.0338
= 0.9662
-k +k
R1 R2 R3
5-Aug-19 Prepared by Dr. M.S. Radhakrishnan, BITS-Pilani 30
We divide the range of X into three regions
( x ) f ( x) 2
( x ) f ( x) ( x ) f ( x)
2 2
xR1 xR2
( x ) f ( x) 2
xR3
( x ) f ( x) ( x ) f ( x)
2 2 2
xR1 xR3
xR1 xR3
Or 1 k f ( x) f ( x )
2
xR1 xR3
1
xR1
f ( x)
xR3
f ( x) 2
k
i.e.
1
or P | X | k 2
k Q.E.D.
5-Aug-19 Prepared by Dr. M.S. Radhakrishnan, BITS-Pilani 34
Remark: The event { |X - | < k } is
complementary to the event { |X - | k }.
Hence we can also say that
1
P | X | k 1 2
k
Putting k = , we can also say that
2
P | X | 2
5-Aug-19 Prepared by Dr. M.S. Radhakrishnan, BITS-Pilani 35
Example
1 1
npq 1000000 500
2 2
The proportion of heads is X /10,00,000.
And we want
X
P(0.495 0.505) (n = 10,00,000)
n
5-Aug-19 Prepared by Dr. M.S. Radhakrishnan, BITS-Pilani 41
P(495,000 X 505,000)
P(5,000 X 5,000)
P(10 X 10 )
P(| X | 10 )
1
1 2 0.99 by Chebyshev’s theorem.
10
5-Aug-19 Prepared by Dr. M.S. Radhakrishnan, BITS-Pilani 42
Example
How many times do we have to flip a
balanced coin to be able to assert with a
probability of at most 0.01 that the difference
between the proportion of tails and 0.50 will
be at least 0.04?
Solution: Suppose we have to flip the coin
n times. Let X be the number of tails obtained
in n flips.
5-Aug-19 Prepared by Dr. M.S. Radhakrishnan, BITS-Pilani 43
Then X is a r.v. having Binomial Distribution
with parameters n and p = 1/2.
And we have to find n so that
X
P(| 0.5 | 0.04) 0.01
n
i.e. such that
P(| X 0.5n | 0.04n) 0.01
or P(| X | 0.04n) 0.01
5-Aug-19 Prepared by Dr. M.S. Radhakrishnan, BITS-Pilani 44
By the third form of Chebyshev’s theorem,
2
P(| X | 0.04n) 2
(0.04n)
where the variance n 2
4
So we have to find n such that
2
2
0.01
(0.04n)
5-Aug-19 Prepared by Dr. M.S. Radhakrishnan, BITS-Pilani 45
That is such that
n
0.01
4 (0.04n) 2
1
Or n 15625
4 (0.04) 0.01
2