Beruflich Dokumente
Kultur Dokumente
DISTRIBUTIONS
Presented by:
Juanito S. Chan
DEFINITION
x n x
b( X ; n, p) n C x p q
where:
n = number of trials
X = number of successes of which probability we are
computing
p = probability of success in one trial
q = probability of failure in one trial
Note: p + q = 1
Hypergeometric Distribution
• As in the binomial experiment, the
hypergeometric experiment consists of n
repeated trials, which result in either
success or failure. However, the trials are
not independent. Therefore the probability
of success changes systematically from
trial to trial.
Hypergeometric Formula
N k k
n X X
h X ; n, k , N
N
n
where:
X = number of successes
n = number of trials or the sample size
N = population from which the sample is taken
k = total number of items in N which are assigned as
successes.
POISSON DISTRIBUTION
• The Poisson experiment concerns us
with the probability of X successes
not in n repeated trials but rather over
a given period of time or continuum of
space.
Poisson Distribution Formula
x
e
p( X ; )
X!
where:
average number of successes in a
given time interval
e 2.71828, a constant
EXAMPLES
(1) The probability that a patient recovers from
a rare blood disease is 0.4. If 15 people are
known to have contacted this disease, what
is the probability that (a) at least 10 survive,
(b) from 3 to 8 survive, (c) exactly 5 survive?
(2) A committee of size 5 is to be selected at
random from three chemists and five
physicists. find the probability distribution for
the number of chemists on the committee.
Examples cont……
(3) Lots of 40 components each are called
acceptable if they contain no more than three
defectives. The procedure for sampling the lot is
to select 5 components at random and to reject
the lot if a defective is found. What is the
probability that exactly one defective will be
found in the sample if there are three defectives
in the entire lot?
(4) The average number of radioactive particles
passing through a counter during 1 millisecond in
a laboratory experiment is four. What is the
probability that six particles enter the counter in a
given millisecond?
The Binomial Approximation of the
Hypergeometric Distribution
• When the sample size n in a hypergeometric
experiment is small relative to a large N*, the
probability of success will hardly change in
successive trials. Thus the binomial process is
approximated and the binomial distribution may
be used to approximate the hypergeometric
distribution.
• hn,k,Nbn,p with p k/N
EXAMPLE
• A manufacturer of automobile tires
reports that among a shipment of 5000
sent to a local distributor, 1000 are
slightly blemished. If one purchases 10
of these tires at random from the
distributor, what is the probability that
exactly 3 will be blemished?
The Poisson Approximation of the
Binomial Distribution
• In a binomial experiment, when n is large
(n 30), and p or q is close to zero such
that np 5 or nq 5, the resulting binomial
probability distribution may be
approximated using the Poisson
distribution.
• bnppwith np
EXAMPLE
• In a certain manufacturing process in
which glass items are being produced,
defects or bubbles occur, occasionally
rendering the piece undesirable for
marketing. It is known that on the
average 1 in every 1000 of these items
produced has one or more bubbles.
What is the probability that a random
sample of 8000 will yield fewer than 7
items possessing bubbles?
THE NORMAL DISTRIBUTION
1 1/ 2 X / 2
f (X ) e
2
• where .14159 and e = 2.71828
Standardized Normal Distribution
• A normal distribution where mean is zero and
standard deviation of 1. As a result, it has
been transformed into a standardized z
distribution where:
X
Z
EXAMPLES
(1) Given a normal distribution with 200 and
100, find
• The area below 214.
• The area above 179.
• The area between 188 and 206.
• The point that has 80% of the area below it.
• The two points containing the middle 75% of the
area.
EXAMPLES CONT….
(2) A soft drink machine is regulated so that it
discharges an average of 207 milliliters per cup. If
the amount of drink is normally distributed with
standard deviation equal to 15 milliliters.
• What fraction of the cups will contain more than
231 milliliters?
• What is the probability that a cup contains
between 198 and 216 milliliters?
• How many cups will likely overflow if 237-milliliter
cups are used for the next 1000 drinks?
• Below what value do we get the smallest 25% of
the drinks?
The Normal Approximation of
Binomial Probabilities
• In a binomial experiment, when n is large
(n, and p is close to ½ such that np
and nq, the probability generated may
be approximated using the normal
distribution.
• To approximate, we compute:
np
npq
Correction Factor
• A correction factor of 0.5 is applied to X
when the continuous normal is used to
approximate a discrete distribution such as
the binomial. This is because we use an
area (continuous distribution) to
approximate a point estimate (discrete
distribution).
Probability Correction Factor
Required
P ( X a* ) -0.5
P(X<a) -0.5
P(X≤a) +0.5
P(X>a) +0.5
EXAMPLE
• The average number of oil tankers
arriving each day at a certain port city is
known to be 10. The facilities at the port
can handle at most 15 tankers per day.
What is the probability that on a given
day tankers will have to be sent away?
UNIFORM DISTRIBUTION
– also known as the rectangular distribution
– a relatively simple continuous distribution in
which the same height, or f(x), is obtained
over a range of values.
PROBABILITY DENSITY
FUNCTION
1
for a x b
f ( x) b a
0 for all other values
MEAN AND STD. DEVIATION
ab
2
ba
12
Probabilities of X bet. a and b
X 2 X1
Pr ob( X )
ba
where:
a ≤ X1 ≤ X 2 ≤ b
EXAMPLE
X is uniformly distributed over a range of values
from 8 to 21. Answer the following questions:
• What is the value of f(X) for this distribution?
• Determine the mean and standard deviation of
this distribution.
• Probability of (10 X 17?
• Probability of (X 22) = ?
• Probability of (X 7) = ?
EXPONENTIAL DISTRIBUTION