Beruflich Dokumente
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distributions
Random Experiments
• An experiment whose outcome or result can be
predicted with certainty is called a deterministic
experiment.
•Although all possible outcomes of an experiment may
be known in advance, the outcome of a particular
performance of the experiment cannot be predicted
owing to a number of unknown causes. Such an
experiment is called a random experiment.
•A random experiment is an experiment that can be
repeated over and over, giving different results.
•e.g A fair 6-faced cubic die, the no. of telephone calls
received in a board in a 5-min. interval.
Probability theory is a study of random or
unpredictable experiments and is helpful
in investigating the important features of these random
experiments.
• For discrete math, we focus on the discrete
version of probabilities.
• For each random experiment, there is assumed
to be a finite set of discrete possible results,
called outcomes. Each time the experiment is
run, one outcome occurs. The set of all
possible outcomes is called the sample space.
Example.
E={(1, 6), (2, 5), (3, 4), (4, 3), (5, 2),(6,1)}
Union: EF
(i)p i 0, i,&
(ii ) p i 1
i
Example of a Discrete PDF
• Suppose that 10% of all households have
no children, 30% have one child, 40%
have two children, and 20% have three
children.
• Select a household at random and let X =
number of children.
• What is the pmf of X?
Example of a Discrete PDF
• We may list each value.
– P(X = 0) = 0.10
– P(X = 1) = 0.30
– P(X = 2) = 0.40
– P(X = 3) = 0.20
Example of a Discrete PDF
• Or we may present it as a chart.
x P(X = x)
0 0.10
1 0.30
2 0.40
3 0.20
Example of a Discrete PDF
• Or we may present it as a stick graph.
P(X = x)
0.40
0.30
0.20
0.10
x
0 1 2 3
Example of a Discrete PDF
• Or we may present it as a histogram.
P(X = x)
0.40
0.30
0.20
0.10
x
0 1 2 3
Example
A random variable X has the following probability distribution
x: -2 -1 0 1 2 3
p(x): 0.1 K 0.2 2K 0.3 K
(a) Find K, (b) Evaluate P(X < 2) and P(-2 < X < 2), (c) find the cdf of
X and (d) evaluate the mean of X.
Example
The pmf. of a random variable X is given by
x
c
p(x) , x 0,1,2,....., where is some positive
x!
value. Find (i) P(X 0)(ii)P(X 2)
Solution .
x
Since p(x) 1, we have c 1
i 0 i 0 x!
x
As e , we have ce 1.
i 0 x!
- 0
e
Hence P(X 0) e
0!
P(X 2) 1 P(X 2)
e
2
1 e e
2
The collection of pairs {x i , p i }, i 1,2,3,...., is called
the probabilit y distributi on of the RV X, which is
sometimes displayed in the form of a table as given below :
X xi P(X x i )
x1 pi
x2 p2
. .
. .
. .
xr pr
. .
.
If X represents the total number of heads obtained,
when a fair coin is tossed 3 times, find the
probability distribution of X.
X: 0 1 2 3
1 3 3 1
P:
8 8 8 8
Continuous Random Variable
If X is an RV which can take all values (i.e., infinite
number of values ) in an interval, then X is called
a continuous RV.
0, x 0,
X( x ) x,0 x 1,
1, x 1
Probability Density Function
If X is a continuous RV,then f is said to be the
probability density function (pdf) of X , if it satisfies the
following conditions:
(i)f ( x ) 0, x R x , and (ii ) f ( x )dx 1
a
P(X a ) P(a X a ) f ( x )dx 0
a
0 0
A random variable X has the density function
1 / 4, - 2 x 2
f(x)
0, elsewhere
Obtain (i) P(X 1)(ii)P( X 1)(iii )P(2X 3 5)
(¾,1/2,1/4)
Example
A random variable X has the following probability distribution
x: -2 -1 0 1 2 3
p(x): 0.1 K 0.2 2K 0.3 K
(a) Find K, (b) Evaluate P(X < 2) and P(-2 < X < 2)
Cumulative Distribution Function (cdf)
If X is an RV, discrete or continuous , then P(X<=x)
is called the cumulative distribution function of X
or distribution function of X and denoted as F(x).
If X is discrete , F(x) p
j
j
X j x
X
If X is continuous , F(x) P(- X x) f(x)dx
-
Probability Density Function
0.6 0 if x 0
0.5
f X ( x) 1 x /
0.4
e if 0 x
f X (x ) 0.3
0.2
0.1
0.0
-3 0 3 6 9 12 15
x
Cumulative Distribution Function
1.2
1.0
0.8
F X (x ) 0.6
0.4
0.2
0.0
-3 0 3 6 9 12 15
x
0 if x 0
FX ( x) x /
1 e if 0 x
Probbility Density Function
0.0016
0.0012
f X (x ) 0.0008
0.0004
0.0000
-100 0 100 200 300 400 500 600 700 800
x
0 if x 0
1
f X ( x) if 0 x u
u
0 if u x
Cumulative Distribution Function
1.0
0.8
0.6
F X (x )
0.4
0.2
0.0
-100 0 100 200 300 400 500 600 700 800
0 if x 0 x
x
FX ( x) if 0 x u
u
1 if u x
If the probabilit y density of a random variable is
K(1 - x 2 ),0 x 1
given by f(x)
0 otherwise
Find (i) K, (ii) the cumulative distributi on function of
the random variable. 3 / 2[x x / 3] 0 x 1
3
0 otherwise
Properties of the cdf F(x)
1.F(x) is a non - decreasing function of x, i.e. , if x1 x 2 ,
then F(x1 ) F(x 2 ) .
d
4.If X is a continuous RV, then F( x ) f ( x ), at all
dx
points where F(x) is differenti able.
Definition s
If X is a discrete RV, then the expected value or
the mean value of g(X) is defined as
E{g(X)} g(x i )p i , where p i P(X x i )
i
x E(X) x i p i , if X is discrete
i
xf(x)dx, if X is continuous
Rx
2
x
Var ( x ) E (X x ) 2
( x i x ) pi , if X is discrete
2
i
(x - x ) f ( x )dx, if X is continuous
2
Rx
The square root of variance is called the standard
deviation.
Example
Find the expected value of the number on a die when
thrown.(7/2)
x
r ' E(X )
r
x f ( x )dx if X is continuous
r
-
Since the first and second moments about the origin are
given by 11 E(X) & 12 E(X 2 ),
mean first moment about the origin
Var(X) E(X)
1
2
2 1
2 .
1 2
1
E{( X x ) n is called the nth order central moment
of X and denoted by n .
Symbol Description
n=8
p = 0.85
q = 1 – 0.85 = 0.15
x = 0, 1, 2, 3, 4, 5, 6, 7, 8
Ex. 1: Binomial Experiments
• Decide whether the experiment is a
binomial experiment. If it is, specify the
values of n, p and q and list the possible
values of the random variable, x. If it is
not, explain why.
x nx n! x nx
P( x ) n C x p q p q
(n x )!x!
Ex. 7: Constructing and Graphing a
Binomial Distribution
• 65% of households subscribe to cable TV. You randomly select six
households and ask each if they subscribe to cable TV. Construct a
probability distribution for the random variable, x. Then graph the
distribution.
6
P(0) = C0 (0.65) 0 (0.35) 6- 0
= 0.002
6
P(1) = C1 (0.65)1 (0.35) 6- 1 = 0.020
6
P(2) = C 2 (0.65) 2 (0.35) 6- 2
= 0.095
6
P(3) = C3 (0.65)3 (0.35) 6- 3
= 0.235
6
P(4) = C 4 (0.65) 4 (0.35) 6- 4
= 0.328
6
P(5) = C5 (0.65)5 (0.35) 6- 5
= 0.244
6
P(6) = C6 (0.65) 6 (0.35) 6- 6
= 0.075
Ex. 7: Constructing and Graphing a
Binomial Distribution
• 65% of households subscribe to cable TV. You
randomly select six households and ask each if
they subscribe to cable TV. Construct a
probability distribution for the random variable, x.
Then graph the distribution.
x 0 1 2 3 4 5 6
P(x) 0.002 0.020 0.095 0.235 0.328 0.244 0.075
R
e
0.35 NOTE: that the
l histogram is
a 0.3 skewed left. The
t
graph of a binomial
i 0.25
v distribution with p >
e 0.2 .05 is skewed left,
F while the graph of a
r
0.15 P(x) binomial distribution
e with p < .05 is
q
0.1 skewed right. The
u
e graph of a binomial
n 0.05 distribution with p =
c .05 is symmetric.
y 0
0 1 2 3 4 5 6
Households
Example
It is known that car produced by an automobile company
will be defective with probability 0.01 independently of
each other. The company sells the cars in packages of
10 and offers a money-back guarantee that atmost 1 of
the10 cars is defective. What proportion of packages
sold must the company replace?
np
n
n x
Second moment 2
1
E( X ) x
2 2n
C x p (1 p)
x
x 0
variance = npq
Example
For a binomial distributi on with mean 6, standard deviation
2 , find the first two terms of the distributi on.
9
((1 / 3) ,2 / 2187)
(1 (3 / 4) ) .9899
16
A and B play a game in which their chances of winning
are in the ratio 3:2. Find A’s chance of winning atleast
three games out of the five games played.
Discrete Distributions
Binomial Distribution
n r
P( X r ) C r p q
n r
; r 0,1,2,..., n
If we assume that n trials constitute a set and if we
consider N sets, the frequency function of the
binomial distribution is given by f(r)=N p(r)
n r
N Cr p q
n r
Ex. 7: Constructing and Graphing a
Binomial Distribution
• 65% of households subscribe to cable TV. You
randomly select six households and ask each if
they subscribe to cable TV. Construct a
probability distribution for the random variable, x.
x 0 1 2 3 4 5 6
P(x) 0.002 0.020 0.095 0.235 0.328 0.244 0.075
Properties of a
Normal Distribution
• Continuous Random Variable
• Symmetrical in shape (Bell shaped)
• The probability of any given range of
numbers is represented by the area under
the curve for that range.
• Probabilities for all normal distributions are
determined using the Standard Normal
Distribution.
Probability for a
Continuous Random Variable
Probability Density Function for
Normal Distribution
x
2
1 1
2( )
f (x) e
2
x , , 0
N(, )
2
1 x 7
f (x) (
1
e 2 )
32 4
x , , 0
N(7,4)
f ( x )dx 1
Standard Normal Distribution
N(0,1)
z2
1
(z) e 2
, z .
2
0, 1 & by changing x and f respective ly
into z and .
X -
If X has distributi on N(, ) and if Z ,
then Z has distributi on N(0,1)
z
values of (z), (z)dz are tabulated .
0
z 0.00 0.01 0.02 0.03 0.04 0.05 0.06 0.07 0.08 0.09
0.0 0.0000 0.0040 0.0080 0.0120 0.0160 0.0190 0.0239 0.0279 0.0319 0.0359
0.1 0.0398 0.0438 0.0478 0.0517 0.0557 0.0596 0.0636 0.0675 0.0714 0.0753
0.2 0.0793 0.0832 0.0871 0.0910 0.0948 0.0987 0.1026 0.1064 0.1103 0.1141
0.3 0.1179 0.1217 0.1255 0.1293 0.1331 0.1368 0.1406 0.1443 0.1480 0.1517
0.4 0.1554 0.1591 0.1628 0.1664 0.1700 0.1736 0.1772 0.1808 0.1844 0.1879
0.5 0.1915 0.1950 0.1985 0.2019 0.2054 0.2088 0.2123 0.2157 0.2190 0.2224
0.6 0.2257 0.2291 0.2324 0.2357 0.2389 0.2422 0.2454 0.2486 0.2517 0.2549
0.7 0.2580 0.2611 0.2642 0.2673 0.2704 0.2734 0.2764 0.2794 0.2823 0.2852
0.8 0.2881 0.2910 0.2939 0.2969 0.2995 0.3023 0.3051 0.3078 0.3106 0.3133
0.9 0.3159 0.3186 0.3212 0.3238 0.3264 0.3289 0.3315 0.3340 0.3365 0.3389
1.0 0.3413 0.3438 0.3461 0.3485 0.3508 0.3513 0.3554 0.3577 0.3529 0.3621
1.1 0.3643 0.3665 0.3686 0.3708 0.3729 0.3749 0.3770 0.3790 0.3810 0.3830
1.2 0.3849 0.3869 0.3888 0.3907 0.3925 0.3944 0.3962 0.3980 0.3997 0.4015
1.3 0.4032 0.4049 0.4066 0.4082 0.4099 0.4115 0.4131 0.4147 0.4162 0.4177
1.4 0.4192 0.4207 0.4222 0.4236 0.4251 0.4265 0.4279 0.4292 0.4306 0.4319
1.5 0.4332 0.4345 0.4357 0.4370 0.4382 0.4394 0.4406 0.4418 0.4429 0.4441
1.6 0.4452 0.4463 0.4474 0.4484 0.4495 0.4505 0.4515 0.4525 0.4535 0.4545
1.7 0.4554 0.4564 0.4573 0.4582 0.4591 0.4599 0.4608 0.4616 0.4625 0.4633
1.8 0.4641 0.4649 0.4656 0.4664 0.4671 0.4678 0.4686 0.4693 0.4699 0.4706
1.9 0.4713 0.4719 0.4726 0.4732 0.4738 0.4744 0.4750 0.4756 0.4761 0.4767
2.0 0.4772 0.4778 0.4783 0.4788 0.4793 0.4798 0.4803 0.4808 0.4812 0.4817
2.1 0.4821 0.4826 0.4830 0.4834 0.4838 0.4842 0.4846 0.4850 0.4854 0.4857
2.2 0.4861 0.4864 0.4868 0.4871 0.4875 0.4878 0.4881 0.4884 0.4887 0.4890
2.3 0.4893 0.4896 0.4898 0.4901 0.4904 0.4906 0.4909 0.4911 0.4913 0.4916
2.4 0.4918 0.4920 0.4922 0.4925 0.4927 0.4929 0.4931 0.4932 0.4934 0.4936
2.5 0.4938 0.4940 0.4941 0.4943 0.4945 0.4946 0.4948 0.4949 0.4951 0.4952
2.6 0.4953 0.4955 0.4956 0.4957 0.4959 0.4960 0.4961 0.4962 0.4963 0.4964
2.7 0.4965 0.4966 0.4967 0.4968 0.4969 0.4970 0.4971 0.4972 0.4973 0.4974
2.8 0.4974 0.4975 0.4976 0.4977 0.4977 0.4978 0.4979 0.4979 0.4980 0.4981
2.9 0.4981 0.4982 0.4982 0.4983 0.4984 0.4984 0.4985 0.4985 0.4986 0.4986
3.0 0.4987 0.4987 0.4987 0.4988 0.4988 0.4989 0.4989 0.4989 0.4990 0.4990
3.1 0.4990 0.4991 0.4991 0.4991 0.4992 0.4992 0.4992 0.4992 0.4993 0.4993
3.2 0.4993 0.4993 0.4994 0.4994 0.4994 0.4994 0.4994 0.4995 0.4995 0.4995
3.3 0.4995 0.4995 0.4995 0.4996 0.4996 0.4996 0.4996 0.4996 0.4996 0.4997
3.4 0.4997 0.4997 0.4997 0.4997 0.4997 0.4997 0.4997 0.4997 0.4997 0.4998
X N (, )
E(X) xf ( x )dx
4
76 80
x 80 76
Z 1
4
P( x 80) P(z 1) .5 P(0 z 1)
.5 .3413 .1587
4
76 80
xu 80 76
Z 1
4
P ( x 80) P ( z 1) .5 P (0 z 1)
.5 .3413 .1587
.3413
.1587
0 1
Continuing, what is the probability that it is less than 70.
70 76
xu 70 76
Z 1.5
4
P ( x 70) P ( z 1.5) .5 P (1.5 z 0.0)
.5 .4332 .0668 .4332
.0668
-1.5 0
What proportion of the scores occur within 70 and 85.
.4332
.4878
-1.5 0 2.25
xu 70 76
Z 1.5
4
xu 85 76
Z 2.25
4
P (70 x 85) P ( 1.5 z 2.25)
P ( 1.5 z 0.0) P (0.0 z 2.25)
.4332 .4878 .9210
Time required to finish an exam is known to be normally
distributed with a mean of 60 Min. and a Std Dev. of 12
minutes. How much time should be allowed in order for
90% of the students to finish?
.9 12
60 x
x
z
z x
z x
1.28(12) 60 x
x 75.36
(ans. 0.5886)
An automated machine that files sugar sacks has an adjusting device to
change the mean fill per sack. It is now being operated at a setting that
results in a mean fill of 81.5 oz. If only 1% of the Sacks filled at this
setting contain less than 80.0 oz, what is the value of the variance for this
population of fill weights. (Assume Normality).
.01
-2.33 0
81.5 x 80 PROB .01
x
Z
80.0 81.5
2.33
( 80.0 81.5 )
.6437
2.33
.4144
2
When n is very large and neither p nor q is very small
X—B(n,p)
s tan dard binomial variable Z is given by
X - np
Z
npq
as X varies from 0 to n with step size 1, Z varies
- np nq 1
from to with step size .
npq npq npq
1 z2 / 2
P( z ) F ( z ) e dz, z
2
Let X be the number of times that a fair coin, flipped 40
times, land heads. Find P(X=20). Use normal
approximation and compare it to the exact solution.
P(X=20)=P(19.5<X<20.5)
19.5 20 X 20 20.5 20
P
10 10 10
(.16) (.16) .1272
If 20% of the momory chips made in a certain plant
are defective, what are the probabilities that in a
lot of 100 randomly chosen for inspection
(a) at most 15 will be defective?
(b) exactly 15 will be defective ?
100(.20) 20, 4
Fit a normal distribution to the following distribution
and hence find the theoretical frequencies:
Class Freq
60-65 3
65-70 21
70-75 150
75-80 335
80-85 336
85-90 135
90-95 26
95-100 4
-------------
1000
Fit a normal distribution to the following distribution
and hence find the theoretical frequencies:
x: 125 135 145 155 165 175 185 195 205 Total
f: 1 1 14 22 25 19 13 3 2 1000
z 0.00 0.01 0.02 0.03 0.04 0.05 0.06 0.07 0.08 0.09
0.0 0.0000 0.0040 0.0080 0.0120 0.0160 0.0190 0.0239 0.0279 0.0319 0.0359
0.1 0.0398 0.0438 0.0478 0.0517 0.0557 0.0596 0.0636 0.0675 0.0714 0.0753
0.2 0.0793 0.0832 0.0871 0.0910 0.0948 0.0987 0.1026 0.1064 0.1103 0.1141
0.3 0.1179 0.1217 0.1255 0.1293 0.1331 0.1368 0.1406 0.1443 0.1480 0.1517
0.4 0.1554 0.1591 0.1628 0.1664 0.1700 0.1736 0.1772 0.1808 0.1844 0.1879
0.5 0.1915 0.1950 0.1985 0.2019 0.2054 0.2088 0.2123 0.2157 0.2190 0.2224
0.6 0.2257 0.2291 0.2324 0.2357 0.2389 0.2422 0.2454 0.2486 0.2517 0.2549
0.7 0.2580 0.2611 0.2642 0.2673 0.2704 0.2734 0.2764 0.2794 0.2823 0.2852
0.8 0.2881 0.2910 0.2939 0.2969 0.2995 0.3023 0.3051 0.3078 0.3106 0.3133
0.9 0.3159 0.3186 0.3212 0.3238 0.3264 0.3289 0.3315 0.3340 0.3365 0.3389
1.0 0.3413 0.3438 0.3461 0.3485 0.3508 0.3513 0.3554 0.3577 0.3529 0.3621
1.1 0.3643 0.3665 0.3686 0.3708 0.3729 0.3749 0.3770 0.3790 0.3810 0.3830
1.2 0.3849 0.3869 0.3888 0.3907 0.3925 0.3944 0.3962 0.3980 0.3997 0.4015
1.3 0.4032 0.4049 0.4066 0.4082 0.4099 0.4115 0.4131 0.4147 0.4162 0.4177
1.4 0.4192 0.4207 0.4222 0.4236 0.4251 0.4265 0.4279 0.4292 0.4306 0.4319
1.5 0.4332 0.4345 0.4357 0.4370 0.4382 0.4394 0.4406 0.4418 0.4429 0.4441
1.6 0.4452 0.4463 0.4474 0.4484 0.4495 0.4505 0.4515 0.4525 0.4535 0.4545
1.7 0.4554 0.4564 0.4573 0.4582 0.4591 0.4599 0.4608 0.4616 0.4625 0.4633
1.8 0.4641 0.4649 0.4656 0.4664 0.4671 0.4678 0.4686 0.4693 0.4699 0.4706
1.9 0.4713 0.4719 0.4726 0.4732 0.4738 0.4744 0.4750 0.4756 0.4761 0.4767
2.0 0.4772 0.4778 0.4783 0.4788 0.4793 0.4798 0.4803 0.4808 0.4812 0.4817
2.1 0.4821 0.4826 0.4830 0.4834 0.4838 0.4842 0.4846 0.4850 0.4854 0.4857
2.2 0.4861 0.4864 0.4868 0.4871 0.4875 0.4878 0.4881 0.4884 0.4887 0.4890
2.3 0.4893 0.4896 0.4898 0.4901 0.4904 0.4906 0.4909 0.4911 0.4913 0.4916
2.4 0.4918 0.4920 0.4922 0.4925 0.4927 0.4929 0.4931 0.4932 0.4934 0.4936
2.5 0.4938 0.4940 0.4941 0.4943 0.4945 0.4946 0.4948 0.4949 0.4951 0.4952
2.6 0.4953 0.4955 0.4956 0.4957 0.4959 0.4960 0.4961 0.4962 0.4963 0.4964
2.7 0.4965 0.4966 0.4967 0.4968 0.4969 0.4970 0.4971 0.4972 0.4973 0.4974
2.8 0.4974 0.4975 0.4976 0.4977 0.4977 0.4978 0.4979 0.4979 0.4980 0.4981
2.9 0.4981 0.4982 0.4982 0.4983 0.4984 0.4984 0.4985 0.4985 0.4986 0.4986
3.0 0.4987 0.4987 0.4987 0.4988 0.4988 0.4989 0.4989 0.4989 0.4990 0.4990
3.1 0.4990 0.4991 0.4991 0.4991 0.4992 0.4992 0.4992 0.4992 0.4993 0.4993
3.2 0.4993 0.4993 0.4994 0.4994 0.4994 0.4994 0.4994 0.4995 0.4995 0.4995
3.3 0.4995 0.4995 0.4995 0.4996 0.4996 0.4996 0.4996 0.4996 0.4996 0.4997
3.4 0.4997 0.4997 0.4997 0.4997 0.4997 0.4997 0.4997 0.4997 0.4997 0.4998