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Nitin Kotkunde
BITS Pilani
Pilani Campus
Lecturer
Lecture No: 6
Chapter 4: (Part 2)
BITS Pilani
Pilani Campus
Probability Distributions
Sample data can be described with frequency histograms
or variations.
Data values in a population are described by a probability
distribution.
Probability Distributions
Some examples of discrete random variables are the
Probability Distributions
Almost all variables for which numerical measurements can
Probability Distributions
Probability Distributions:
Example
Let X denote a random variable that represents the number of defective
solders in a printed circuit board. The probability distribution of the
discrete random variable X may be given by
This table gives the values taken on by random variable and their
corresponding probabilities. For instance, P(X= 1) = 0.4; that is, there is
Probability Distributions:
Example
Probability Distributions:
Example
Consider a continuous random variable X representing the time taken to
assemble a part. The variable X is known to be between 0 and 2
minutes, and its probability
Probability Distributions:
Example
Cumulative Distribution
Function
The cumulative distribution function (cdf) is usually denoted by F(x) and
represents the probability of the random variable X taking on a value
less than or equal to x, that is
Expected Value
Probability Distributions:
Example
For the probability distribution of previous example, regarding the
Probability Distributions:
Example
Probability Distributions:
Example
Discrete Distributions
Hypergeometric Distribution: A hypergeometric distribution is useful
in sampling from a finite population (or lot) without replacement (i.e.,
without placing the sample elements back in the population) when the
items or outcomes can be categorized into one of two groups (usually
called success and failure).
Discrete Distributions
Discrete Distributions:
Example
A lot of 20 chips contains 5 nonconforming ones. If an inspector
randomly samples 4 items, find the probability of 3 nonconforming
chips.
Binomial Distribution
Consider a series of independent trials where each trial results in one of
two outcomes.
These outcomes are labeled as either a success or a failure.
The probability p of success on any trial is assumed to be constant.
Let X denote the number of successes if n such trials are conducted.
Then the probability of JC successes is given by
Binomial Distribution
Binomial Distribution:
Example
A manufacturing process is estimated to produce 5% nonconforming
items. If a random sample of five items is chosen, find the probability of
getting two nonconforming items.
Binomial Distribution:
Example
Poisson Distribution
A Poisson distribution is used to model the number of events that happen
within a product unit, space or volume, or time period.
It is assumed that the events happen randomly and independently.
The Poisson random variable is denoted by X. An observed value of x is
represented by x. The probability distribution (or mass) function of the
where is the mean or average number of events that happen over the
product, volume, or time period specified. The symbol e represents the
base of natural logarithms, which is equal to about 2.7183
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Poisson Distribution
The mean and the variance of Poisson distribution are equal and are
given by
Poisson Distribution
Poisson distribution can be used when all of the following hold:
1. The number of possible occurrences of defects or nonconformities per
unit is large.
2. The probability or chance of a defect or nonconformity happening is
small (p 0).
Poisson Distribution:
Example
It is estimated that the average number of surface defects in 20 m2 of
paper produced by a process is 3. What is the probability of finding no
more than 2 defects in 40 m2 of paper through random selection?
Continuous Distributions
Continuous random variables may assume an infinite number of values
over a finite or infinite range.
The probability distribution of a continuous random variable X is often
called the probability density function f(x). The total area under the
probability density function is 1.
Continuous Distributions
where is the population mean, and is the population standard
deviation.
Note that the variance 2 is the square of the standard deviation.
Continuous Distributions
Continuous Distributions
As the mean increases, the distribution shifts to the right, and as the
mean decreases, the distribution shifts to the left.
As the variance 2 (or standard deviation) increases, the spread about
the mean increases. A normal distribution is symmetric about the mean;
that is the mean, median, and mode are equal.
Continuous Distributions
Note that because the shape of the density function changes with each
possible combination of and 2, it is impossible to tabulate areas for
each conceivable normal distribution. Nevertheless, the area within
certain limits for any normal distribution can be found by looking up
tabulated areas for a standard normal distribution. The standardized
Continuous Distributions
The z-value can be positive or negative. If the z-value is positive, the
raw value is to the right of the mean, whereas negative z- values
indicate points to the left of the mean.
Continuous Distributions
The length of a machined part is known to have a normal distribution
with a mean of 100 mm and a standard deviation of 2 mm.
Continuous Distributions
Continuous Distributions
Continuous Distributions
Exponential Distribution
The exponential distribution is used in reliability analysis to describe the
time to the failure of a component or system. Its probability density
function is given by
Exponential Distribution
An exponential distribution represents a constant failure rate and is
used to model failures that happen randomly and independently.
The mean and the variance of an exponential random variable are
given by
Exponential Distribution
It is known that a battery for a video game has an average life of 500
Exponential Distribution
Exponential Distribution
Gamma Distribution
Probability density function is given by
Gamma Distribution
If k = 1, a special case of the gamma distribution defaults to the exponential
distribution.
Lognormal Distribution
A random variable X has a lognormal distribution if ln(x) has a normal
distribution with mean and variance 2, where In represents the
natural logarithm. Its probability density function is given by
Point Estimation
A point estimate consists of a single numerical value that is used to
make an inference about an unknown product or process parameter.
Desirable Properties of Estimators:
A point estimator is said to be unbiased if the expected value, or mean,
of its sampling distribution is equal to the parameter being estimated.
A point estimator is said to have a minimum variance if its variance is
smaller than that of any other point estimator for the parameter under
consideration.
Interval Estimation
Interval estimation consists of finding an interval defined by two endpoints-say, L and Usuch that the probability of the parameter being
Interval Estimation
The quantity (1-) is called the level of confidence or the confidence
coefficient. Confidence intervals can also be one-sided. An interval of
the type.
Interval Estimation
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