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Distributions
Random Variable
Random variable
Outcomes of an experiment
expressed numerically
e.g.: Throw a die twice; Count the
number of times the number 6
appears (0, 1 or 2 times)
Discrete Probability
Distribution Example
Event: Toss 2 Coins.
Count # Tails.
Probability Distribution
Values
Probability
T
T
T
1/4 = .25
2/4 = .50
1/4 = .25
Discrete Probability
Distributions
Binomial
Poisson
Binomial Distribution
A random variable X is said to follow
Binomial distribution if it assumes only
non negative values and its function is
given by
n!
n x
PX ( x ) =
p x (1 p )
x!( n x )!
Binomial
Distribution Characteristics
Mean
= E ( X ) = np
EX: = np = 5 ( .1) = .5
Variance and
standard deviation 2 = np ( 1 p )
.6
.4
.2
0
P(X)
n = 5 p = 0.1
X
np ( 1 p )
Example
The experiment: Randomly draw red ball with
replacement from an urn containing 10 red balls
and 20 black balls.
Use S to denote the outcome of drawing a red
ball and F to denote the outcome of a black ball.
Then this is a binomial experiment with p =1/3.
Q: Would it still be a binomial experiment if the
balls were drawn without replacement?
1.
1.
Parking Example
Sarah drives to work everyday, but does not own a parking
permit. She decides to take her chances and risk getting a
parking ticket each day. Suppose
A parking permit for a week (5 days) cost $ 30.
A parking fine costs $ 50.
The probability of getting a parking ticket each day is
0.1.
Her chances of getting a ticket each day is independent
of other days.
She can get only 1 ticket per day.
What is her probability of getting at least 1 parking ticket
in one week (5 days)?
What is the expected number of parking tickets that Sarah
will get per week?
Is she better off paying the parking permit in the long run?
Situations Contd..
Random experiments and random variables
Poisson
Distribution
Assumptions
Applicable when1) No. of trials is indefinitely large n
2) Probability of success p for each trial
is very small. p 0
3) Mean is a finite number given by
np =
e
X =0,1,2
P( X ) =
X!
P ( X ) : probability of X "successes" given
X
Poisson Distribution
Characteristics
Mean
= E( X ) =
N
= XiP ( Xi )
i =1
2 =
Example
Arrivals at a bus-stop follow a
Poisson distribution with an
average of 4.5 every quarter of
an hour.
(assume a maximum of 20
arrivals in a quarter of an hour)
and calculate the probability of
fewer than 3 arrivals in a
quarter of an hour.
e
p()x =
x!
p(0) =
4.50
4.5
0!
with =4.5
So p(0) = 0.01111
b) 5 bulbs
c) more than 5
d) between 1 and 3
e) less than or equal to 2 bulbs are defective
Note:
In most cases, the actual number of trials is
not known, only the average chance of
occurrence based on the past experience
can help in constructing the whole distribution .
For ex: The number of accidents in any
Particular period of time : the distribution
is based on the mean value of occurrence of
an event , which may also be obtained based
on Past Experience .
Case-Let