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Discrete Probability Distributions

Binomial and Multinomial Distributions


(Example and Exercises, Walpole, 8th edition)

Example
The probability that a certain kind of component will survive a given shock test is
3
. Find the probability that exactly 2 of the next 4 components tested survive.
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Frequently we are interested in problems where it is necessary to find P(X < r) or


P(a ≤ X ≤ b). Binomial sums can be written as:

Table A.1 gives the probability of the binomial distribution for n = 1, 2, ….., 20
and selected p from 0.1 to 0.9.

Example
The probability that a patient recovers from a rare blood disease is 0.4. If 15 people
are known to have contracted this disease, what is the probability that
a) at least 10 survive
b) from 3 to 8 survive
c) exactly 5 survive

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Example
A large chain retailer purchases a certain kind of electronic device from a
manufacturer. The manufacturer indicates that the defective rate of the device is
3%.
(a) The inspector of the retailer randomly picks 20 items from a shipment. What is
the probability that there will be at least one defective item among these 20?
(b) Suppose that the retailer receives 10 shipments in a month and the inspector
randomly tests 20 devices per shipment. What is the probability that there will be 3
shipments containing at least one defective device?

Theorem 5.2
The mean and variance of the binomial distribution are

Example
Refer to Lecture 19. Find the mean and variance of the binomial random variable
then use Chebyshev’s theorem to interpret the interval   2 .

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Multinomial Experiments
The binomial experiment becomes a multinomial experiment if each trial has more
than 2 possible outcomes.

If a given trial can result in k outcomes, E1, E2, ….., Ek with probabilities p1, p2,
…..,pk, then the probability distribution of the random variables, X1, X2, ….., Xk,
representing the number of occurrences for E1, E2, ….., Ek in n independent trials is

k k
with  xi  n
i 1
and p
i 1
i 1

Example
The complexity of arrivals and departures into an airport is such that computer
simulation is often used to model the ‘ideal’ conditions. For a certain airport
containing three runaways it is known that in the ideal setting the following are the
probabilities that the individual runaways are accessed by a randomly arriving
commercial jet
Runaway 1: p1 = 2/9
Runaway 2: p2 = 1/6
Runaway 3: p3 = 11/18

What is the probability that 6 randomly arriving planes are distributed in the
following fashion?
Runaway 1: 2 airplanes,
Runaway 2: 1 airplanes,
Runaway 3: 3 airplanes.

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Exercise
1. One prominent physician claims that 70% of those with lung cancer are chain
smokers. If his assertion is correct:
(a) Find the probability that of 10 such patients recently admitted to a hospital,
fewer than half are chain smokers.
(b) Find the probability that of 20 such patients recently admitted to a hospital,
fewer than half are chain smokers.

Exercise
2. According to a study published by a group of University of Massachusetts
sociologists, approximately 60% of the Valium users in the state of Massachusetts
first took Valium for psychological problems. Find the probability that among the
next 8 users interviewed from this site,
(a) Exactly 3 began taking Valium for psychological problems
(b) At least 5 began taking Valium for problems that were not psychological.

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Exercise
3. A nationwide survey of seniors by the University of Michigan reveals that almost
70% disapprove of daily pot smoking according to a report in Parade. If 12 seniors
are selected at random and asked their opinion, find the probability that the number
who disapprove of smoking pot daily is
(a) anywhere from 7 to 9;
(b) at most 5;
(c) not less than 8.

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Hypergeometric Distribution
 independence among trials is required (the sampling must be done with
replacement of each item observed; binomial distribution).
 the Hypergeometric distribution does not require independence and is based on
the sampling done without replacement.

For example, we are interested in the probability of selecting x successes from k


items labelled success and n – x failures from N – k items labelled failures when a
random variable sample of size n is selected from N items. The properties of a
Hypergeometric experiment are;
1. A random sample of size n is selected without replacement from N items,
2. k of the N items may be classified as successes and N – k are classified as
failures.

The probability distribution of the Hypergeometric random variable X, the number


of successes in a random sample of size n selected from N items of which k are
labelled success and N – k labelled failure, is

Theorem 5.3
The mean and variance of the Hypergeometric distribution h(x; N, n, k) are

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Example
Lots of 40 components each are called unacceptable if they contain as many as 3
defectives or more. 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 1 defective is found in the sample if there are 3 defectives in the entire lot?

Find the mean and variance of the random variable then use Chebyshev’s theorem
to interpret the interval   2 .

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Poisson Distribution and the Poisson Process
The Poisson process has the following properties:
1. The number of outcomes occurring in one time interval or specified region is
independent of the number that occurs in any other disjoint time interval or
region of the space. It has no memory.
2. The probability that a single outcome will occur during a very short time
interval or in a small region is proportional to the length of the time interval or
the size of the region. It does not depend on the number of outcomes occurring
outside this time interval or region.
3. The probability that more than one outcome will occur in such a short time
interval or fall in such a small region is negligible.

The probability distribution of the Poisson random variable X, representing the


number of outcomes occurring in a given time interval or specified region denoted
by, t, is

where  is the average number of outcomes per unit time or region and e = 2.71828.

Refer to Table A.2 which gives Poisson probability sum

Example
During a laboratory experiment, the average number of radioactive particles
passing through a counter in 1 millisecond is 4. What is the probability that 6
particles enter the counter in a given millisecond?

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Example
Ten is the average number of oil tankers arriving each day at a certain port city.
The facilities at the port can handle at most 15 tankers per day. What is the
probability that on a given day, tankers have to be turned away?

The mean and variance of the Poisson distribution p(x;t) both have the value t.

Back to example on page 65,

The Poisson distribution is a limiting form of the Binomial. In the case of the
Binomial, if n is quite large and p is small, the condition simulates the continuous
space or time region implications of the Poisson process.

Let X be a binomial random variable with probability distribution b(x; n, p). When
n  , p  0 , and   np remains constant,

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Example
In a certain industrial facility accidents occur infrequently. It is known that the
probability of an accident on any given day is 0.005 and accidents are independent
of each other.
(a) What is the probability that in any given period of 400 days there will be an
accident on one day?
(b) What is the probability that there are at most three days with an accident?

Example
In a manufacturing process where glass products are produced, defects or bubbles
occur, occasionally rendering the piece undesirable for marketing. It is known that,
on 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?

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Extra Exercises
Exercise
1. The probability that a person will dies from a certain respiratory infection is
0.002. Find the probability that fewer than 5 of the next 2000 so infected will
die.

Exercise
2. The probability that a student fails in the screening test for scoliosis (curvature
of the spine) at a local high school is known to be 0.004. Of the next 1875 students
who are screened for scoliosis, find the probability that
(a) fewer than 5 fail the test;
(b) 8, 9, or 10 fail the test.

Exercise
3. The acceptance scheme for purchasing lots containing large number of batteries
is to test no more than 75 randomly selected batteries and to reject a lot is a single
battery fails. Suppose the probability of a failure is 0.001
(a) What is the probability that a lot is accepted?
(b) What is the probability that a lot is rejected on the 20th test?
(c) What is the probability that it is rejected in 10 or less trials?

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