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DISCRETE PROBABILITY
DISTRIBUTION
Week 5
* n Bernoulli trials
n x
f ( x) P( X x) p (1 p) n x , x 0, 1,, n
x
September 2013 7
Poisson Probability Distribution
Conditions to apply the Poisson Probability distribution are:
1. x is a discrete random variable
2. The occurrences are random
3. The occurrences are independent
Useful to model the number of times that a certain event occurs per unit
of time, distance, or volume. Examples of application of Poisson
probability distribution
E( X ) V ( X )
September 2013 9
Poisson Process
•Carry out experiment to estimate that represents the
mean number of events that occur in one unit time/ space
* The number of events X that occur in t units of time is
counted and is estimated.
* If the number of events are independent and events cannot
occur simultaneously, then X follows a Poisson distribution.
A process that produces such events is a Poisson process
Let denote the mean number of events that occur in one
unit of time.Let NT denote the number of events that are
observed to occur in T units of time or space, then
NT ~ P (T),
September 2013 10
Example 1
Anne’s answering machine receives about 6 calls between
8am to 10am. What is the probability Anne will receives
At least 1 call in the next 20 minutes?
Solution:
e x
P( X x) , x 0,1,2,3,...
x!
Given for 120 min. 6 calls. It means that for 20 minutes she will receives 1 call.
So the = 1.
e 110
Hence, P ( X 1) 1 P ( X 0) 1
0!
1 - 0.368 0.632
September 2013 11
Example 2
Suppose X has a Poisson distribution a
mean of 5. Determine the following.
Solution:
50 e 5
(a) P ( X 0) e 5 0.00673
0!
(b) P ( X 3) P ( X 0) P ( X 1) P ( X 2)
50 e 5 51 e 5 5 2 e 5
0.125
0! 1! 2!
(c) P ( X 4) 1 P ( X 3) 0.735
(d) E ( X ) Var ( X ) 5
September 2013 13
Exercise 1
(b) What is the probability that he will not receive a call on any of the
next five weekday nights?
(c) What is the probability that he will receive a call on at least four of
the next five weekday nights?
September 2013 14
Exercise 2
September 2013 15