Some Discrete Probability Distributions
Some Discrete Probability Distributions
Some Discrete Probability Distributions
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Note:
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Example
Experiment: tossing a balanced die.
• Sample space: 𝑆 = {1,2,3,4,5,6}
• Each sample point of 𝑆 occurs with the same
probability 1/6.
• Let X= the number observed when tossing a
balanced die.
• The probability distribution of X is:
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Theorem
If the discrete random variable X has a discrete
uniform distribution with parameter k, then the
mean and the variance of X are:
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Example
Find E(X) and Var(X) in the previous example
Solution:
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Binomial Distribution
• Bernoulli trial is an experiment with only two
possible outcomes.
• The two possible outcomes are labeled:
success (𝑠) and failure (𝑓)
• The probability of success is 𝑃(𝑠) = 𝑝 and the
probability of failure is 𝑃(𝑓) = 𝑞 = 1 − 𝑝.
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Examples:
= 𝑃(𝐻))
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Bernoulli Process
Bernoulli process is an experiment that must
satisfy the following properties:
1. The experiment consists of n repeated
Bernoulli trials.
2. The probability of success, 𝑃(𝑠) = 𝑝 ,
remains constant from trial to trial.
3. The repeated trials are independent; that
is the outcome of one trial has no effect on
the outcome of any other trial
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Binomial Random Variable
Consider the random variable :
X = The number of successes in the n trials in a
Bernoulli process.
The random variable X has a binomial distribution
with parameters n (number of trials) and p
(probability of success), and we write:
𝑋 ~ 𝐵𝑖𝑛𝑜𝑚𝑖𝑎𝑙(𝑛, 𝑝) 𝑜𝑟 𝑋~𝑏(𝑥; 𝑛, 𝑝)
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The probability distribution of X is given by:
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We can write the probability distribution of X as a
table as follows.
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Example:
Suppose that 25% of the products of a
manufacturing process are defective. Three items
are selected at random, inspected, and classified as
defective (D) or non-defective (N). Find the
probability distribution of the number of defective
items.
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Solution:
• Experiment: selecting 3 items at random,
inspected, and classified as (D) or (N).
• The sample space is
S={DDD,DDN,DND,DNN,NDD,NDN,NND,NNN}
• Let X = the number of defective items in the
sample
• We need to find the probability distribution of X.
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(1) First Solution
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(2) Second Solution
Bernoulli trial is the process of inspecting the item.
The results are success=D or failure=N, with
probability of success 𝑃(𝑠) = 25/100 = 1/4
= 0.25.
The experiments is a Bernoulli process with:
• number of trials: 𝑛 = 3
• Probability of success: 𝑝 = 1/4 = 0.25
• 𝑋 ~ 𝐵𝑖𝑛𝑜𝑚𝑖𝑎𝑙(𝑛, 𝑝) = 𝐵𝑖𝑛𝑜𝑚𝑖𝑎𝑙(3,1/4)
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The probability distribution of X is given by:
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Theorem
𝜇 = 𝑛𝑝
=
𝜎2 𝑛 𝑝 (1 − 𝑝)
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Example:
In the previous example, find the expected value (mean)
and the variance of the number of defective items.
Solution:
We found that 𝑋 ~𝐵𝑖𝑛𝑜𝑚𝑖𝑎𝑙(𝑛, 𝑝) = 𝐵𝑖𝑛𝑜𝑚𝑖𝑎𝑙(3,1/4)
𝑛 = 3 𝑎𝑛𝑑 𝑝 = 1/4
The expected number of defective items is
𝐸(𝑋) = 𝜇 = 𝑛 𝑝 = (3) (1/4) = 3/4 = 0.75
The variance of the number of defective items is
=
𝑉𝑎𝑟(𝑋) = 𝜎2 𝑛 𝑝 (1 − 𝑝) = (3) (1/4) (3/4)
= 9/16 = 0.5625
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Example:
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(1) The probability of getting at least two defective
items:
𝑃 𝑋 ≥2 =𝑃 𝑋 =2 +𝑃 𝑋 =3 = 𝑓 2 +𝑓 3
9 1 10
= + =
64 64 64
(2) The probability of getting at most two defective
item:
𝑃(𝑋 ≤ 2) = 𝑃(𝑋 = 0) + 𝑃(𝑋 = 1) + 𝑃(𝑋 = 2)
27 27 9 63
= 𝑓 0 +𝑓 1 +𝑓 2 = + + =
64 64 64 64
or
𝑃 𝑋 ≤2 = 1−𝑃 𝑋 >2 = 1−𝑃 𝑋 =3
1 63
= 1− 𝑓 3 = 1− =
64 64
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Hypergeometric Distribution
Suppose there is a population with 2 types of elements: 1-st Type = success 2-nd
Type = failure
• N= population size • K= number of elements of the 1-st type
• N −K = number of elements of the 2-nd type
• We select a sample of n elements at random from the population
• Let X = number of elements of 1-st type (number of successes) in the sample
• We need to find the probability distribution of X.
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There are two methods of selection:
1. selection with replacement
2. selection without replacement
(1) If we select the elements of the sample at random and
with replacement, then
𝑘
𝑋 ~ 𝐵𝑖𝑛𝑜𝑚𝑖𝑎𝑙(𝑛, 𝑝); where 𝑝 =
𝑁
(2) Now, suppose we select the elements of the sample at
random and without replacement. When the selection is
made without replacement, the random variable X has a
hypergeometric distribution with parameters N, n, and K.
and we write 𝑋~ℎ(𝑥; 𝑁, 𝑛, 𝐾).
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Note that the values of X must satisfy:
0 ≤ 𝑥 ≤ 𝐾 𝑎𝑛𝑑 0 ≤ 𝑛 − 𝑥 ≤ 𝑁 − 𝐾
0 ≤ 𝑥 ≤ 𝐾 𝑎𝑛𝑑 𝑛 − 𝑁 + 𝐾 ≤ 𝑥 ≤ 𝑛
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Example
Lots of 40 components each are called acceptable if
they contain no more than 3 defectives. The
procedure for sampling the lot is to select 5
components at random (without replacement) and to
reject the lot if a defective is found. What is the
probability that exactly one defective is found in the
sample if there are 3 defectives in the entire lot.
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Solution:
Let X= number of defectives in the sample
• 𝑁 = 40, 𝐾 = 3, 𝑎𝑛𝑑 𝑛 = 5
• X has a hypergeometric distribution with
parameters 𝑁 = 40, 𝑛 = 5, 𝑎𝑛𝑑 𝐾 = 3.
• 𝑋~ℎ(𝑥; 𝑁, 𝑛, 𝐾) = ℎ(𝑥; 40,5,3).
• The probability distribution of X is given by:
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But the values of X must satisfy:
𝟎 ≤ 𝒙 ≤ 𝑲 𝒂𝒏𝒅 𝒏 − 𝑵 + 𝑲 ≤ 𝒙 ≤ 𝒏 ⇔ 𝟎 ≤ 𝒙 ≤ 𝟑 𝒂𝒏𝒅 − 𝟑𝟐 ≤ 𝒙 ≤ 𝟓
Therefore, the probability distribution of X is given
by:
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Now, the probability that exactly one defective is
found in the sample is
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Theorem
The mean and the variance of the
2 𝑘 𝑘 𝑁−𝑛
𝜎 = 𝑛 1−
𝑁 𝑁 𝑁−1
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Example
In the previous example, find the expected value (mean)
and the variance of the number of defectives in the sample.
Solution:
• X = number of defectives in the sample
• We need to find E)X(=μ and Var)X(=σ2
• We found that 𝑋 ~ ℎ(𝑥; 40,5,3)
• 𝑁 = 40, 𝑛 = 5, 𝑎𝑛𝑑 𝐾 = 3
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The expected number of defective items is
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Relationship to the binomial distribution
Binomial distribution Hypergeometric distribution
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Note:
If n is small compared to N and K, then there
will be almost no difference between selection
without replacement and selection with
replacement
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Example: Blemished Tires اطارات معيبة
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Solution: (1)
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Solution: (2)
Since n=10 is small relative to N=5000 and
K=4000, we can approximate the hypergeometric
probabilities using binomial probabilities as
follows:
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