:

The Binomial Distribution.

.
n
. p q =1-p p + q = 1
x .
X ) f (x

n x
nx
) P (1 p
p X x f ( x) x

x 0 ,1, 2 , ...., n

else where .

n 0 p 1
f ( x) 0

.
x

n
( a b) b a n x
xo x
n

1) f ( x) o
) f(x x

2) f ( x) 1
x0

f ( x) 0

!n
n
1)
o
! ) x x !( n x
x 0 ,1, 2, ..... n

q n x (1 p) n x , p x x x 0,1, 2, ...., n
) f(x.
2
n
x
nx
(1 p) p 1
) p (1 p
x

xo

 ) f (x X
binomial p.d.f X
n.p )X ~ b ( n , p
1

3

X ~ b 5 ,

5 x

x 0 ,1, 2 , ....., 5

5 1 2
f ( x)
x 3 3

: .
n

)e t x f ( x

M (t )

x0

n
e t x P x (1 p) n x
x
(1 p) n x

t.

x0

n
t
pe

x0 x

M (t ) (1 p) p e t

:
.

p e
M (0) n (1 p) p e
n 1

p eo

0 n 1

n2

p et

n 1

M (t ) n (1 p) P e t

M ( 0) n p

M (t ) n (n 1) (1 p) p e t

n (1 p) p e t

p et

~ M ( 0) 2
n (n 1) P 2 (n p ) (n p) 2
n2 p2 n p2 n p n2 p2

) ~ n p (1 p

:
E ( x)

x f ( x)

x0

x0

n
x Px qnx
x

n
n
E ( x) x p x q n x
x 1

n!
n
x x
x ! ( n x) !
x
x n!
n
x
x x ( x 1) ! (n x) !
n (n 1)
n
x
x ( x 1) ! (n x) !
n 1
n
x n
x
x 1

x 1 = r
n 1

n 1 x n x
P q
r

E ( x) n
r 0

n 1

n 1
n P P ( x 1) q n x
r
r 0
n 1
n 1
n p P r q n ( r 1)
r 0 r

n 1
n 1
n p P r q ( n 1) r
r 0 r

f (x) :
7 x
7 1 x

1
, x 0 ,1, 2 , ......, 7
1
f ( x) x 2
2

) ( M (t )

1 1
M (t ) e t
2 2
p ( X 5)

1) n p

, P (0 x 1)

7
2
7
2

2) 2 n p ( 1 p )
3) p ( 0 X 1)

x0

70

7 1 1
7 1 1
f ( x ) 1
1
1 2 2
0 2 2
1
7
8
1

128 128 128 16

5

7 1

21
7 1 1
4) p r ( X 5) f (5)
128
5 2 2

X :

2 1
M (t ) e t
3 3

 1
X ~ b 5,
3
5 1 x 2 5 x

f ( x) x 3 3
0

x 0 ,1, 2, ...., 5

np

5
3

2 n p (1 p)

10
9

 : . ( . )3
) (X (. )3
:
1
n 6 p
6
5
(1 p) q
6

6 1 x 5 6 x

, , x 0,1, 2, 3, 4, 5, 6

f ( x) x 6 6

..
( )1 ( )3
x 1
5

6 1 5
f (1)
1 6 6

( )2 ( )3 :

)p ( x 1) f (1) f (2) f (3) f (4) f (5) f (6

1
p 0.16666666
6

) 1 p ( x 1
)1 f (0
6

5
p ( x 1) 1 1 0.3348979
6
:
N = 1 :


x 0,1

1 x
1 x
p (1 p) ,
f ( x) x
0
,

x 0,1

p x (1 p)1 x ,
f ( x)
,
0

Bernoulli Distribution .
:
1 x 1 1 x

,
x 0,1

f ( x) 2 2

n = 1
.

n x
n X
,
) p (1 p
X

F ( x) p ( X x )

X 0

. n
X i I

X Xi

.
n, p n . p

X 1 , X 2 , .......... , X n

p
. n, p

X Xi

 : Poisson Distribution


n p .
n
" "
( ) .
:
1 q, p .
2 .
3 n p .

.

.
:

x 0,1, 2, 3, ...........

,
,

x e

! f ( x) x
0

e = 2.718

n p
X .
:

!x

x0

.........

3
!3

2
!2

e 1

0
0 ) f (x

f ( x) 0

f ( x)
x0

x e

x0

x!

x0

x!

e e e 1

. f (x)

M (t ) E (e t x )

e t x f ( x)

et x

e
x

x!

x!

e eet

e e ( e t ) e e t e (1 e )
t

M (t ) e ( e

t 1))

. t

M (t ) e ( e

1)

e t e t (e

M (t ) e
e e
M ( 0)
( et 1 )

t 2

1)

( et 1 )

~ M (0) 2 2 2
.
.

F ( x) p X x

f ( x)

X o

x0

F ( x)

x0

e x
x!

X 0

 24
: 22
. .
1 .
2 .
3 .
:

n p (10) (0.02) 0.2

X

e 0.2 (0.2) x
!x

x 0,1, 2, ........

f ( x)

2 .

)e 0.2 (0.2
0.2
f (1)
0.2 0.163746
!1
e
3 .
e 0.2 (0.2) x

p ( X 1) F (1)

x0

) e 0. 2 ( 0.2

0. 2

) e 0. 2 (1 0.2
e 0. 2 (1.2) 0.9825

10


Probability Generating Function For Poisson Distribution.

G (t ) E t x

f ( x)

x0

x e
x!

x0

(t ) x

x0

x0

e
x!

(t ) x
x!

e et e t
G (t ) e ( t 1) e (1 t )

G (t ) e (t 1)
G (t ) e ( t 1)
2 e ( t 1)
G (1) E ( x)
G (1) 2

2 2 2

.) (

11

G (t ) E (t x )

t x f ( x)

x0

tx

x e
x!

x0

x0

(t ) x
x!

et

e t
G (t ) e ( t 1)
G (t ) e ( t 1)

G (1) 11
G (t ) e (t 1)
2 e ( t 1)
G (1) 2

x2 G (1) G (1) G (1)2

x2 2 2
x2

Characteristic function of poisson Distributio.

x (t ) E e i t x
X

Q X (t ) E e i t x i x
Q x (0) E i x
i E ( x)
1
E ( x) Q x (0)
x
1 E ( x)

1
Q x (0)
i

12

Q (t ) E (i x) e
Q (0) E i x
Q x (t ) E e i t x (i x) (i x)
2

it x

Q x (0) i 2 1 E ( x 2 )
E (x2 )

1
i2

Q x (0)
1
i2

2 E ( x 2 )

Q x (0)

1
Qx (0)
i3

3 E ( x 3 )

1
ir

r E ( x r )

Q xr (0)

Q x (t ) E (e i t x )

x e

it x

x!

x0

it

x0

it x

x!

xo

e
Q x (t ) e ( e

e e
i t 1

it

176
Mean
Mode
Median

f ( x 1)
x 1 e / x 1 !

f ( x)
x e l x !

13

f ( x)

x o,1, 2, .......,

x!

f ( x) e

xo

x!

x0

e e
1

E ( x) 1 ( x)

x x

xo

x x 1
x ( x 1) !

e
x!

xo

( x 1) !

xo

x 1

( x 1) !

x 1

1
y x 1
e

y!

y 0

e e
E ( x)

E (x2 )

x 2 f ( x)

x0

x2

x e
x!

x0

xx

x e

x1

x0

x e

x0

x!

x ( x 1) x

x ( x 1)

x0

x0

14

x ( x 1)

x e
x!

x6

x e
x ( x 1) ( x 2)

x e
x!
E ( x)

E (x )
2

x e

( x 2) !

x2

y x 2 when x 2
x y2
x

put

E (x )
2

y 2 e

y!

y 0

y e

y0
y

y!

y 0

E ( x 2 ) 2
x2 E ( x 2 ) E ( x)

2 1

2 2

x2
.

M x ( ) E (e x )

x!

x!

x0

x e

x0

e x

ee
M x ( )

e e

M x ( ) e e

M x ( ) e e

1)

1)

M x ( ) e ( e
M x (0) e 0
M x ( )
M x ( ) e ( e

[ 2 e ( e

15

1) 2

e 1

e (e

1)

M x (0) 2

2 ( x) 2 ( x) 12 ( x) 2 2 x2

Mode of Poisson Distribution.

f ( x 1)
x 1 e / ( x 1) !

f ( x)
x e / x !
f ( x 1)

f ( x)
x 1

>

f ( x 1) f ( x)

x 1
x 1
) ( f (x)

x 1
x 1
) ( f (x)
=

x 1 x 1

f ( x 1)
1
f ( x)

f ( x 1) f ( x)

1 x
f ( 1 1) f ( 1)
f ( ) f ( 1)

16

 1 x 1

1 1
:
1 4

1 4 1 3

x 1 x , x 3
.

x 0,1, 2, 3, 4, ............

4x e4
!x

f ( x)

f (0) e 4 0.0183
))f (1) 4 e 4 0.0733 4 ( f (0
42 e 4
2 4 e 4 2 f (1) 0.146525
!2

4
f (2)
3

f (2)

43 4 4 4 2 e 4
f (3)
e
!3
!3 2
f (3) 0.1953668148

44 e 4
43 e 4

) f (3
!4
!3
f (4) f (3) 0.1954
f (4)

44 4 4

e
)f (4
! 4
5
f (5) 0.1562934518
45 e 4
4

!5
5

f (5)

17

x4

 1 3.5

4.5
)(3.5

18

. x 4

f ( x) (4.5)

e 4. 5
x!

f (0) e 4.5 0.01

f (1) (4.5) e 4. 5 f (1) 0.05
(4.5) 2 e 4. 5
f ( 2)
2!
4. 5
f (1) 0.11
2
(4.5) 3 e 4. 5
f (3)
3!
4 .5

f ( 2)
3
0.17

(4.5) 4 4. 5
f ( 4)
e
4!
4 .5

f (3)
4
0.19
f (5) (4.5) 5

19

e 4. 5
5!

4.5
f (4) 0.17
5

 ( )
Recurrence formula for Poisson distribution.

) p ( x

x 1

p ( x 1)

x 1 e
)p ( x 1
)f ( x 1
! )( x 1

)p ( x
)f ( x
x e
!x
)p ( x 1

)p ( x
x 1
p ( x) 1

x 1

p ( x 1)

X
) P (x ) P(0 X = 0
I X = 0
p (0) p ( X 0) e
)p (0) p (0

p (1)

0 1

x 1
)p (0

2
2

p (0)

p (1)

p (2)
x2

)p (2

p (3)

j 1, 2, 3, .......

p ( j 1) ,

p ( j)

20


The Hypergeometric Distribution
( )
.
.
.

1 ( N N = 52
2 M (
Spade 13 )M = 13 N M
( N M = 52 13 = 39 Spade
3 n
( ) .
.
4 x n x = 0,1,2,3,4, . , n
( n = 5
X = 4 spade x
:

M N M

x n x
f ( x) p r ( X x)
, x 0,1, 2, ......... , n
N

n
:
1 .
2 .
3 N .
2
3 .
:
4 48

2 3
52

5

f ( 2)

, x 0 , 1, 2 , 3 , 4 , 5

4 52 4

x 5 x
f ( x)
52

5

21

 3
.
4 48

3
2
f (3) 52


5
5 .

= )f (5

: 3 25 ( )12
. ( )5
( )4 .
:
:

10 25 10

x 5 x
f ( x)
25

5
x = 0

10 15
15


0
5
5
f (0) 25 25




5
5
10 15

4 5 4
f (4)
25

5

22

 2 4
p ( X 1) p ( x 0) p ( x 1) f (0) f (1)

x0

4 48

x 5 x
52

5

4 48
4 48


0 5
1
4

p ( x 1)
52
52




5
5
:

f (x) 1 . f (x) 1
:
m

i 0

a b
9 b

i m i
m

f ( x)
x0

x0

M N M

x n x
N

n

x0

f ( x)

n
n 1
N
N


n
n

N M

.
:
X

23

N M
N n
M
M
, Var ( x) n

N
N
N
N 1

M

N

E ( x) n

n .

M
( ) = 2 =
N
N n
N M
M

1

N 1
N
N

)x f ( x

x0

N M N

nx n

M N M

n
x nx
E ( x) x

N
xo

n
n
!M
x
! )x ! ( M x
x0

24

a b

a b

r C r

r 0

M 1 N M

n 1
y n 1 y

M
N
y 0

n
M 1 N M
M

y n 1y

N

n
( N 1) !
N 1
M
M

(n 1) ! ( N 1 (n 1) !
n 1

N
N!


n ! ( N n) !
n
( N 1) !
M
(n 1) ! ( N n) !

N ( N 1) !
n (n 1) ! ( N 1) !
n
M
N
M
n
N
n
M 1 N M N
M


x0
x 1 n x n

x 1

M 1 N M
M

x 1 n x
N N 1

n n 1
n

M
N

x 1

y n 1 n x y 0

M 1 N M

x 1 n x
N 1

n 1

M
N

, x 1 y x 1
n 1

y 0

n 1

M 1 ( N 1) ( M 1) N 1

y n ( y 1) n 1

M 1 ( N 1) ( M 1) N 1

( n 1) y
y 0 y
n 1
M
E ( x) n
N

25

M
N

.
Var ( X ) E ( x 2 ) E ( x)

E ( x 2 x) E ( x)

E ( x 2 x) E ( x) E ( x)

Var ( X ) E x ( x 1) E ( x) E ( x)

E ( x ( x 1))

M N M

n
x nx
E x ( x 1) x ( x 1)
N
x0

n
M!
N m
x
(
x

1
)

n
x ! ( M x) ! n x
E ( x) ( x 1)
N
x0

n
m (m 1) (m 2) !
N m
x
(
x

1
)

n
x ( x 1) ( x 2) ! (m x) ! n x

N
x2

n
M 2 N M

n
x 2 n x

M ( M 1)
N
x2

n
M 2 N M

n
x2
n x

M ( M 1)
N ( N 1) N 2
x2

n (n 1) n 2

x2 nx
N 2

n2
M 2

n (n 1) M ( M 1)
N ( N 1)

x0

N M

y 0 x 2 y x 2
y n 2 x n x y 2

26

E ( x ( x 1))

n (n 1) M ( M 1)
N ( N 1)

E ( x( x 1)) n (n 1)

n2

y 0

n2

n (n 1) M ( M 1)
N ( N 1)

y 0

M
N

M 2 ( N 2) ( M 2)

y n ( y 2)
N 2

n2
M 2 ( N 2) ( M 2)

y ( N 2) y 1
N 2

n2

M 1
N 1

Var ( x) E x ( x 1) E ( x) E ( x)

2
M M 1
M
2 M
n (n 1)
n
n
N N 1
N
N2

M
N

M 1
M
1 n
(n 1)

N 1
M

M N (n 1) ( M 1) N ( N 1) n m ( N 1)

N
N ( N 1)

2
M N nM N n N M N N N nM N nM
n

N
N ( N 1)

M N ( N M ) n (M N )

N
N ( N 1)

M N (N M ) n (N M )
Var ( x) n

N
N ( N 1)

M ( N M ) ( N n)
n
N
N ( N 1)
Var ( x) n

Var ( x) n

M N M N n

N N N 1

27

M
M
:
p n p
N
N
.

N M
M
1
1 p
N
N
N n
n p (1 p)

Var ( x)

=
N n
.

N 1
.

0xn

M N M

x nx
N

n

F ( x) p ( X x )

x0

:
)(N
:
( )5 ( )52 ()5

.
:
5
P q 1 0.1 0.9
0.1
50

, x 0 ,1, 2 , 3 , 4 , 5

5
f ( x) (0.1) x (0.9) 5 x
x

x ) f (x .
:

28

, x 0 , 1, 2 , 3 , 4 , 5

5 45

x 5 x
f ( x)
50

5

x ) f (x :
X

0
1
2
3
4
5

0.59.49
0.32805
0.0729
0.0081
0.00045
0.00001

0.5766
0.35336
0.06392
0.0005
0.00011
0.0000015

n . .

.

29

30

31

32

33

34

35

36