Probability Distributions


Probabilities Distributions

Distribution

Binomial Distribution

Poisson

Normal Distribution


Binomial Distribution

S



Bernoulli Trials
:
( S)
( F)



q p p + q = 1


Binomial Distribution
)B(n, p
X n
X 0, 1, 2, 3, , n

n x n x
p( X x) p q , x 0,1, 2, ...,n
x
n
n x n x
p + q = 1
n
( p q) p q

x 0 x


Binomial Distribution
1
1/5
10
-1
-2

X
10
n = 10, p = 1/5, q= 4/5 ; x = 0, 1, 2, , 10

10
x
10 x
p( X x) (1 / 5) (4 / 5)
, x 0,1, 2, ...,10
x
-1
x = 0 or x = 1 or x = 2
P(X 2) = p(X 0) + p(X 1) + p(X 2)
10
10
0
10
1
9
(1 / 5) (4 / 5) (1 / 5) (4 / 5)
0
1

10
2
8
(1 / 5) (4 / 5)
2
(0.8)10 2(0.8)9 1.8(0.8)8 0.6778

10
x
10 x
p( X x) (1 / 5) (4 / 5)
, x 0,1, 2, ...,10
x
-2
x = 1

10
P(X 1) (1 / 5)1 (4 / 5)9
1


Binomial Distribution
1
X
E(X) np

Var(X) npq


Binomial Distribution
2
X )B(10, 0.2

E(X) np 10(0.2) = 2
Var(X) npq 10(0.2)(0.8) 1.6


Binomial Distribution
3
. X

( ) p = 0.5
( ) q = 0.5
n = 3
X 0, 1, 2,
3
:

 3
x
3 x
p( X x) (0.5) (0.5) , x 0,1, 2, 3
x
3
3!
0
3 0
p ( X 0) (0.5) (0.5)

(1)(1 / 8)
0!(3 0)!
0
1

3
3!
1
31
2

p( X 1) (0.5) (0.5)
(1 / 2)(1 / 2)
1!(3 1)!
1
3 2 1 1 1 3

1 2 1 2 4 8

 3
3!
2
3 2
2
1
p( X 2) (0.5) (0.5)

(1 / 2) (1 / 2)
2!(3 2)!
2
3 2 1 1 1 3

2 1 1 2 4 8
3
3!
3
3 3
p( X 3) (0.5) (0.5)
(1 / 2)3 (1 / 2) 0
3!(3 3)!
3
3 2 1
1
1

1
3 2 1 0! 8
8

E(X) np = 3(0.5)= 1.5

Var(X) npq = 3(0.5)(0.5) = 0.75


Binomial Distribution
4
1000 150 .
5 :
-1
-2
-3

( ) p = 150/1000 = 0.15
( ) q = 1-p= 1-0.15 =0.85
( 5) n = 5
X 0, 1, 2, 3, 4, 5
:

 5
x
5 x
p( X x) (0.15) (0.85) , x 0,1, 2, 3, 4, 5
x
X = 0

5
5!
0
50
5

p( X 0) (0.15) (0.85)
(1)(0.85) 0.4437
0!(5 0)!
0
X 1
P(X1) = p(X=0) + p(X=1)

5
0
5 5
1
4
p( X 1) (0.15) (0.85) (0.15) (0.85)
0
1
5!
0.4437 (0.15)(0.522)
1!5!
0.4437 5 0.0783 0.4437 0.3915 0.8352

 5
x
5 x
p( X x) (0.15) (0.85) , x 0,1, 2, 3, 4, 5
x
X 2
P(X 2) = 1 p(X 2)
= 1 [p(X = 0) + p(X = 1)]
= 1 0.8325 = 0.1648


Poisson Distribution

n
p np


Poisson Distribution
X
= np ()
:

x = 0, 1, 2, .

p( X x) e:
!x
x

p( X x) e
0
!x
x
x

e 1

x! e
x 0

!x

p( X x) e
x 0

x 0


Poisson Distribution
2
X

E(X)
Var(X)


Poisson Distribution
7
0.3%
. 350.
:
(1
(2
(3
(4

n=350
() p=0.003
n p
np 350(0.003) 1.05

 X
x
x

1
.
05
p( X x) e
e 1.05
x = 0, 1, 2, .
!x
!x
(1
1
1
.
05
p ( X 1) e 1.05
(0.3499 )(1.05 ) 0.367
!1

(2

2
1
.
05
p ( X 2) e 1.05
(0.3499 )( 0.55125 ) 0.193
!2

(3
0
1
.
05
p ( X 0) e 1.05
0.350
!0

 (4
)P(X 2) = p(X=0) + p(X=1) + p(X=2
= 0.350 + 0.367 + 0.193
= 0.91


Poisson Distribution
3

n , p np


Poisson Distribution
8
600
50 .
10 .

X
() n = 10
()
p= 50/600 = 0.083

np 10(0.083) 0.83
X :


0.83 0.83
p( X k ) e
e
k!
k!

k = 0, 1, 2, 3,

P(X 0) = e

0.83

= 0.436

0.83
0!

 Normal Distribution

.
.




.


Normal Distribution

 Normal Distribution

X
2

1 x

1
f ( x)
e
2

X = :
3.1416
e 2.7183
X E(X) =
2 X Var(X) = 2

X 2
)X N(, 2

1 x

1
e
2

f ( x)

- X =

) f(x

X =
X
2
x = - , x = + :


68.27% x = - , x = +
95.5% x = - 2 , x = + 2
99.7% x = - 3 , x = + 3

)f(x

a < X < b

1 x

1
e
2

f ( x)

)f(x

)P( a < X < b

X=

) f(x

P ( a X b) f ( x ) dx
a

dx

1 x

e
a

X = Z = 0

 X ( Z)
)f(z

)f(x
X=

=Z

Z=0

X=

:
Z :
z2

1
e
, z
2
z
u2

1
2
e
du

f ( z)
( z )

-1 f(z) 0 Z
-2 ) f(z Z
-3 ) f(z Z = 0 E(Z) = 0 Z Var(Z) = 1

 Normal Distribution
1
30, 33,
35, 40, 42
35 .2
() .

X
= 35, = 2
Z = (X-35)/2
1.X = 30 Z = (30-35)/2 = (-5)/2 = -2.5
2.X = 33 Z = (33-35)/2 = (-2)/2 = -1
3.X = 35 Z = (35-35)/2 = (0)/2 = 0
4.X = 40 Z = (40-35)/2 = (5)/2 = 2.5
5.X = 42 Z = (42-35)/2 = (7)/2 = 3.5

 Normal Distribution
2
z . :
)1. P(Z < 1.2
)2. P(Z < -0.11
)3. P(0.32 < Z < 1.24
)4. P(Z< -0.15

)1. P(Z < 1.2

()

P(Z < 1.2) = 0.8849

)f(z
0.05

0.09

0.04

0.03

0.02

0.01

1.
0.00

.5040

du

u2

1.2

1
2
.8944

1.2

Z=0

Z
0.0
0.1

(1.2)

0.2

.8849

1.2

)P(Z < -0.11

()


)1. P(Z < -0.11) = 1 - P(Z < 0.11
0.09

0.05

0.04

0.03

0.02

0.01

0.00

.5438

2.

Z
0.0
0.1
0.2

)f(z
.8944

du

u2

.8849

Z=0

-0.11

1
2

( z )

1.2

)P(Z < -0.11

( ) ( )
( ) )P(Z < 0.11

2.

P(Z < -0.11) = 1 - P(Z < 0.11) = 1 0.5438 = 0.4562

0.09

)f(z

du

0.05

u2

0.11

0.03

0.04

0.02

1
(0.11)
2

0.01
.5040
.5438

0.1
0.2

.8849

u2

0.11

Z=0
-0.11
0.11

du

u2

0.11

0.00

1
2

1
2

Z
0.0

.8944

du

2.

1.2

( 0.11)

)P(0.32 < Z < 1.24

( ) ( )
)P(Z < 1.24) ( ( ) )P(Z < 0.32

)f(z

3.

Z=0

0.32 1.24

P(0.32 <Z < 1.24) = P(Z < 1.24) - P(Z < 0.32) = 0.8925 0.6293 = 0.6270

3.

0.00

0.09

du

u2

1
2

0.05

0.04

( z )

0.03

0.02

0.01

.5040

0.0

.5438

0.1
0.2

.6293

.8944

.8925

0.3

.8849

1.2

)P(Z < -1.5

:
)P(Z < -1.5) = P(Z > 1.5
)= 1 - P(Z < 1.5
4.

( ) )P(Z < 1.5

( )
)f(z

u2

du

u2

1.5

1
2

u2

1.5

1.5

1
(1.5)
e du

2
1 (1.5) 1
Z=0
1.5

-1.5
P(Z
< -1.5) = P(Z > 1.5) = 1 - P(ZZ < 1.5) = 1 0.9332 = 0.0668

4.

0.00

0.09

du

1
2

0.05

0.04

0.03

0.02

0.01

.5040

0.0

.5438

0.1
0.2

(1.5)

.6293

.9394

.9382

0.3

.9332

1.5

Normal Distribution
1- P(-3 < X < 12)

(1)

1
2

(6.5)

1
2

3
: N(10, 4) X
2- P(|X| 5)

= 10 , 2 = 4 = 2 X N(10, 4)
: Z = (X 10)/2
Z N(0, 1)
P(-3 < X < 12) = P((-3 -10)/2 < (X -10)/2 < (12 -10)/2)
P(-3 < X < 12) = P(-6.5 < Z < 1)
= (1) (-6.5)
u2
2

du

6.5

u2

du 1

1
2

6.5

u2

du

f(z)

f(z)

Z=0

- 3.49

Z=0

1.

P(-6.5 < Z < 1) = (1) (-6.5) = 0.8413 0 = 0.8413

0.00

0.0

0.02

0.03

0.04

0.05

0.09

.5040

0.1

(1)

0.2

1.0

0.01

.8413

1
2

.8531

u2

du

3.49 Z

2.

P(|X| 5) = P(-5 X 5) = P((-5-10)/2 Z (5-10)/2)

= P(-7.5 Z -2.5)
f(z)
= P( 2.5 Z 7.5)
= (7.5) (2.5)

f(z)

- 3.49
Z=0

= (7.5) 2.5) = 1 0.9938 = 0.0062

Z

0.00

0.0

0.02

0.03

0.04

0.05

0.09

.5040

0.1

(2.5)

0.2

2.5

0.01

.9938

1
2
.9946

2.5

u2

du

Z=0

3.49 Z

 Normal Distribution

100
15 :
.130 70
- .80
- .125
.
.

.

X )X N(100, 125
( Z N(0, 1 :
Z = (X 10)/2
- 125
)P(X > 125) = P(Z > (125-100)/15) = P(Z > 1.67
)= 1 P(Z< 1.67
)= 1 (1.67
= 1 0.9525 = 0.0475
4.75 %

P( Z 1.67)

1
2

u2

du

1.67

1
2

1.67

u2

du

1 (1.67)
1 0.9525 0.0475

)P(Z > 1.67

:
)P(Z > 1.67) = 1 - P(Z < 1.67
)P(Z < 1.67) (

( )

du

)du 1 (1.67

u2

u2

1.67

1.67

1
2

1
2

)f(z

P(Z 1.67)

1
Z=0
1.67

P(Z > 1.67) = 1 - P(Z < 1.67) = 1 0.9525 = 0.0475

0.09

du

u2

0.07

0.04

0.03

0.02

0.01

0.00

.5040

0.0

.5438

0.1
0.2

1.67

1
(1.67)
2

.6293

.9525

0.3

.9332

1.6

80 -
P(X < 80) = P(Z < (80-100)/15) = P(Z < 1.33)
= 1 P(Z< 1.67)
= 1 (1.67)
= 1 0.9082 = 0.0918

1
P( Z 1.33)
2
1

1.33

u2

du

1
2

1.33

u2

du

1 (1.33)
1 0.9082 0.0918

9.18 %

)P(Z < -1.33

:
)P(Z < -1.33) = P(Z > 1.33
)= 1 - P(Z < 1.33
)P(Z < 1.33) (

(
)f(z
)

du

u2

1.33

du

u2

1.33

1
2

1
2

(1.33)

1 (1.33) 1

Z=0
1.33

-1.33

P(Z < -1.33) = P(Z > 1.33) = 1 - P(Z < 1.33) = 1 0.9082 = 0.0918
0.09

du

u2

1.33

1
2

0.05

0.04

0.03

0.02

0.01

0.00

.5040

0.0

.5438

0.1
0.2

(1.33)

.6293

.9082

0.3

1.3

130 70 -
P(70<X < 130) = P((70 - 100)/15 < Z < (130-100)/15) = P(-2 < Z < 2)
= (2) ( 2)
= (2) [1 - (2) ] = (2) 1 + (2)
= 2 (2) 1
f(z)
95.44 %

Z=0
2

-2

P(-2 < Z < 2) = 2 (2) 1 = 2 (0.9772) 1 = 1.9544 - 1= 0.9544

Z

0.00

0.01

0.0

.5040

0.1

.5438

0.02

0.03

0.04

0.07

0.09

0.2
0.3

.6293

.9772

(2)

1
2

u2

du

)f(z
X = + Z

X-

=Z

Z=0

a
0.08

0.07

.9306

.9292

0.06

0.05

0.04

0.03

0.02

0.01

0.00

.5040

0.0

.5438

0.1

1.4

.9505

.9495

.9772

1.6

a
b
- a = 1.645 a = - 1.645 X = + a = 100 +15(-1.645) = 75
b = 1.475
X = + b = 100 +15(1.475) = 122

75

122



) (n 30

.
X1, X2,
, Xn E(Xi) = i , Var(Xi) = i2
X = X1 + X2 + + Xn

X i
i 1

2
i

i 1

)Z N(0, 1

X i
i 1

i
i 1

.1 X1, X2, , Xn
E(Xi) = , Var(Xi) = 2
i = 1, 2, , n X = X1 + X2 + + Xn
:
) E(X) = E(X1 ) + E(X2 ) + + E(Xn
E(X) =
+
++
=n
:
) Var(X) = Var (X1 ) + Var (X2 ) + + Var (Xn
Var(X) = 2
+ 2
+ + 2
= n 2
X:
X n
Z
n
n
)Z N(0, 1

X i
i 1

.2
:

i 1

1
) ( X 1 X 2 ... X n
n
1
1
( ... ) (n )
n
n

1
( X 1 X 2 ... X n )) :
n

E( X )

(Var( X ) Var

1
)) (Var( X 1 ) Var( X 2 ) ... Var( X n
2
n
2
1
n

2 ( 2 2 ... 2 )
n
n2

Var( X )

Var ( X )

X i
i 1

i
i 1

n
S X
:

:

:
2
X N ( ,
)
n

) N (0,1

X i
i 1

i
i 1

n
S X
:

:

n > 30 :
S2
X N ( ,
)
n

X
Z
) N (0,1
S
n

X i
i 1

i
i 1

n
S X
:

:

n < 30 :
X
) t ( n 1
S
n

) t(n-1 t-distribution v=n-1


()

X i
i 1

i
i 1

1
25
70 10 )P(66 < X < 74

= 10 = 70
:
X 70
Z
) N (0,1
10
25

66 70
X 70
74 70

)
10
10
10
25
25
25

( P (66 X 74 ) P

66 70 X 70 74 70
P (66 X 74 ) P (

)
10
10
10
25
25
25

= P(- 2 < Z < 2)

= (2) (-2)
= (2) [1-(2)]
= 2 (2) 1
= 2 (0.9772) 1
= 0.9544


()

X i
i 1

i
i 1

2
25
50 5
25.1, 25.9

n= 50>30
:

X 50
Z
) N (0,1
5
50
25 .1 25
X 25
25 .9 25

)
5
5
5
50
50
50

( P ( 25 .1 X 25 .9) P

25 .1 25 X 25 25 .9 25
P (25 .1 X 25 .9) P (

)
5
5
5
50
50
50

= P(0.14 < Z < 1.27)

= (1.27) (0.14)
= 0.8980 0.8729
= 0.0251


()

-
-

X i
i 1

i
i 1

3
100
16
10 . X
150, 95
110

=n
16<30
X 100
:
T
) t (10 1
10
16

95 100
X 25 105 105

)
10
10
10
16
16
16

( P (95 X 105 ) P

95 100
X 100 105 100
P (95 X 105 ) P (

)
10
10
10
16
16
16

= P(-2 < T(9) < 2)

= P(T(9) < 2) P(T(9) < -2)
= 2P(T(9) < 2) 1
= 2 0.95 1
= 0.9
X 100 110 100
P ( X 110 ) P (

)
10
10
16
16

= P(T(9) > 4)
= 1 - P(T(9) 4)
= 1 0.9975
= 0.0025




n .

n 2 n2
n x n x
n
n
p q ... p q
... p
p
2
x
q
X
x
)P(X=x

n
n
n
( p q) q pq n1
1

n x n x
f ( x) p q
; x 0,1, ...,n
x

n
n
= np
2 = npq
)X N(, 2
)X N(np, npq

1 x

1
f ( x)
e
2

 ()

n x n x
f ( x) p q
; x 0,1, ...,n
x

1
p = n = 10
) p(2X4

10
10
10
10
10
P(2 X 4) (0.5) (0.5) (0.5)10 0.3662
2
3
4

q = 0.5
p = 0.5
X
n = 10
( )
E(X) = np = 400 = 200
X
X
2x = npq = 400 = 100

X
= 10
x
100
x 10