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CHAPTER 2

BUM 2413 / BPF 3313

COMMONLY USED
PROBABILITY
DISTRIBUTION
CONTENT
 2.1 Binomial Distribution
 2.2 Poisson Distribution
 2.3 Normal Distribution
 2.4 Central Limit Theorem
 2.5 Normal Approximation to the Binomial
Distribution
 2.6 Normal Approximation to the Poisson
Distribution
 2.7 Normal Probability Plots
OBJECTIVES
 At the end of this chapter, you should be able to
 Explain what a Binomial Distribution, identify binomial
experiments and compute binomial probabilities
 Explain what a Poisson Distribution, identify Poisson
experiments and compute Poisson probabilities
 Find the expected value (mean), variance, and standard
deviation of a binomial experiment and a Poisson
experiment .
 Identify the properties of the normal distribution.
 Find the area under the standard normal distribution,
given various z values.

 Find probabilities for a normally distributed variable by


transforming it into a standard normal variable.
OBJECTIVES, Cont…
 At the end of this chapter, you should be able to

 Find specific data values for given percentages, using the


standard normal distribution

 Use the central limit theorem to solve problems involving


sample means for large samples

 Use the normal approximation to compute probabilities for a


Binomial variable.

 Use the normal approximation to compute probabilities for a


Poisson variable.

 Plot and interpret a Normal Probability Plot


2.1 Binomial Distribution
 A Binomial distribution results from a procedure
that meets all the following requirements
 The procedure has a fixed number of trials ( the
same trial is repeated)
 The trials must be independent
 Each trial must have outcomes classified into 2
relevant categories only (success & failure)
 The probability of success remains the same in all
trials

• Example: toss a coin, Baby is born, True/false question, product, etc ...
Binomial Experiment or not ?
 An advertisement for Vantin claims a 77% end of
treatment clinical success rate for flu sufferers. Vantin
is given to 15 flu patients who are later checked to see
if the treatment was a success.

 A study showed that 83% of the patients receiving liver


transplants survived at least 3 years. The files of 6 liver
recipients were selected at random to see if each
patients was still alive.

 In a study of frequent fliers (those who made at least 3


domestic trips or one foreign trip per year), it was
found that 67% had an annual income over RM35000.
12 frequent fliers are selected at random and their
income level is determined.
Notation for the Binomial Distribution

Then, X has the Binomial distribution with parameters n and p denoted by


X ~ Bin (n, p) which read as

‘‘X is Binomial distributed with number of trials n and probability of success p’’
Binomial Probability Formula
Examples
 A fair coin is tossed 10 times. Let X be the
number of heads that appear. What is the
distribution of X?

 A lot contains several thousand


components. 10 % of the components are
defective. 7 components are sampled from
the lot. Let X represents the number of
defective components in the sample. What
is the distribution of X ?
Solves problems involving linear inequalities

  At least, minimum of, no less than

  At most, maximum of, no more than

  Is greater than, more than

  Is less than, smaller than, fewer than


Examples
 Find the probability distribution of the random
variable X if X ~ Bin (10, 0.4).
Find also P(X = 5) and P(X < 2).
Then find the mean and variance for X.

 A fair die is rolled 8 times. Find the probability


that no more than 2 sixes comes up. Then find
the mean and variance for X.
Examples
 A survey found that, one out of five Malaysians
say he or she has visited a doctor in any given
month. If 10 people are selected at random, find
the probability that exactly 3 will have visited a
doctor last month.

 A survey found that 30% of teenage consumers


receive their spending money from part time
jobs. If 5 teenagers are selected at random, find
the probability that at least 3 of them will have
part time jobs.
Solve Binomial problems by statistics table
 Use Cumulative Binomials Probabilities Table
 n number of trials
 p probability of success
 k number of successes in n trials - X

 Example: n =2 , p = 0.3
 Then P (X ≤ 1) = 0.9100
 Then P (X = 1) = P (X ≤ 1) - P (X ≤ 0) = 0.9100 – 0.4900 = 0.4200
 Then P (X ≥ 1) = 1 - P (X <1) = 1 - P (X ≤ 0) = 1 – 0.4900 = 0.5100
 Then P (X < 1) = P (X ≤ 0) = 0.4900
 Then P (X > 1) = 1 - P (X ≤ 1) = 1- 0.9100 = 0.0900

 Example: n = 4 , p = 0.6
P (X > 3) = P (X ≥ 4) = P(Y ≤ 0) =0.1296

n = 4 , p = 0.4
Examples
1. Given that n = 12 , p = 0.25. Then find
 P (X ≤ 3)
 P (X = 7)
 P (X ≥ 5)
 P (X < 2)
 P (X > 10)

2. Given that n = 9 , p = 0.7. Then find


 P (X ≤ 4)
 P (X = 8)
 P (X ≥ 3)
 P (X < 5)
 P (X > 6)
Example
 A large industrial firm allows a discount on any
invoice that is paid within 30 days. Of all invoices,
10% receive the discount. In a company audit,
12 invoices are sampled at random.

 What is probability that fewer than 4 of 12 sampled


invoices receive the discount?

 Then, what is probability that more than 1 of the


12 sampled invoices received a discount.
Example
 A report shows that 5% of Americans are afraid being alone
in a house at night. If a random sample of 20 Americans is
selected, find the probability that

 There are exactly 5 people in the sample who are afraid


of being alone at night

 There are at most 3 people in the sample who are afraid


of being alone at night

 There are at least 4 people in the sample who are afraid


of being alone at night
2.2 Poisson Distribution
 The Poisson distribution is a discrete probability
distribution that applies to occurrences of some event over
a specified interval ( time, volume, area etc..)

 The random variable X is the number of occurrences of an


event over some interval

 The occurrences must be random

 The occurrences must be independent of each other

 The occurrences must be uniformly distributed over the


interval being used

Example of Poisson distribution


1. The number of emergency call received by an ambulance control in an hour.
2. The number of vehicle approaching a bus stop in a 5 minutes interval.
3. The number of flaws in a meter length of material
Poisson Probability Formula
 λ, mean number of occurrences in the given interval is known
and finite
 Then the variable X is said to be
‘Poisson distributed with mean λ’
 X ~ Po (λ)
Example
 A student finds that the average number of amoebas
in 10 ml of ponds water from a particular pond is 4.
Assuming that the number of amoebas follows a
Poisson distribution, find the probability that in a 10
ml sample,
 there are exactly 5 amoebas

 there are no amoebas

 there are fewer than three amoebas


Example
 On average, the school photocopier breaks down 8
times during the school week (Monday - Friday).
Assume that the number of breakdowns can be
modeled by a Poisson distribution.
Find the probability that it breakdowns,
 5 times in a given week

 Once on Monday

 8 times in a fortnight
Solve Poisson problems by statistics table
 Given that X ~ Po (1.6). Use cumulative Poisson
probabilities table to find
P (X ≤ 6)
P (X = 5)
P (X ≥ 3)
P (X < 1)
P (X > 10)

Find also the smallest integer n such that


P ( X > n) < 0.01
Example
 A sales firm receives, on the average, three calls per
hour on its toll-free number. For any given hour, find
the probability that it will receive the following:
 At most three calls

 At least three calls

 5 or more calls
Example
 The number of accidents occurring in a weak in a
certain factory follows a Poisson distribution with
variance 3.2.
Find the probability that in a given fortnight,

 exactly seven accidents happen.


 More than 5 accidents happen.
Using the Poisson distribution as an
approximation to the Binomial
distribution
 When n is large (n > 50) and p is small (p < 0.1),
the Binomial distribution X ~ Bin (n, p) can be
approximated using a Poisson distribution with
X ~ Po (λ) where mean, λ = np < 5.

 The larger the value of n and the smaller the value


of p, the better the approximation.
Example
 Eggs are packed into boxes of 500. On average 0.7 %
of the eggs are found to be broken when the eggs are
unpacked.
Find the probability that in a box of 500 eggs,

 Exactly three are broken


 At least two are broken
Example
 If 2% of the people in a room of 200 people are left-
handed, find the probability that

 exactly five people are left-handed.


 At least two people are left-handed.
 At most seven people are left-handed.
2.3 Normal Distribution
 A discrete variable cannot assume all values between
any two given values of the variables.

 A continuous variable can assume all values between


any two given values of the variables.

 Examples of continuous variables are the heights of


adult men, body temperatures of rats, and cholesterol
levels of adults.

 Many continuous variables, such as the examples just


mentioned, have distributions that are bell-shaped,
and these are called approximately normally
distributed variables.
Example: Histograms for the Distribution
of Heights of Adult Women
Properties of Normal
Distribution
 Also known as the bell curve or the
Gaussian distribution, named for the
German mathematician Carl Friedrich
Gauss (1777–1855), who derived its
equation
 X is continuous where

and X ~ N  ,  2
 
1
f  x   x   
2
2 2
e ,   x  
 2
The Normal Probability Curve
 The Curve is bell-shaped

 The mean, median, and mode


are equal and located at the
center of the distribution.

 The curve is unimodal (i.e., it has only one mode).

 The curve is symmetric about the mean, (its shape is the


same on both sides of a vertical line passing through the
center.

 The curve is continuous, (there are no gaps or holes)


For each value of X, there is a corresponding value of Y.
The Normal Probability Curve
 The curve never touches the x axis. Theoretically, no
matter how far in either direction the curve extends,
it never meets the x axis—but it gets increasingly
closer.

 The total area under the normal distribution curve is


equal to 1.00, or 100%.

 The area under the part of the normal curve that lies
 within 1 standard deviation of the mean is approximately
0.68, or 68%;
 within 2 standard deviations, about 0.95, or 95%
 within 3 standard deviations, about 0.997, or 99.7%.
Other Characteristics
 Finding the
probability
 Area under curve

P      x       0.68
P  a  x  b
P    2  x    2   0.95

P    3  x    3   0.99

Example
Given X ~ N  110,144  Find the value of a and b if P  a  x  b   0.68
Shapes of Normal Distributions
The Standard Normal Distribution
 The standard normal distribution is a normal distribution
with a mean of 0 and a standard deviation of 1

By using statistical table,


  z  P  0  Z  z
Different between 2 curves
Examples
1

4
Applications of the Normal
Distribution

1. The mean number of hours an American worker


spends on the computer is 3.1 hours per workday.
Assume the standard deviation is 0.5 hour. Find the
percentage of workers who spend less than 3.5 hours
on the computer. Assume the variable is normally
distributed.

2. Length of metal strips produced by a machine are


normally distributed with mean length of 150 cm and
a standard deviation of 10cm. Find the probability
that the length of a randomly selected is
a) Shorter than 165 cm
b) within 5cm of the mean
Applications of the Normal
Distribution

3. Time taken by the Milkman to deliver to the Jalan


Indah is normally distributed with mean of 12 minutes
and standard deviation of 2 minutes. He delivers milk
everyday. Estimate the numbers of days during the
year when he takes
a) longer than 17 minutes
b) less than ten minutes
c) between 9 and 13 minutes

4. To qualify for a police academy, candidates must score


in the top 10% on a general abilities test. The test has
a mean of 200 and a standard deviation of 20. Find
the lowest possible score to qualify. Assume the test
scores are normally distributed.
Applications of the Normal
Distribution

5. The heights of female student at a particular college


are normally distributed with a mean of 169cm and a
standard deviation of 9cm.
a) Given that 80% of these female students have a
height less than h cm. Find the value of h.
b) Given that 60% of these female students have a
height greater than y cm. Find the value of y.

6. For a medical study, a researcher wishes to select


people in the middle 60% of the population based on
blood pressure. If the mean systolic blood pressure is
120 and the standard deviation is 8, find the upper
and lower readings that would qualify people to
participate in the study.
2.4 The Central Limit Theorem
Examples
1. A. C. Neilsen reported that children between the ages of 2
and 5 watch an average of 25 hours of television per
week. Assume the variable is normally distributed and the
standard deviation is 3 hours. If 20 children between the
ages of 2 and 5 are randomly selected, find the probability
that the mean of the number of hours they watch
television will be greater than 26.3 hours.

2. The average age of a vehicle registered in the United


States is 8 years, or 96 months. Assume the standard
deviation is 16 months. If a random sample of 36 vehicles
is selected, find the probability that the mean of their age
is between 90 and 100 months.
Examples
3. The average number of pounds of meat that a
person consumes a year is 218.4 pounds.
Assume that the standard deviation is 25 pounds
and the distribution is approximately normal.

a. Find the probability that a person selected at


random consumes less than 224 pounds per year.

b. If a sample of 40 individuals is selected, find


the probability that the mean of the sample will
be less than 224 pounds per year.
2.5 Normal approximation to the
Binomial Distribution
Examples

1. In a sack of mixed grass seeds, the


probability that a seed is ryegrass is 0.35.
Find the probability that in a random sample
of 400 seeds from the sack,
 less than 120 are ryegrass seeds
 between 120 and 15 (inclusive) are ryegrass
 more than 160 are ryegrass seeds

2. Find the probability obtaining 4, 5, 6 or 7


heads when a fair coin is tossed 12 time
using a normal approximation to the binomial
distribution
2.6 Normal approximation to the
Poisson Distribution
Examples
2. A radioactive disintegration gives counts
that follow a Poisson distribution with
mean count of 25 per second. Find the
probability that in one-second interval the
count is between 23 and 27 inclusive.

3. The number of hits on a website follows a


Poisson distribution with mean 27 hits per
hour. Find the probability that there will be
90 or more hits in three hours.
2.7 Normal Probability Plots
 To determine whether the
sample might have come
from a normal population
or not
 The most plausible normal
distribution is the one
whose mean and standard
deviation are the same as
the sample mean and
standard deviation
How to plot?
 Arrange the data sample in ascending (increasing) order

 Assign the value (i -0.5) / n to xi


 to reflect the position of xi in the ordered sample. There are i
-1 values less than xi , and i values less than or equal to xi .
The quantity (i -0.5) / n is a compromise between the
proportions (i - 1) / n and i / n

 Plot xi versus (i -0.5) / n

 If the sample points lie approximately on a straight line,


so it is plausible that they came from a normal
population.
Example
 A sample of size 5 is drawn. The sample,
arranged in increasing order, is

3.01 3.35 4.79 5.96 7.89

Do these data appear to come from an


approximately normal distribution?
Conclusion
 Statistical Inference involves drawing a sample
from a population and analyzing the sample data
to learn about the population. In many situations,
one has an approximate knowledge of the
probability mass function or probability density
function of the population.
In these cases, the probability mass
or density function can often be well
approximated by one of several
standard families of curves or function discussed
in this chapter

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