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Bernoulli Trials

Denition A Bernoulli trial is a random experiment in which there are only two possible outcomes - success and failure.

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Bernoulli Trials

Denition A Bernoulli trial is a random experiment in which there are only two possible outcomes - success and failure.

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Tossing a coin and considering heads as success and tails as failure. Checking items from a production line: success = not defective, failure = defective.

Bernoulli Trials

Denition A Bernoulli trial is a random experiment in which there are only two possible outcomes - success and failure.

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Tossing a coin and considering heads as success and tails as failure. Checking items from a production line: success = not defective, failure = defective. Phoning a call centre: success = operator free; failure = no operator free.

A Bernoulli random variable X takes the values 0 and 1 and P (X = 1) = p P (X = 0) = 1 p . It can be easily checked that the mean and variance of a Bernoulli random variable are E (X ) = p V (X ) = p (1 p ).

Binomial Experiments

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The experiment consists of n repeated Bernoulli trials - each trial has only two possible outcomes labelled as success and failure;

Binomial Experiments

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The experiment consists of n repeated Bernoulli trials - each trial has only two possible outcomes labelled as success and failure; The trials are independent - the outcome of any trial has no eect on the probability of the others;

Binomial Experiments

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The experiment consists of n repeated Bernoulli trials - each trial has only two possible outcomes labelled as success and failure; The trials are independent - the outcome of any trial has no eect on the probability of the others; The probability of success in each trial is constant which we denote by p .

Denition The random variable X that counts the number of successes, k , in the n trials is said to have a binomial distribution with parameters n and p , written bin(k ; n, p ). The probability mass function of a binomial random variable X with parameters n and p is

Denition The random variable X that counts the number of successes, k , in the n trials is said to have a binomial distribution with parameters n and p , written bin(k ; n, p ). The probability mass function of a binomial random variable X with parameters n and p is f (k ) = P (X = k ) = for k = 0, 1, 2, 3, . . . , n. n k p (1 p )nk k

Denition The random variable X that counts the number of successes, k , in the n trials is said to have a binomial distribution with parameters n and p , written bin(k ; n, p ). The probability mass function of a binomial random variable X with parameters n and p is f (k ) = P (X = k ) = for k = 0, 1, 2, 3, . . . , n. counts the number of outcomes that include exactly k successes and n k failures.

n k

n k p (1 p )nk k

Example A biased coin is tossed 6 times. The probability of heads on any toss is 0.3. Let X denote the number of heads that come up. Calculate: (i) P (X = 2) (ii) P (X = 3) (iii) P (1 < X 5).

Example (i) If we call heads a success then this X has a binomial distribution with parameters n = 6 and p = 0.3. P (X = 2) = 6 (0.3)2 (0.7)4 = 0.324135 2

Example (i) If we call heads a success then this X has a binomial distribution with parameters n = 6 and p = 0.3. P (X = 2) = (ii) P (X = 3) = 6 (0.3)3 (0.7)3 = 0.18522. 3 6 (0.3)2 (0.7)4 = 0.324135 2

Example (i) If we call heads a success then this X has a binomial distribution with parameters n = 6 and p = 0.3. P (X = 2) = (ii) P (X = 3) = 6 (0.3)3 (0.7)3 = 0.18522. 3 6 (0.3)2 (0.7)4 = 0.324135 2

The Binomial Distribution

Example A quality control engineer is in charge of testing whether or not 90% of the DVD players produced by his company conform to specications. To do this, the engineer randomly selects a batch of 12 DVD players from each days production. The days production is acceptable provided no more than 1 DVD player fails to meet specications. Otherwise, the entire days production has to be tested. (i) What is the probability that the engineer incorrectly passes a days production as acceptable if only 80% of the days DVD players actually conform to specication? (ii) What is the probability that the engineer unnecessarily requires the entire days production to be tested if in fact 90% of the DVD players conform to specications?

The Binomial Distribution

Example

Example (i) Let X denote the number of DVD players in the sample that fail to meet specications. In part (i) we want P (X 1) with binomial parameters n = 12, p = 0.2. P (X 1) = P (X = 0) + P (X = 1) 12 12 = (0.2)0 (0.8)12 + (0.2)1 (0.8)11 1 0 = 0.069 + 0.206 = 0.275

Example

Example (ii) We now want P (X > 1) with parameters n = 12, p = 0.1. P (X 1) = P (X = 0) + P (X = 1) 12 12 = (0.1)0 (0.9)12 + (0.1)1 (0.9)11 0 1 = 0.659 So P (X > 1) = 0.341.

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Any random variable with a binomial distribution X with parameters n and p is a sum of n independent Bernoulli random variables in which the probability of success is p . X = X1 + X2 + + Xn .

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Any random variable with a binomial distribution X with parameters n and p is a sum of n independent Bernoulli random variables in which the probability of success is p . X = X1 + X2 + + Xn .

The mean and variance of each Xi can easily be calculated as: E (Xi ) = p , V (Xi ) = p (1 p ).

1

Any random variable with a binomial distribution X with parameters n and p is a sum of n independent Bernoulli random variables in which the probability of success is p . X = X1 + X2 + + Xn .

The mean and variance of each Xi can easily be calculated as: E (Xi ) = p , V (Xi ) = p (1 p ).

Hence the mean and variance of X are given by (remember the Xi are independent) E (X ) = np , V (X ) = np (1 p ).

Example Bits are sent over a communications channel in packets of 12. If the probability of a bit being corrupted over this channel is 0.1 and such errors are independent, what is the probability that no more than 2 bits in a packet are corrupted? If 6 packets are sent over the channel, what is the probability that at least one packet will contain 3 or more corrupted bits? Let X denote the number of packets containing 3 or more corrupted bits. What is the probability that X will exceed its mean by more than 2 standard deviations?

Example Let C denote the number of corrupted bits in a packet. Then in the rst question, we want P (C 2) = P (C = 0) + P (C = 1) + P (C = 2).

Example Let C denote the number of corrupted bits in a packet. Then in the rst question, we want P (C 2) = P (C = 0) + P (C = 1) + P (C = 2). P (C = 0) = 12 (0.1)0 (0.9)12 = 0.282 0

Example Let C denote the number of corrupted bits in a packet. Then in the rst question, we want P (C 2) = P (C = 0) + P (C = 1) + P (C = 2). P (C = 0) = P (C = 1) = P (C = 2) = 12 (0.1)0 (0.9)12 = 0.282 0 12 (0.1)1 (0.9)11 = 0.377 1 12 (0.1)2 (0.9)10 = 0.23 2

Example Let C denote the number of corrupted bits in a packet. Then in the rst question, we want P (C 2) = P (C = 0) + P (C = 1) + P (C = 2). P (C = 0) = P (C = 1) = P (C = 2) = 12 (0.1)0 (0.9)12 = 0.282 0 12 (0.1)1 (0.9)11 = 0.377 1 12 (0.1)2 (0.9)10 = 0.23 2

Example The probability of a packet containing 3 or more corrupted bits is 1 0.889 = 0.111. Let X be the number of packets containing 3 or more corrupted bits. X can be modelled with a binomial distribution with parameters n = 6, p = 0.111. The probability that at least one packet will contain 3 or more corrupted bits is:

Example The probability of a packet containing 3 or more corrupted bits is 1 0.889 = 0.111. Let X be the number of packets containing 3 or more corrupted bits. X can be modelled with a binomial distribution with parameters n = 6, p = 0.111. The probability that at least one packet will contain 3 or more corrupted bits is: 1 P (X = 0) = 1 6 (0.111)0 (0.889)6 = 0.494. 0

Example The probability of a packet containing 3 or more corrupted bits is 1 0.889 = 0.111. Let X be the number of packets containing 3 or more corrupted bits. X can be modelled with a binomial distribution with parameters n = 6, p = 0.111. The probability that at least one packet will contain 3 or more corrupted bits is: 1 P (X = 0) = 1 6 (0.111)0 (0.889)6 = 0.494. 0

The mean of X is = 6(0.111) = 0.666 and its standard deviation is = 6(0.111)(0.889) = 0.77.

So the probability that X exceeds its mean by more than 2 standard deviations is P (X > 2 ) = P (X > 2.2). As X is discrete, this is equal to

So the probability that X exceeds its mean by more than 2 standard deviations is P (X > 2 ) = P (X > 2.2). As X is discrete, this is equal to P (X 3)

So the probability that X exceeds its mean by more than 2 standard deviations is P (X > 2 ) = P (X > 2.2). As X is discrete, this is equal to P (X 3) 6 (0.111)1 (0.889)5 = 0.37 1 6 (0.111)2 (0.889)4 = 0.115. 2

P (X = 1) = P (X = 2) =

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