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Consider a random experiment that can result in one of two

possible outcomes, one outcome is labelled success, the

other outcome is labelled failure. The probability of

success is constant and equal to p. Such an experiment is

called a Bernoulli trial.

thus X is either 0 or 1. Then X is said to have the Bernoulli

distribution with parameter p. P(X=1)=p and P(X=0)=1-p.

Example 1:

1. Tossing a fair coin. Success is obtaining a head. X is

the number of heads. Bernoulli p=1/2.

Consider the inspection of a single chip taken from the

shipment. Define X=1 if the chip is defective, X=0

if it is non-defective. Bernoulli p=0.10.

00010001100010010010000010100001000100010000

1

4.2 Binomial Distribution

Binomial Experiment

1. The experiment consists of a fixed number of identical

Bernoulli trials.

2. Each trial can result in one of only two possible

outcomes called "success" or "failure".

3. The probability of "success" p is constant from trial to

trial.

4. The trials are independent.

Toss 1 2 3 4 5 6 7 8 9 10

Outcome

H T H T .... H T

experiment, possible values: 0, 1, 2, , n.

the probability of a success p in a single trial. What is

P(X=2)?

Solution:

2

In general, what is P(X=x), where x is any whole number

between 0 and n?

n

Recall that x (read n choose x) is defined as follows:

n n!

x x !(n x)!

Trial 1 2 3 ... x n

Outcome S S S ... S F F F

1-p = the probability of failure

By independence of n trials,

n x n

P( X x) p (1 p)

x

x

on n positions

3

Example 3: Obtain P(X=2) for n=3 from the above

formula and compare it with the result in the first example.

Solution:

n x

P( X x) p (1 p)n x ,

x

where x=0, 1, 2,..., n.

defective. Five chips are randomly selected from the

shipment. Find the probability that

4

Mean and Variance

Let X be a random variable following a binomial

distribution with the parameters n and p. Then

E(X) = np and Var(X) = np(1-p).

value of the parameter n.

number of defectives in a random sample of 5 chips drawn

from the shipment. What is the mean and the variance of

Y?

Solution:

questions, each with 5 possible answers. Suppose a student

is guessing answers on the exam. What is the probability

that he will guess correctly more than 5 answers?

Solution:

5

4.3 The Geometric Distribution

Outcome F F F ... F S F S

P( X x) (1 p) x1. p

with the parameter p if its probability mass function is

P( X x) (1 p) x1. p

1 1 p

E( X ) , Var ( X ) 2

.

p p

alignment in the assembly of an optical data storage

product is 0.80. Assume the trials are independent.

6

(a) What is the probability that the first successful

alignment requires exactly four trials?

alignment requires at most four trials?

first success?

in a sequence of independent trials

1-p = the probability of failure

7

Trial 1 2 3 ... x-1 x n

Outcome S F S ... F S F F

x 1 r 1 ( x 1) ( r 1) x 1 r xr

P( X x) p (1 p ) . p p .(1 p)

r 1 r 1

x 1 r xr

P( X x) p .(1 p ) .

r 1

r r (1 p)

E( X ) Var ( X )

p p2

gene that has been found to increase the risk for a disease.

The probability that a person carries the gene is 0.10.

8

(a) What is the probability that 4 or more people will have

to be tested before 2 with the gene are detected?

with the gene are detected?

Example: Accidents

without pattern.

intersection on a given day over a period of one month

Day 1 2 3 4 5 6 7 8 9 10 11 12 ...

X 1 0 1 1 0 0 0 0 1 0 1 1 ...

9

Poisson Process

span or space.

2. The occurrence of the event in any interval is

independent of the occurrence in any other interval.

2. Number of telephone calls received by an operator

within a certain time limit.

3. Number of vehicles passing a specified point on a

highway within a certain time limit.

4. Number of cracks in a section of highway.

mean if its probability mass function is

x

P( X x) e ,

x!

X=0, 1, 2, .

E(X) = Var(X) = .

10

Remark: Using Poisson distribution:

different parameter applies for and a new Poisson

distribution will apply.

with =10, then number of events in 2 hours follows a

Poisson with =20. Number of events in 30 minutes

follows a Poisson with =5.

phone exchange follows a Poisson distribution with the

average of 20 calls per hour.

in 1 hour?

in 30 minutes?

11

(c) What is the probability that there are exactly 30 calls

in 2 hours?

interstate highway that are significant enough to require

repair is assumed to follow a Poisson distribution with a

mean of two cracks per mile.

require repair in 5 miles of highway?

repair in mile of highway?

12

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