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CHAPTER 4: DISCRETE DISTRIBUTIONS

4.1 The Bernoulli Distribution


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.

Let X be the number of successes in a single 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.

2. 10% of computer chips in a shipment are defective.


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.

3. Sequence of Bernoulli trials (p=0.25):

00010001100010010010000010100001000100010000

Mean and Variance

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

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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.

Example: Tossing a coin 10 times, H-head, T-tail.

Toss 1 2 3 4 5 6 7 8 9 10
Outcome

H T H T .... H T

Binomial Random Variable

X = Number of successes among n trials in a binomial


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

Example 2: Consider n=3 independent Bernoulli trials with


the probability of a success p in a single trial. What is
P(X=2)?
Solution:

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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)!

What is P(X=x), where x is an integer between 0 and n?

Denote a success by S and a failure by F.

Trial 1 2 3 ... x n
Outcome S S S ... S F F F

x successes (n-x) failures

p = the probability of success


1-p = the probability of failure

By independence of n trials,
n x n
P( X x) p (1 p)
x

x

Number of all possible arrangements of x successes


on n positions

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Example 3: Obtain P(X=2) for n=3 from the above
formula and compare it with the result in the first example.
Solution:

Random variable X follows a binomial distribution if

n x
P( X x) p (1 p)n x ,
x
where x=0, 1, 2,..., n.

Example 4: 10% of computer chips in a large shipment are


defective. Five chips are randomly selected from the
shipment. Find the probability that

(a) exactly one chip is defective in the sample of five,

(b) at least one is defective in the sample of five,

(c) more than two are defective.

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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).

The binomial distribution for p=0.50 is symmetric for any


value of the parameter n.

Example 5: Computer chips continued. Let X be the


number of defectives in a random sample of 5 chips drawn
from the shipment. What is the mean and the variance of
Y?
Solution:

Example 6: A multiple-choice exam consists of 10


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:

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4.3 The Geometric Distribution

X= the number of the trial on which the first success occurs

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


Outcome F F F ... F S F S

(x-1) failures first success

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

where x=1,2,... and 0 < p <1.

The random variable X follows a geometric distribution


with the parameter p if its probability mass function is

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

Mean and Variance

1 1 p
E( X ) , Var ( X ) 2
.
p p

Example 7: The probability of a successful optical


alignment in the assembly of an optical data storage
product is 0.80. Assume the trials are independent.

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(a) What is the probability that the first successful
alignment requires exactly four trials?

(b) What is the probability that the first successful


alignment requires at most four trials?

(c) What is the expected number of trials to obtain the


first success?

4.4 The Negative Binomial Distribution

X= the number of the trial on which the rth success occurs


in a sequence of independent trials

r=1, then X follows a geometric distribution

p = the probability of success


1-p = the probability of failure

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Trial 1 2 3 ... x-1 x n
Outcome S F S ... F S F F

(r-1) successes rth success

(r-1) successes (x-1)-(r-1) failures

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

where x = r, r+1, r+2, Thus

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

Mean and Variance

r r (1 p)
E( X ) Var ( X )
p p2

Example 8: In a clinical study, volunteers are tested for a


gene that has been found to increase the risk for a disease.
The probability that a person carries the gene is 0.10.

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(a) What is the probability that 4 or more people will have
to be tested before 2 with the gene are detected?

(b) How many people are expected to be tested before 2


with the gene are detected?

4.5 The Poisson Distribution

Example: Accidents

Accidents occur at random over the period of a month and


without pattern.

X = Number of accidents occurring at a particular


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 ...

No more than 1 accident a day, constant mean rate =0.5.

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Poisson Process

1. The mean process rate is constant for the entire time


span or space.
2. The occurrence of the event in any interval is
independent of the occurrence in any other interval.

Examples of Poisson Processes

1. Number of arrivals of customers per hour.


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.

The variable X follows a Poisson distribution with the


mean if its probability mass function is

x
P( X x) e ,
x!

X=0, 1, 2, .

Mean and variance

E(X) = Var(X) = .

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Remark: Using Poisson distribution:

Should the time span or space interval be changed, a


different parameter applies for and a new Poisson
distribution will apply.

Example 9: Number of events in 1 hour follows a Poisson


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.

Example 10: The number of telephone calls that arrive at a


phone exchange follows a Poisson distribution with the
average of 20 calls per hour.

(a) What is the probability that there are exactly 18 calls


in 1 hour?

(b) What is the probability that there are 3 or fewer calls


in 30 minutes?

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(c) What is the probability that there are exactly 30 calls
in 2 hours?

Example 11: The number of cracks in a section of


interstate highway that are significant enough to require
repair is assumed to follow a Poisson distribution with a
mean of two cracks per mile.

(a) What is the probability that there are no cracks that


require repair in 5 miles of highway?

(b) What is the probability that at least one crack requires


repair in mile of highway?

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