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distribution 5.3
Introduction
In this block we introduce a probability model which can be used when the outcome of an ex-
periment is a random variable taking on positive integer values and where the only information
available is a measurement of its average value. This has widespread applications in analysing
trac ow, in fault prediction on electric cables, in the prediction of randomly occurring acci-
dents etc.
Key Point
The Poisson Probabilities
If X is the random variable
number of occurrences in a given interval
for which the average rate of occurrences is then, according to the Poisson model, the proba-
bility of r occurrences in that interval is given by
r
P (X = r) = e
r!
P (more than 5 cars in one minute) = 1 P (5 cars or less arrive in one minute)
Thus
P (X > 5) = 1 P (X 5)
= 1 P (X = 0) P (X = 1) P (X = 2) P (X = 3) P (X = 4) P (X = 5)
Each probability can be calculated by the recurrence relation above, starting from P (X = 0).
Calculate the individual probabilities to 5 d.p. and the nal number to 4 d.p.
Answer
If p is quite small then q 1 and npq np. In some problems for which the binomial model is
appropriate, the calculation of the (binomial) probabilities can be tedious and inaccurate. Since
V (X) E(X) it is possible to use a Poisson model to generate probabilities approximately equal
to their binomial counterparts. The decision is either to use an accurate model with tedious (and
probably inaccurate) calculations or to use an approximate model with more easily-calculated
probabilities which will be approximations only. We cannot give a hard-and-fast rule as to how
2. If 250 litres of water are known to be polluted with 106 bacteria what is the prob-
ability that a sample of 1cc of the water contains no bacteria?
(a) Find the probability that there are 4 defective transistors in a batch of 2000.
(b) What is the largest number, N , of transistors that can be put in a box so that
the probability of no defectives is at least 1/2.
r 0 1 2 3 4 5 Sum
P (X = r) 0.04979 0.149361 0.22404 0.22404 0.168031 0.10082 0.91608
999 999
1999 1999 1 1999 2999
P (X = 0) + P (X = 1) = + = 0.9098 (4d.p.)
2000 2000 2 2000 2000
2
3 1
P (X = 0) + P (X = 1) = e 2 = 0.9098 (4 d.p.)
2
Hence P (more than 2 defectives) 1 0.9098 = 0.0902.
=4 P (X = r) = r e /r!
P (X 1) = P (X = 0) + P (X = 1) = e4 + 4e4 = 0.0916
P (X = 0) = e4 = 0.0183
0 e
(b) = N p = N/1000; P (X = 0) = = e = eN/1000
0!
N
eN/1000 = 0.5 = ln(0.5)
1000
N = 693.147 choose N = 693 or less.
= P (X = 0) + P (X = 1) + P (X = 2) + P (X = 3) + P (X = 4)
22 2 23 2 24 2
= e2 + 2e2 + e + e + e = 0.947347
2 3! 4!
Cost c 75 75 50
Inspection costs
P (X = c) 0.947347 0.0526