Communication Network

Group 1 (Probability and Stochastic Process)

Kevin (1706064694)
Muhammad Rifqi Haryadi P (1706064776)
M. Reyhanfasya (1706064763)
Rivaldo Varianto (1706064795)
Stefanus Adhika Pradhana (1706064826)

Lecturer: Ir. Gunawan Wibisono M.Sc., Ph. D.

 Outline
1. Concept of Probability
2. Random Variable and Probability
Distribution
3. Discrete Distribution
4. Continuous Distribution
1. Concept of Probability

https://study.com/academy/lesson/what-is-probability-in-math-definition-lesson-quiz.html
Concept of Probability

● A probability is a number that reflects the chance or likelihood that a particular event
will occur. Probabilities can be expressed as proportions that range from 0 to 1, and they
can also be expressed as percentages ranging from 0% to 100%. A probability of 0 indicates
that there is no chance that a particular event will occur, whereas a probability of 1
indicates that an event is certain to occur. A probability of 0.45 (45%) indicates that
there are 45 chances out of 100 of the event occurring.

● The concept of probability can be illustrated in the context of a study of obesity in

children 5-10 years of age who are seeking medical care at a particular pediatric
practice. The population (sampling frame) includes all children who were seen in the
practice in the past 12 months and is summarized below.

Age (years)
5 6 7 8 9 10 Total
Boys 432 379 501 410 420 418 2,560
Girls 408 513 412 436 461 500 2,730
Totals 840 892 913 846 881 918 5,290
 Unconditional Probability

If we select a child at random (by simple random sampling), then each child has the same
probability (equal chance) of being selected, and the probability is 1/N, where N=the
population size. Thus, the probability that any child is selected is 1/5,290 = 0.0002. In
most sampling situations we are generally not concerned with sampling a specific individual
but instead we concern ourselves with the probability of sampling certain types of
individuals.
For example, what is the probability of selecting a boy or a child 7 years of age? The
following formula can be used to compute probabilities of selecting individuals with
specific attributes or characteristics.

P(characteristic) = # persons with characteristic / N

If we select a child at random, the x

Try to figure these out before looking at the answers: The probability of selecting a child who is 7
P(boy
P(atwho
leastis810
probability years
years of
thatofwe age)
select
age) = a418/5,290
= (846 boy is
+ 881+ =
1.What is the probability of selecting a boy?Answer years of age is P(7 years of age) = 913/5,290
computed as follows
918)/5,290 0.079.
P(boy) = 2,560/5,290
= 2,645/5,290 = 0.500. =
2.What is the probability of selecting a 7 year-old? Answer = 0.173.
0.484 or 48.4%.
3.What is the probability of selecting a boy who is 10 years of age? Answer
4.What is the probability of selecting a child (boy or girl) who is at least 8 years of age? Answer
Conditional Probability
Each of the probabilities computed in the previous section (e.g., P(boy), P(7 years of age))
is an unconditional probability, because the denominator for each is the total population
size (N=5,290) reflecting the fact that everyone in the entire population is eligible to be
selected. However, sometimes it is of interest to focus on a particular subset of the
population (e.g., a sub-population). For example, suppose we are interested just in the
girls and ask the question, what is the probability of selecting a 9 year old from the
sub-population of girls? There is a total of NG=2,730 girls (here NG refers to the population
of girls), and the probability of selecting a 9 year old from the sub-population of girls is
written as follows:
P(9 year old | girls) = # persons with characteristic / N
where | girls indicates that we are conditioning the question to a specific subgroup, i.e.,
the subgroup specified to the right of the vertical line.
The conditional probability is computed using the same approach we used to compute
unconditional probabilities. In this case:
P(9 year old | girls) = 461/2,730 = 0.169. x
P(boy | 6 years of age) = 379/892 = 0.425.
Thus
This also means that 16.9% of the girls are 9 years of age. Note that 42.5%is not the
this of the 6 year olds are boys
same
(57.5% of the 6which
as the probability of selecting a 9-year old girl from the overall population, year oldsis
are girls).
P(girl who is 9 years of age) = 461/5,290 = 0.087.
Try to figure these out before looking at the answers:
What is the probability of selecting a boy from among the 6 year olds? Answer
2. Random Variable and
Probability Distribution
2.1. Random Variable
The point function X(s) is called random variable if

(a) it is a finite real-valued function defined on

the sample space of a random experiment for which
the probability function is defined, and

(b) for every real number , the set is an event.

 If X is the random

Discrete and
variable associated with
this experiment, then x
takes on two possible

Continous values: 1 and 0. Moreover,

the following statements

Random Variable are equivalent: .

● The outcome is success

● The outcome is 1
● X = 1
 2.2. Probability Distributions
The behavior of a random variable is
characterized by its probability
distribution, that is, by the way
probabilities are distributed over
the values it assumes.
2.2.1. Probability Distribution Function
Given a random experiment with its associated random
variable X and given a real number x, let us consider the
probability of the event {s: X(s)<= x}, or simply, P(X<=x).
This probability is clearly dependent on the assigned value
x.

The function

Is defined as the probability distribution

function (PDF), or simply distribution
function, of X.
●
Properties of PDF
It exists for discrete and continuous random variables
and has values between 0 and 1
● It is a nonnegative, continuous-to-the-left, and
nondecreasing function of the
● real variable x. Moreover, we have

● If and are two real numbers such that a < b, then

This relation is a direct result of the identity

2.2.2. Probability Mass Function for Discrete Random
Variables
2.2.3. Probability Density Function for Continuous
Random Variables
2.2.4. Mixed-Type
Distribution
There are situations in
which one encounters a
random variable that is
partially

discrete and partially

continuous

Ex: Waiting time of

customer at ticket counter
 We note that random variables X and Y can also be
considered as components of a two-dimensional random
vector, say Z. Joint probability distributions
associated with two random variables are sometimes
called bivariate distributions.

2.3. Two or More Random Variables

3.1 Joint Probability Distribution Function
 3.2. Joint Let X and Y be two
discrete random variables

Probability Mass that assume at most a

countably infinite number

Function
of value pairs (xi, yj),
i, j = 1, 2, . . ., with
nonzero probabilities. The
jpmf of X and Y is defined
by that function.
3.3.3. Joint Probability Density Function
As in the case of single random variables, probability
density functions become appropriate when the random
variables are continuous. The joint probability density
function (jpdf) of two random variables, X and Y , is
defined by the partial derivative
https://www.youtube
.com/watch?v=PByj
AyrJu1Y&t=616s
3. Discrete Probability
Distribution
What is a discrete distribution?

A discrete distribution describes the probability of occurrence of each value of a discrete random variable. A discrete random variable
is a random variable that has countable values, such as a list of non-negative integers.

With a discrete probability distribution, each possible value of the discrete random variable can be associated with a non-zero
probability. Thus, a discrete probability distribution is often presented in tabular form.
Discrete Distribution Variance
● Binomial Distribution

● Geometric Distribution

● Negative Binomial

● Hypergeometric Distribution

● Poisson Distribution
Binomial Distribution

The most simple discrete random variable is

one that can take just two values

● There are 2 potential outcomes

● Having 2 variable p (rate of success) and
n (number of trials)
● Probability of success is the same across
all trials
● The number of trial are fixed
● The trial are independent
Binomial Distribution (Example)
According to Statistics Canada life tables, the probability a randomly selected 90 year-old
Canadian male survives for at least another year is approximately 0,82. If twenty 90
year-old Canadian males are randomly selected, what is the probability exactly 18 survive
for at least another year?
Binomial Distribution (Example) continuation
What is the probability that at least 18 survive for a year?
Binomial Distribution (video)
Geometric Distribution
Geometric distribution represents the number of failures before you get a success in a series of
Bernoulli trials. The discrete probability distribution is represented by the probability density
function:
Geometric Distribution (Example)
The distribution with p = 1/2 is appropriate for modeling the number of tosses of a fair coin made until a
head is obtained for the first time, since in this case the “success” probability (the probability of
obtaining a head) is p = 1/2. The probability that a head is obtained for the first time on the fourth coin
toss is therefore

which is simply the probability of obtaining three tails followed by a head.

Geometric distribution (video)
Geometric Distribution (Example)
In a large population of adults, 30% have received CPR training. If
adults from this population are randomly selected, what is the
probability that the 6th person sampled is the first that has
received CPR training?
Geometric Distribution (Example)
What is the probability that the first person trained in CPR occurs on or before the
3rd person sampled?
Poisson Distribution

Describing the number of events in

a fixed time interval.

● Requires only one parameter 𝝺

(expected number of events)
● Bounded from 0 until
● The rate of event occur is
constant
● The occurrence of an event does
not affect subsequent event (i.e
the time between events)
Poisson Distribution (Example)
One nanogram of Plutonium-239 will have an average of 2.3 radioactive decays
per second, and the number of decays will follow a Poisson distribution. What
is the probability that in a 2 second period there are exactly 3 radioactive
decays?
Poisson Distribution (Example)
What is the probability that there are no more than 3
radioactive decays? (λ=4,6)
Poisson Distribution (video)
What is a Negative Binomial Distribution?
A negative binomial distribution (also called the Pascal Distribution) is a discrete probability distribution
for random variables in a negative binomial experiment.

The random variable is the number of repeated trials, X, that produce a certain number of successes, r. In
other words, it’s the number of failures before a success. This is the main difference from the binomial
distribution: with a regular binomial distribution, you’re looking at the number of successes. With a
negative binomial distribution, it’s the number of failures that counts.

Why is it called a Negative Binomial Distribution?

Example: Take a standard deck of cards, shuffle them, and choose a card. Replace the card and repeat until
you have drawn two aces. Y is the number of draws needed to draw two aces. As the number of trials isn’t
fixed (i.e. you stop when you draw the second ace), this makes it a negative binomial distribution.

When we hear the term negative, we might think that a positive distribution is flipped over the x-axis,
making it negative. However, the “negative” part of negative binomial actually stems from the fact that one
facet of the binomial distribution is reversed: in a binomial experiment, you count the number of Successes
in a fixed number of trials; in the above example, you’re counting how many aces you draw. In a negative
binomial experiment, you’re counting the Failures, or how many cards it takes you to pick two aces.
The Negative Binomial Formula
Solving Negative Binomial Experiment Problems
 Negative Binomial
The following notation can be helpful, when we talk about negative binomial
probability.

■ x: The number of trials required to produce r successes in a negative binomial

experiment.
■ r: The number of successes in the negative binomial experiment.
■ P: The probability of success on an individual trial.
■ Q: The probability of failure on an individual trial. (This is equal to 1 - P.)
■ b*(x; r, P): Negative binomial probability - the probability that an x-trial negative
binomial experiment results in the rth success on the xth trial, when the
probability of success on an individual trial is P.
■ nCr: The number of combination of n things, taken r at a time.
Negative Binomial (Example)
A person conducting telephone surveys must get 3 more completed surveys before
their job is finished. On each randomly dialed number, there is a 9% chance of
reaching an adult who will complete the survey. What is the probability the
3rd completed survey occurs on the 10th call?
Negative Binomial (video)
Hypergeometric Distribution
Probability Distribution of number
● Equivalent to the binomial distribution of spades in a 5-card poker hand
but without replacement
● The probability of Success changes with
each draw
● Defined by 3 parameters (in the case of
spade cards) :
○ N : Total population size (52)
○ S : Total items of interest in a
population (13)
○ n : Sample size (5)
○ X : Number of “success” in the
sample
Hypergeometric Distribution (Example)
Suppose a large urn contains 400 red marbles and 600 blue marbles. A random
sample of 10 marbles is drawn without replacement. What is the probability
exactly 3 are red?
Hypergeometric Distribution (video)
4. Continuous Probability
Distribution
Continous Probability Distribution
Continuous probability distribution is a type of distribution that deals with continuous
types of data or random variables. If the distribution of X is continuous, then X is called a
continuous random variable. There are many examples of continuous probability
distributions: Normal Distribution, Uniform Distribution, Exponential Distribution and
Gamma Distribution
Normal Distribution
Normal distribution, also known as the Gaussian
distribution, is a probability distribution that is
symmetric about the mean, showing that data near
the mean are more frequent in occurrence than data
far from the mean

The normal distribution is useful because of the

central limit theorem. In its most general form, under
some conditions (which include finite variance).

The Central Limit Theorem states that the

sampling distribution of the sample means
approaches a normal distribution as the sample size
gets larger
Normal Distribution
Properties of a normal distribution:

● The mean, mode and median are all equal.

● The curve is symmetric at the center (i.e.

around the mean, μ).

● Exactly half of the values are to the left of

center and exactly half the values are to the
right.

● The total area under the curve is 1.

Uniform Distribution
A uniform distribution, also called a rectangular
distribution, is a probability distribution that has constant
probability.

This distribution is defined by two parameters, a and b:

● a is the minimum.
● b is the maximum.

The distribution is written as U(a,b), and the graph here

shows the distribution with a=1 and b=3:
Like all probability distributions for continuous random
variables, the area under the graph of a random variable is
always equal to 1. In the graph, the area is:
A = P(x)* x = 2 * 0.5 = 1.
 Exponential Distribution
The Exponential distribution is a probability
distribution that describes time between events in a Poisson
process.

The exponential distribution is not the same as the

class of exponential families of distributions, which is a large
class of probability distributions that includes the
exponential distribution as one of its members, but also
includes the normal distribution, binomial distribution,
gamma distribution, Poisson,
 Exponential Distribution

Memoryless Property:
This distribution has a memoryless property, which means it
“forgets” what has come before it. In other words, if you
continue to wait, the length of time you wait neither
increases nor decreases the probability of an event
happening. Any time may be marked down as time zero.
Gamma Distribution
The gamma distribution is a family of
right-skewed, continuous probability distributions.
These distributions are useful in real-life where
something has a natural minimum of 0. For
example, it is commonly used in finance, for
elapsed times, or during Poisson processes.
Gamma Distribution
Gamma Distribution PDF

If X is a continuous random variable then the probability distribution function is:

Where
Γ(x) = the gamma function.

α = The shape parameter.

β (sometimes θ is used instead) = The rate parameter (the reciprocal of the scale parameter).
 Gamma Distribution
α and β are both greater than 1.

When α = 1, this becomes the exponential

distribution.

When β = 1 this becomes the standard

gamma distribution.

Alpha and beta define the shape of

the graph. Although they both have an
effect on the shape, a change in β will
show a sharp change, as shown by the
pink and blue lines in the graph