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Exercise 7.
In summer season, a dealer of desert room cooler can earn Rs.500 per day if the day is hot and can earn Rs.200 per day if
it is fair and loses Rs.60 per day if it is cloudy. Find the expectation if the probability of the day being hot is 0.40, for being fair it is
0.35 and being cloudy it is 0.25?
Exercise 8.
One thousand tickets are sold at $1 each for a color television valued at $350. What is the expected value of the gain if
you purchase one ticket?
Example 5.12, page 264, “Introductory Statistics” by Bluman
( )
n
f(x) = x p q
x nx
( x = 0, 1, 2, … ,n )
The random variable X is called the binomial random variable with parameters and if its probability density function
is of the form
( )
n
f(x) = x p q
x nx
( x = 0, 1, 2, … ,n )
Examples (5)
On a five-question multiple-choice test there are five possible answers, of which one is correct. If a student guesses
randomly and independently.
(i) what is the probability that she is correct only on questions 1 and 4?
(ii) what is the probability that she is correct only on two questions?
Solution (i)
1 4
The probability of a success is p = 5 , and thus 1 p = 5 , therefore, the probability that she is correct on question 1 and 4 is
1 2 4 3 64
P(correct on question 1 and 4) = p2 (1 p)3 = 5 5 = 55 = 0.02048
Solution (ii)
1 2 4 3 64
P(correct on any two questions) = 5C2 p2 (1 p)3 = 10 5 5 = 55 = 0.2048
Mean and Variance
The mean and variance of the binomial distribution b(x; n, p) are
= np and 2 = npq
Examples (6)
Tests for impurities commonly found in drinking water from private wells showed that 30% of all wells in a particular
county have impurity A. If a random sample of five wells is selected from the large number of wells in the county, what is the
probability that:
3 Discrete Random Variables and their Probability Distributions (4)
p(y) = ( ny ) p q
y ny
5!
when n = 5, p = 0.3 and y = 3, p(3) = 3!2! (0.3)3 (0.7)2 = 0.13230
The number of events that occur in one unit of time, area, or volume is independent of the number that occurs in
other units.
The mean (or expected) number of events in each unit will be denoted by the Greek letter meu,
The Mean and Variance
Mean = and 2 =
is called the parameter of a Poisson distribution.
Examples (8)
In a certain industrial facility, accidents occur infrequently. It is known that the probability of an accident on any given day
is 0.005 and accidents are independent of each other.
(a) What is the probability that in any given period of 400 days there will be an accident on one day?
(b) What is the probability that there are at most three days with an accident? (Walpole Example 5.19)
Solution
Let X be a binomial random variable with n = 400 and p = 0.005. Thus, np = 2.
Using the Poisson approximation,
(a) P(X = 1) = e−221 = 0.271 and
3
(b) P(X ≤ 3) = e-22x/x! = 0.857
x=0
Examples (9)
In a manufacturing process where glass products are made, defects or bubbles occur, occasionally rendering the piece
undesirable for marketing. It is known that, on average, 1 in every 1000 of these items produced has one or more bubbles. What is
the probability that a random sample of 8000 will yield fewer than 7 items possessing bubbles?
Solution
This is essentially a binomial experiment with n = 8000 and p = 0.001. Since p is very close to 0 and n is quite large, we
shall approximate with the Poisson distribution using
= (8000)(0.001) = 8.
Hence, if X represents the number of bubbles, we have
6
P(X < 7) = b(x; 8000, 0.001) ≈ p(x;8) = 0.3134.
x=0
Examples (10)
If there are 200 typographical errors randomly distributed in a 500-page manuscript, find the probability that a given page
contains exactly 3 errors. (Bluman Example 5.27)
Solution
First, find the mean number of errors. Since there are 200 errors distributed over 500 pages, each page has an average
of
200 2
= 500 = 5 = 0.4
xe- (0.4)3e-0.4
P(X; ) = x! = 3! = 0.0072
Thus, there is less than a 1% chance that any given page will contain exactly 3 errors.
Examples
For the case of the thin copper wire, suppose that the number of flaws follows a Poisson distribution with a mean of 2.3
flaws per millimeter.
(i) Determine the probability of exactly two flaws in 1 millimeter of wire.
Let X denote the number of flaws in 1 millimeter of wire. Then, E(X) = 2.3 flaws and
e-2.3 (2.3)2
P(X = 2) = 2! = 0.265
(ii) Determine the probability of 10 flaws in 5 millimeters of wire.
Let X denote the number of flaws in 5 millimeters of wire. Then, X has a Poisson distribution with
E(X) = 5 mm 2.3 flaws/mm = 11.5 flaws
e-11.5 (11.5)10
Therefore P(X = 10) = 10! = 0.113
(iii) Determine the probability of at least one flaw in 2 millimeters of wire.
Let X denote the number of flaws in 2 millimeters of wire. Then, X has a Poisson distribution with
E(X) = 2 mm 2.3 flaws/mm = 4.6 flaws
Therefore,
P(X 1) = 1 P(X = 0) = 1 e-4.6 = 0.9899
3 Discrete Random Variables and their Probability Distributions (6)
Practical Interpretation: Notice that when a probability was requested for 2 mm of wire 2 was adjusted to 4.6, the mean
number of flaws in 2 mm. With such adjustments, probabilities can be calculated for intervals of any size.
Examples (11)
Suppose that number Y of a company’s employees absent on Mondays has approximately a Poisson probability
distribution. Furthermore, assume that the average number of Monday absent is 2.5.
(a) Find the mean and the standard deviation of Y, the number of employees absent on Monday.
(b) Find the probability that exactly 5 employees are absent on a given Monday.
(c) Find the probability that 2 or more employees are absent on a Monday.
Solution
a) The mean and variance of a Poisson random variable are both equals to . Thus, for this example
= = 2.5 and 2 = = 2.5
then the standard deviation is
= 2.5 = 1.58
b) We want the probability that exactly 5 employees are absent on Monday.
ye-
The probability distribution for y is P(y) = y!
Then, since = 2.5, y = 5 and e-2.5 = 0.082085
(2.5)5e-2.5 (2.5)2 (0.082085)
P(5; 2.5) = 5! = 5 . 4 . 3 . 2 . 1 = 0.067
c) to find the probability that two or more employees or absent on Monday,
we need to find
P(y 2) = P(2) + P(3) + P(4) + … = P(y)
y=2
In order to find the probability of this event, we must consider the complementary event.
Thus, P(y 2) = 1 – P(y 1) = 1 – [P(0) + P(1)]
(2.5)0e-2.5 (2.5)1e-2.5 1 . (0.082085) (2.5)2 (0.082085)
=1- 0! - 1! = 1 - 1 - 1 = 1 – 0.287 = 0.713
According to our Poisson model, the probability that two or more employees are absent on Monday is 0.713.
Examples (12)
The probability that a man aged 50 years will die within a year is 0.01125. What is the probability that of 12 such men at
least 11 will reach their fifty-first birthday?
Solution
Here p = 0.01125 and n = 12. We compute the desired probability by means of Poisson distribution because the
probability of death is very small.
Therefore = np = 12 (0.01125) = 0.135, and the Poisson distribution is
e-0.135(0.135)x
P(x; 0.135) = x!
Now the probability that no person will die, i.e. all the 12 persons will survive, is
(0.135)2 (0.135)3
P(0; 0.135) = e-0.135 = 1 0.135 + 2! 3! + … = 0.8737,
and the probability that 1 person will die, i.e. 11 persons will survive, is
e-0.135(0.135)1
p(1; 0.135) = 1!
= (0.8737) (0.135) = 0.1179
Hence the probability that at least 11 persons will survive
= P(0; 0.135) + p(1; 0.135) = 0.8737 + 0.1179 = 0.9916
(4) The Negative Binomial Probability Distribution
Probability Mass Function
If repeated independent trials can result in a success with probability p and a failure with probability q = 1 − p, then the
probability distribution of the random variable X, the number of the trial on which the kth success occurs, is
P[X = x] = ( xk -- 11 ) p q
k x–k , x = k, k+1, k+2, …
The mean and variance of a negative binomial random variable are, respectively,
k kq
=p and 2 = p2
3 Discrete Random Variables and their Probability Distributions (7)
Examples (1)
For a certain manufacturing process, it is known that, on the average, 10 in every 100 items is defective. What is the
probability that the 20th item inspected is the third defective item found?
Solution
P[X = x] = ( xk -- 11 ) p q
3 5–3
here X = 20th trial containing k = 3rd defective item and p = 10/100 = 0.10
( 20 - 1
) ( ) 19
Therefore, P[X = 3]. = 3 - 1 (0.10)3 (0.90)20 – 3 = 2 (0.10)3 (0.90)17
Exercise 1.
To attach the housing on a motor, a production line assembler must use electrical too to select and tighten four bolts.
Suppose that the probability of setting and tightening a bolt in any 1-second is p = 0.8. if if the assembler fails in the first second,
the probability of success during the second 1-second interval is 0.8, find
(i) probability distribution of X, the length of time until complete housing is attached.
(ii) probability at X = 6
(iii) the mean and variance of X
Exercise 2.
The probability that a person will install a black telephone in a residence is estimated to be 0.3. find the probability that
the 10th phone installed in a new sub-division is the 5th black phone.
Exercise 3.
A Web site randomly selects among 10 products to discount each day. The color printer of interest to you is discounted today.
(a) What is the expected number of days until this product is again discounted?
(b) What is the probability that this product is first discounted again exactly 10 days from now?
(c) If the product is not discounted for the next five days, what is the probability that it is first discounted again 15 days from now?
(d) What is the probability that this product is first discounted again within three or fewer days?
(5) The Geometric Probability Distribution
Probability Mass Function
If repeated independent trials can result in a success with probability p and a failure with probability q = 1 − p, then the
probability distribution of the random variable X, the number of the trial on which the first success occurs, is
P[X = x] = p qx -1 , x = 1, 2, 3, …
The mean and variance of a geometric random variable are, respectively,
1 1-p
=p and 2 = p2
Examples (2)
For a certain manufacturing process, it is known that, on the average, 1 in every 100 items is defective. What is the
probability that the fifth item inspected is the first defective item found?
Solution
Using the geometric distribution with x = 5 and p = 0.01, we have
P[X = x] = p qx -1 , x = 1, 2, 3, …
P[X = 5] = (0.01)(0.99)4 = 0.0096.
Geometric and Negative Binomial Distributions
Exercise 4.
The probability of a successful optical alignment in the assembly of an optical data storage product is 0.8. Assume the
trials are independent.
(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 probability that the first successful alignment requires at least four trials?
(Douglas Montgomery 3rd Problem 3.73)
Exercise 5.
A particularly long traffic light on your morning commute is green 20% of the time that you approach it. Assume that each
morning represents an independent trial.
(i) What is the probability that the first morning that the light is green is the fourth morning that you approach it?
(ii) What is the probability that the light is not green for 10 consecutive mornings?
(Douglas Montgomery 3rd Problem 3.73 and 3.75)
Exercise 6.
For a certain manufacturing process, it is known that, on the average, 1 in every 100 items is defective. What is the
probability that the fifth item inspected is the first defective item found?
(Douglas Montgomery 5th Example 5.15)
3 Discrete Random Variables and their Probability Distributions (8)
P(X = x) =
(x) (n-x)
r N-r