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You are on page 1of 4

Text Ref: MBB Ch4,pp163-172, Ch5, pp183-204

P(X = x) 1/6 1/6 1/6 1/6 1/6 1/6

Tossing a coin

A balanced coin is tossed three times. Let X be the total Note: This is a discrete probability distribution.

number of heads. Then:

• Event TTT, ⇒ event X = 0 Distribution functions

Whenever possible we try to write probability

• Event HTT, THT, TTH, ⇒ event X = 1 distributions in the form of mathematical formulae

which enable us to calculate the probabilities associated

• Event HHT, HTH, THH, ⇒ event X = 2

with each value of the random variable. In the above

• Event HHH, ⇒ event X = 3 example we can write the probability distribution as:

P(X = x) = , x = 1, 2, 3, 4, 5, 6 (1)

call X a random variable. 6

where P(X = 1) is the probability of getting 1, P(X = 2)

Random variable

is the probability of getting 2, etc.

Deﬁnition

A random variable is a function that associates a real Distribution constraints

number with each point in the sample space. It is called For a discrete random variable X, the probability

discrete if its possible values are countable and is called distribution should satisfy the following conditions:

continuous if its values are continuous.

1. Each probability value should be between 0 and 1

In most practical problems, continuous random

(can equal 0 or 1).

variables represent measured data, such as heights,

weights, temperatures, distances etc. whereas discrete 2. The sum of all the probability values should equal

random variables represent countable data, such as: 1.

• the no. of defectives in a sample of n items Two most important characteristics of a random

variable X are its expected value (or mean), denoted by

• the no. of computers in a computer laboratory

E[X] or µ, and its variance, denoted by Var(X) or σ2.

• the no. of highway fatalities per year in a given The expected value is a measure of the location of the

state. distribution of X, while the variance is a measure of its

spread. When ever probability distributions are

• the no of admissions to a hospital intensive care discussed we make reference to the population.

unit

We ﬁrst discuss some discrete random variables. Mean (Expected value) of a Discrete Probability

Continuous random variables will be studied next. Distribution

Given a discrete random variable X with values

Probability Distribution x1 , x2 , . . . , xn that occur with probabilities

This is a correspondence which assigns probabilities to p(x1 ), p(x2 ), . . . , p(xn ) respectively 1 , then Expected

the values of a random variable. Value of X, E(X) is deﬁned as:

Example 1. Consider rolling a balanced die. Let X = ∑

n

value on the upper side. Then the probability E[X] = µ = xi p(xi ) (2)

distribution, P(X = x) can be written as: i=1

1 Each item in the list is matched to the other list in the same order

1

Random Variables and Probability Distributions 300700 Statistical Decision Making

Note that if∑p(xi ) is computed as 3. What is the probability that a guest stays 5 nights or

n

count(xi )/ i=1 count(xi ) then: more?

∑

n

x count(xi ) ∑ si m 4. Calculate the mean (µ) and standard deviation (σ)

E[X] = ∑ni = (3) of the number of nights for which guest stay.

i=1 i=1 count(xi ) i=1

m

This is the equation for computing the mean from a

sample given in previous lectures. distributions

Two Discrete Probability Distributions

Variance of a Discrete Probability Distribution

There are several diﬀerent types of popular

The variance of a random variable Var(X) is deﬁned as

2 distributions that can be used when the numerical data

the expected value of (X − µ) and hence given by: is of a discrete nature. We will look at two of them.

2

∑

n

2 • Binomial distribution

Var(X) = σ2 = E[(X − µ) ] = (xi − µ) p(xi ) (4)

i=1 • Poisson distribution

If we know the expected value of X and the expected

value of X2 , we can compute the variance using the The Binomial distribution

computational formula: Binomial Distribution

σ2 = E[X2 ] − E[X]2 (5) Binomial experiment

∑n A binomial experiment is one that possesses the

where µ = E[X] and E[X2 ] = i=1 x2i p(xi ). following properties.

Compute the mean and standard deviation • The experiment consists of n trials

Problem 2. Consider the following probability • Each trial results in one of two outcomes, denoted

distribution: by a success or a failure.

• The probability of a success on a single trial is

x 0 1 2 3 4

equal to p and the probability of a failure is

P(X = x) 0.1 0.2 0.4 0.2 0.1

q = 1 − p. Also p remains constant from one trial

to the next.

1. Check if it is a valid probability distribution

• The trials are independent, i.e., the outcome of

2. Find the mean and standard deviation of the

one trial does not inﬂuence the outcome of any

probability distribution.

other trial

of successes observed during the n trials.

Problem 3. A Barrier Reef resort is interested in the

length of stay of its guests. The following is the probability

distribution of the number of nights that guests stay Binomial examples

(denoted by X). Consider the following examples:

P(X = x) 0.05 0.25 0.35 0.20 0.10 ? heads obtained.

• A worn machine tool produces 1% defective

1. If these are the only numbers of nights for which parts. Let X be the number of defective parts in

guests stay,what is the probability that a guest will the next 25 parts produced.

stay 9 nights?

In each of these experiments:

2. What is the probability that a guest stays 5 nights or

less? • we have a series of trials

2

300700 Statistical Decision Making Random Variables and Probability Distributions

• the outcome from each trial either meets the Defective computers

criterion deﬁned by X, or it does not

Problem 7. The defective rate of new computers is 5%.

• each trial is independent, i.e., the outcome from Find the probability that in a batch of 10 computers, one is

one trial has no eﬀect on the outcome to be defective.

obtained from another trial.

The Poisson distribution

Binomial experiment

Poisson random variables

Example 4. Consider tossing a fair coin 5 times and

observing the number of Heads appearing (successes). Poisson experiment

Here the random variable X is the number of Heads. This is an experiment yielding the number of

Hence it has the values 0, 1, 2, 3, 4, 5. occurrences of a certain event during a given time

Since it is a fair coin, interval or in a speciﬁed region.

p = P(success) = P(getting a Head) = 1/2

Occurences of the event are independent and random.

The probability of getting x successful outcomes from

• the no. of telephone calls per hour received by an

the n trials, can be calculated from the binomial

oﬃce;

distribution as:

n! • the no. of accidents per year on a highway;

n−x

P(X = x) = px (1 − p) , x = 0, 1, . . . , n

x!(n − x)! • the no. of typing errors per page.

(6)

• the no. of hits on a website,

Mean and variance • the no of red cells in 1ml of blood

In the Binomial distribution the mean of X, E[X] = np

and the variance of X, Var(X) = np(1 − p). Poisson distribution

Let X be the number of occurrences in a Poisson

Binomial probabilities experiment. Then X is called a Poisson random variable

with probability distribution function given by:

Problem 5. If the random variable X has a Binomial

distribution with n = 6, p = 0.3, ﬁnd P(X = 2) and e−µ µx

P(X ≤ 3). P(X = x) = x = 0, 1, 2, . . . (7)

x!

Check the above solutions using Binomial tables in the

textbook (Table 1, pg 680) where µ is the average number of occurrences in a given

time interval, x is the number of occurrences in the

given time interval.

Getting a job

Mean and variance

Problem 6. A student majoring in science at a certain If X follows a Poisson distribution, the mean of X,

university is trying to decide on the number of ﬁrms to E[X] = µ, and the variance of X, Var(X) = µ.

which she should apply for a job. Given her work

experience, academic results etc., she has been told by an

Web site popularity

employment agent that she can expect to receive a job

oﬀer from 75% of the ﬁrms to which she applies. Due to Problem 8. Hits on a personal Website occur randomly

time constraints, the student applied to 5 ﬁrms only. and independently with an average of 5 hits per week.

Assuming the employment agent’s estimate is correct, ﬁnd

the probability that the student receives: 1. Find the probability that the site gets 8 hits per week.

1. no oﬀers 2. Find the probability that the site gets more than 2

hits in two weeks.

2. 2 oﬀers

Check the above solutions using Poisson tables in the

3. either 2 or 3 oﬀers (inclusive) textbook (Table 2, pg 686)

3

300700 Statistical Decision Making

be computed from its distribution.

Problem 9. A hospital averages 10 births per month.

1. What is the probability that in a given month; • A Binomial random variable has a sample space of

True or False.

(a) exactly 5 births will occur?

• The Binomial distribution shows the probability

(b) less than 3 births will occur?

of sampling n True events.

(c) at least 2 births will occur?

• A Poisson random variable exists in the natual

2. What is the probability that in any given week, 3

number space {0, 1, 2, . . .}

births will occur?

• The Poisson distribution shows the probability of

Summary an event occurring n times.

• A discrete random variable exists in a countable

Next Week

sample space.

The Normal Distribution and approximations to the

• The probability distribution shows the likelihood Normal

of each event in the sample space. Text Ref: MBB Ch 6, pp219-246

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