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MA2001D M ATHEMATICS III: L ECTURE 9

Instructor: Vibhuti Arora

Department of Mathematics
National Institute of Technology Calicut

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1 B INOMIAL D ISTRIBUTION

2 G EOMETRIC D ISTRIBUTION

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Binomial Distribution

E XERCISE
E XAMPLE
Ten fair coins are thrown simultaneously. Find the probability of
getting at least seven heads.

S OLUTION
Let p= probability of getting a head=1/2 and q= probability of
getting a tail=1/2.
The probability of getting x heads in a random throw of 10 coins
is  x  10−x
10 1 1
P(X = x) = f (x) = Cx .
2 2
The probability of getting at least seven heads =
P(X ≥ 7) = P(X = 7) + P(X = 8) + P(X = 9) + P(X = 10).

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Binomial Distribution

If X and Y are independent random variable with MGF MX (t)

and MY (t), then
MX+Y (t) = MX (t)MY (t).

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Binomial Distribution

A DDITIVE P ROPERTY OF B INOMIAL D ISTRIBUTION :

Let X ∼ B(n1 , p1 ) and Y ∼ B(n2 , p2 ) are independent random
variable. Then

MX (t) = (q1 + p1 et )n1 and MY (t) = (q2 + p2 et )n2 .

What is the distribution of X + Y?

If p1 = p2 = p, then we get X + Y ∼ B(n1 + n2 , p).

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Geometric Distribution

G EOMETRIC D ISTRIBUTION

O BSERVATION
Conduct a sequence of Bernoulli trials until first success. The
sample space is

Ω = {S, FS, FFS, FFFS, . . . }

and random variable X=The number of trials needed for the first
success={1, 2, 3, . . . }.

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Geometric Distribution

G EOMETRIC D ISTRIBUTION

D EFINITION :
A discrete random variable X is said to follow the Geometric
distribution with parameter p, written as X ∼ Geometric(p), if its
p.m.f. is given by

fX (x) = p(1 − p)x−1 , for x = 1, 2, 3, . . . .

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Geometric Distribution

E XAMPLE 1
Suppose a dice is repeatedly rolled until "3" is obtained. Then
the probability of getting "3" is p = 1/6 and the random variable,
X, can take on a value of 1, 2, 3, . . . , until the first success is
obtained.

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Geometric Distribution

G EOMETRIC D ISTRIBUTION

P ROPERTIES :
• E(X) = 1/p.
1−p
• Var(X) = .
p2
pet
• MX (t) = .
1 − (1 − p)et
• FX (x) = 1 − (1 − p)x for x = 1, 2, 3, . . . .

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– End –

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