Chapter 5 Page 1 of 4

Chapter 5 Discrete Probability Distributions

5.3-5.4 The Binomial Distribution

In a binomial experiment, we have two possible outcomes labeled “success” and “failure.”

Properties of a binomial experiment-

(i) There are n independent trials, each one results in either a success (S) or a failure (F).
(ii) The probability of success, , remains constant over trials.
(iii) The random variable of interest, X, is the number of successes in n trials.

Definition: A random variable X has a binomial distribution, if and only if its probability
n
distribution is given by b( x; n,  ) =    x (1 −  ) n − x , for x = 0, 1, 2, …, n.
 x
n and  are called parameters. Note that b( x; n,  ) = b(n − x; n,1 −  ) .

Problem 42 page 171

P(X = 5) = b(5; 6 0.7) = b(1; 6, 0.3) = 6 C1 (.3)1 (.7)5 = 0.302526. From Table I, b(1; 6, .3) = .3025

Problem 43 page 171

P(X = 6) = n C x x (1 −  ) n − x = 15
C6 (.4) 6 (.6)9 = 0.2065976. From Table I, P(X = 6) = 0.2066

Problem 44 page 171

n = 18,  = 0.5
(a) P(X = 10) = b(10; 18, 0.5) = 0.1669
(b) P( X  10) = 0.1669 + 0.1214 + … + 0.0001 = 0.4073
(c) P( X  8) = 0.0000 + 0.0001 + … + 0.1669 = 0.4073

The mean and variance of the binomial distribution are  = n and  2 = n (1 −  ) .

The moment generating function of the binomial distribution is given by M X (t ) = (1 −  +  et )n .
Proof: M X (t ) = E(etX ) = nCx x (1 −  )n− x ex = nCx ( et ) x (1 −  )n− x = (1 −  +  et )n

When n =1, the binomial distribution reduces to Bernoulli distribution P( X = x) =  x (1 −  )1− x ,

for x = 0, 1.

5.5 The Negative Binomial Distribution

This distribution is used to represent the number of trials on which the kth success occurs.
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Definition: A random variable X has a negative binomial distribution, if and only if its
 x − 1 k
  (1 −  ) for x = k, k + 1, k + 2, …
x−k
probability distribution is given by P( X = x) = 
 k − 1 
x = number of trials before the kth success and  = probability of success.

If one obtains the kth success on the xth trial, there are k – 1 success on the first x – 1 trials.
 x − 1  k −1
b(k − 1; x − 1,  ) =    (1 −  ) and since the probability of success on the k trial is , the
x−k th

 k − 1 
 x − 1 k
  (1 −  ) .
x−k
probability of kth success on xth trial is 
 k − 1

The mean and variance of the negative binomial distribution are  = k /  and  2 = k (1 −  ) /  2 .
k
  et 
The moment generating function of negative binomial distribution is M X (t ) =  t 
.
 1 − (1 −  ) e 
Proof: Note that x=k Ck −1 (1 −  ) = [(1 −  ) /(1 − (1 −  ))]
 x −1 x k

k
 x − 1 k     x − 1   et 
 k 
M X (t ) =    (1 −  ) e = 
x − k tx
   [(1 −  ) e t x
] =  t 
x = k  k − 1  1−  x = k  k − 1  1 − (1 −  )e 

If y = number of “failures” until n “successes” and  = the probability of failure, we have

 n + y − 1 y
f ( y) =    (1 −  ) , y = 0, 1, 2, …, another form of negative binomial distribution.
n

 y 

When k = 1, the negative binomial distribution reduces to the geometric distribution

P( X = x) =  (1 −  ) x −1 , x = 1, 2, 3, ... [x = number of trials until the first success]

Problem 58 page 172

 8 − 1
(a) x = 8, k = 5,  = 0.75 and so P( X = 8) =  5 8−5
 (.75) (.25) = 0.129776
 5 − 1
 15 − 1
(b) x = 15, k = 10,  = 0.75 and so P ( X = 15) =  10
 (.75) (.25)
15 −10
= 0.110097
10 − 1

5.6 The Hypergeometric Distribution

We have n dependent trials. Unlike the binomial distribution where probability remains constant,
it changes from trial to trial for the hypergeometric distribution.

Definition: A random variable X has a hypergeometric distribution if and only if its probability
distribution is given by
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 k  N − k   N 
P ( X = x) = h( x; n, N , k ) =       , for x = 0, 1, 2, …, n, x  k and n – x  N – k.
 x n − x   n 
In sampling without replacement, the number of success in n trials is a random variable having a
hypergeometric distribution with parameters n, N, and k.

The mean and the variance of the hypergeometric distribution are  = nk / N and
 2 = (nk / N )(1 − k / N )( N − n) /( N − 1) .

Binomial Approximation to Hypergeometric:

When N is large and n is small (i.e. when n  5% of N or n/N  0.05), we use the binomial
distribution to approximate the hypergeometric distribution. The parameters of the binomial
distribution will be n and  = k/N.

Problem 64 page 173

N = 16, k = 10, N – k = 6, n = 3
10  6  16  10   6   16 
(a) P( X = 0) =      (b) P ( X = 1) =      
 0  3   3   1  2 3
10  6  16  10  6  16 
(c) P( X = 2) =      (d) P( X = 3) =     
 2  1   3   3  0  3

Problem 68 page 173

N = 80, k = 4, N – k = 76, n = 3
 4  76   80 
(a) P( X = 1) =      = 0.13875
 1  2   3 
(b) Binomial approximation: n = 3,  = k/N = 1/20. P( X = 1) = 3C1 (1/ 20)1 (19 / 20)2 = 0.135375

5.7 The Poisson Distribution

The Poisson distribution is a limiting form of the binomial distribution.

Definition: A random variable X has a Poisson distribution if and only if its probability
distribution is given by P( X = x) =  x e−  / x !, for x = 0, 1, 2, ….
The parameter  is called the mean of the distribution. The Poisson distribution provides a good
approximation to the binomial when n  20 and   0.05.

The mean and variance of the Poisson distribution are  =  and  2 =  .

The moment generating function of the Poisson distribution is given by M X (t ) = e ( e −1)
t
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[ Some applications: number of typing errors per page; number of telephone calls per hour;
number of home injuries over time; number of bugs per leave; number of passengers, excluding
driver, per car]

Problem 77 page 173

 = 3.3 and P( X = 2) =  x e−  / x ! = (3.3) 2 e−3.3 / 2 .

Problem 72 page 173

n = 150,  = 0.014 and P( X = 2) = 150
C2 (.014)2 (.986)148 = 0.2718
 = n = (150)(.014) = 2.1 and P( X = 2) =  x e−  / x ! = (2.1) 2 e−2.1 / 2 = 0.2700