NOTES SQQS1043 CHAPTER 2 - Student

SQQS1043
PROBABILITY & STATISTICS
CHAPTER 2
SPECIAL DISCRETE DISTRIBUTION
Various Discrete Distributions
• Uniform distribution
• Bernoulli distribution
• Binomial distribution
• Geometric distribution
• Binomial negative distribution
• Multinomial distribution
• Hypergeometric distribution
• Poisson Distribution
SQQS1043 Statistics and Probability 2

Uniform Distribution
• A uniform distribution is one for which the probability of
occurrence is the same for all values of X.
• It is just one type of special random variable and sometimes
called a rectangular distribution.
• For example, if a fair die is thrown, the probability of
obtaining any one of the six possible outcomes is 1/6.
• Since all outcomes are equally probable, the distribution is
uniform.
• If a uniform distribution is divided into equally spaced
intervals, there will be an equal number of members of the
population in each interval.
• The distribution has a finite number of specified outcomes,
and each outcome is equally likely.
Def.2.1: A random variable X has a discrete uniform

distribution and it is referred to as a discrete uniform
random variable if and only if its probability is given by
1
𝑓 𝑥 = for 𝑥 = 𝑥1 , 𝑥2 , 𝑥3 , … , 𝑥𝑘
𝑘
where 𝑥𝑖 ≠ 𝑥𝑗 , when 𝑖 ≠ 𝑗

• In accordance or Definition 1.9 and 1.10 of moments, the
mean and the variance of a uniform distribution is given by:
𝑘 𝑘
1
𝜇= 𝜇1′ = ෍ 𝑥𝑖 . 𝑓 𝑥 = ෍ 𝑥𝑖 .
𝑘
𝑖=1 𝑖=1
𝑘
1
𝜎2 = 𝜇2 = ෍ 𝑥𝑖 − 𝜇 2.
𝑘
𝑖=1

(special case)
• In a special case where 𝑥𝑖 = 𝑖, the discrete uniform
distribution becomes
1
𝑓 𝑥 = for 𝑥 = 1, 2, … , 𝑘
𝑘
Theorem 2.1:
The mean and the variance of uniform distribution of this
kind are:
2
𝑘+1 2
𝑘 −1
𝜇= , 𝜎 =
2 12
(special case)
Theorem 2.2:
The moment generating function of a uniform
distribution is given by:
𝑒 𝑡 1 − 𝑒 𝑘𝑡
𝑀𝑋 𝑡 =
𝑘 1 − 𝑒𝑡

Bernoulli Distribution
• A Bernoulli process can be described as:
• An experiment has only two possible outcomes such as
‘success’ and ‘failure’ which can be denoted by 1 or 0,
respectively.
• The probability of the two possible outcomes are,
respectively p and 1 − 𝑝 where p is the probability of
success.
Def.2.2: A random variable X has a Bernoulli

distribution and it is referred to as a Bernoulli random
variable if and only if its probability is given by
𝑓 𝑥; 𝑝 = 𝑝 𝑥 1 − 𝑝 𝑛−𝑥 for 𝑥 = 0,1

Bernoulli Distribution
• With respect to the probability, we then have
𝑓 0; 𝑝 = 1 − 𝑝 and 𝑓 1; 𝑝 = 𝑝
where 𝑝 is the parameter and 0 ≤ 𝑝 ≤ 1
Theorem 2.3:
The mean and the variance is given by
𝜇 = 𝑝 and 𝜎 2 = 𝑝 1 − 𝑝
Theorem 2.4:
The moment generating function is given by
𝑀𝑋 𝑡 = 1 − 𝑝 + 𝑝𝑒 𝑡
Binomial Distribution
• The number of X successes in n Bernoulli trials is called a
binomial random variable.
• With n repeated Bernoulli trials, the number of ways in which
we can select the x trials on which there is to be a success is
𝑛
given by = 𝑛𝐶𝑥
𝑥
• Thus, the desired probability for “x successes in n trials” is
𝑛 𝑥
𝑝 1 − 𝑝 𝑛−𝑥
𝑥

• Conditions of a Binomial experiment:
• Each trial can have only two outcomes or outcomes that can
be reduced to two outcomes. These outcomes can be
considered as either success or failure.
• There must be a fixed number of trials.
• The outcomes of each trial must be independent of each
other. In other words, the outcome of one trial does not affect
the outcome of another trial.
• The probability of success is denoted by 𝑝 and that of failure
by 1 − 𝑝. The probabilities 𝑝 and 1 − 𝑝 remain constant for
each trial.

Def.2.3: A random variable X has a Binomial
distribution and it is referred to as a binomial random
𝑛 𝑥 𝑛−𝑥
𝑏 𝑥; 𝑛, 𝑝 = 𝑝 1−𝑝 for 𝑥 = 0,1, … , 𝑛
𝑥
Theorem 2.5:
The mean and the variance of a binomial distribution
is given by
𝜇 = 𝑛𝑝 and 𝜎 2 = 𝑛𝑝 1 − 𝑝 .
Theorem 2.6:
The moment generating function of a Binomial
distribution is given by
𝑀𝑋 𝑡 = 1 + 𝑝 𝑒 𝑡 − 1 𝑛

Example 1:
• Consider an experiment of throwing an unbiased dice 10
times. Find the probability of obtaining even numbers six
times.
Solution:

Using Binomial Probability
Statistical Table
• Based on example 1, the final answer of 𝑏 6; 10,0.5
can be obtained directly from the Binomial table of
probabilities P(X = x)
p
n x .05 .10 .15 .20 … … .45 .50
10 0 .5987 .3487 .1969 .1047 .0025 .0010
1 .3151 .3874 .3474 .2684 .0207 .0098
:
:
6 .0000 .0001 .0012 .0055 .1596 .2051
:

Rules using Statistical Table
• The table used for discussion is based on binomial probability
equal to:
𝑃 𝑋 = 𝑃 𝑋 = 𝑥 = 𝑏 𝑥; 𝑛, 𝑝
where 𝑝 is the prob. of success, ranges from 0 to 0.5
• Thus, the following rules can be used in getting other types of
probabilities.
Rule 1: if event Y has x number of success with probability
p > 0.5, then;
𝑌~𝑏 𝑥; 𝑛, 𝑝 ≡ 𝑋~𝑏 𝑛 − 𝑥; 𝑛, 1 − 𝑝

Rule 2: knowing that 𝑌~𝑏 𝑥; 𝑛, 𝑝 ≡ 𝑋~𝑏 𝑛 − 𝑥; 𝑛, 1 − 𝑝 when
𝑝 > 0.5;
i. The probability of Y equals to x is given by:
𝑃 𝑌 = 𝑥 ≡ 𝑏 𝑛 − 𝑥; 𝑛, 1 − 𝑝
ii. The cumulative probability of Y less than or equals to x is given

by:
𝑃 𝑌 ≤𝑥 ≡𝑃 𝑋 ≥𝑛−𝑥

Example
A recent EPA report notes that 70% of the island residents of Puerto
Rico have reduced their electricity usage sufficiently to qualify for
discounted rates. If ten residential subscribers are randomly selected
from San Juan, Puerto Rico, what is the probability that at least four
qualify for the favorable rates?
Solution:

Class Activity 1
1. Let X be a Bernoulli random variable with parameter
1
𝑝 = . Find its tenth moment.
2
2. If the probability of a defective bolt is 0.1, find the mean and

standard deviation,
a) for the number of defective bolts in a bolt.
b) for the number of defective bolts in a total of 400 bolts.

Class Activity 1
3. In a poll conducted by a research company, 40% of the young
females of 12 to 18 year old said that they expected Country A to
have a female president within 10 years. Suppose a random
sample of 15 females from this age group is selected. Compute
the probabilities that of young female in this sample who expect
a female president within 10 years is;
a) exactly 9
b) at least 11
c) at most 5
d) from 6 to 9
e) in between 4 and 8
f) less than 4

Negative Binomial & Geometric
Distribution
• In connection with repeated Bernoulli trials, we are sometimes
interested in the number of trials on which the kth success
occurs.
• The negative binomial random variable and distribution are
based on an experiment satisfying the following conditions:
• The experiment consists of x repeated trials.
• Each trial can result in just two possible outcomes - a
success and a failure.
• The probability of success, denoted by p, is the same on
every trial i.e. the trials are independent.
• The experiment continues until k successes are observed,
where k is specified in advance.

Negative Binomial & Geometric
Distribution
In the game of craps, you decide to play until you lose 5 games. You wonder
how many games you will play with this termination rule. The probability
of losing any one game is 0.5071.
• The games are a series of independent Bernoulli trials, and the
random variable is the number of wins until the fifth loss.
• For the negative binomial distribution the random variable is
the number of failures before the kth success is observed. The
distribution has two parameters.
• The parameter p is the probability of success on any one
trial
• The parameter k is the number of successes to be observed
before the experiment is complete.
• The geometric distribution is a special case with k equal to 1.

Negative Binomial & Geometric Distribution
If the kth success is to occur on the xth trial, there must be k − 1
successes on the first x − 1 trials, and the probability for this is
𝑥 − 1 𝑘−1
𝑏 𝑘 − 1; 𝑥 − 1, 𝑝 = 𝑝 1 − 𝑝 𝑥−𝑘
𝑘−1
The probability of a success on the xth trial is p, and the

probability that the kth success occurs on the xth trial is,
therefore
𝑥−1 𝑘
𝑝. 𝑏 𝑘 − 1; 𝑥 − 1, 𝑝 = 𝑝 1 − 𝑝 𝑥−𝑘
𝑘−1

Negative Binomial Distribution
Def.2.4: A random variable X has a Negative binomial
distribution and it is referred to as a negative binomial
𝑥−1 𝑘
𝑏 ∗ 𝑥; 𝑘, 𝑝 = 𝑝 1−𝑝 𝑥−𝑘
𝑘−1
for 𝑥 = 𝑘, 𝑘 + 1, 𝑘 + 2, …
• In the literature of statistics, negative binomial distributions

are also referred to as binomial waiting-time distributions or
as Pascal distributions.

Negative Binomial Distribution
Theorem 2.7:
The mean and the variance of the negative binomial
distribution are
𝑘 𝑘 1
𝜇= and 𝜎 =2
−1
𝑝 𝑝 𝑝
Theorem 2.8:
The moment generating function of the negative binomial
distribution are
𝑝𝑒 𝑡 𝑘
𝑀𝑋 𝑡 = , 𝑡 < − 𝑙𝑛(1 − 𝑝)
1 − (1 − 𝑝)𝑒 𝑡 𝑘

Using Binomial Probability Distribution
Table
Theorem 2.9:
Table of binomial probability can be used for determining
negative binomial probabilities by:
∗
𝑘
𝑏 𝑥; 𝑘, 𝑝 = . 𝑏 𝑘; 𝑥, 𝑝
𝑥

Example 2:
Pat is required to sell candy bars to raise money for the 6th grade
field trip. There are thirty houses in the neighborhood, and Pat is
not supposed to return home until five candy bars have been
sold. So the child goes door to door, selling candy bars. At each
house, there is a 0.4 probability of selling one candy bar.
i. What’s the probability of selling the last candy bar at the
11th house?
ii. What’s the probability of Pat finishing on or before the 8th
house?

Solution:

Geometric Distribution
• Since the negative binomial distribution with k = 1 has many
important applications, it is given a special name; it is called
the geometric distribution.
Def.2.5: A random variable X has a Geometric

distribution and it is referred to as a geometric random
𝑔 𝑥; 𝑝 = 𝑝 1 − 𝑝 𝑥−1 for 𝑥 = 1, 2, 3, …

Geometric Distribution
Theorem 2.10:
The mean and the variance of the geometric distribution
are
1 1 1 1−𝑝
𝜇= and 𝜎 =2
−1 = 2
𝑝 𝑝 𝑝 𝑝
Theorem 2.11:
The moment generating function of the geometric
distribution is
𝑝𝑒 𝑡
𝑀𝑋 𝑡 =
1−𝑒 𝑡 1−𝑝
Example 3:
A rat must choose between five doors, one of which contains a
chocolate. If the rat chooses the wrong door, it is returned to the
starting point and chooses again, and continues until it gets the
chocolate. Let X be the trial on which the chocolate is found.
i. What is the probability of the rat getting chocolate on the
first attempt?
ii. What is the probability of the rat getting chocolate on the
2nd attempt?
iii. Find the expected value and variance of X.

Solution:

Multinomial Distribution
• The multinomial distribution is similar to the binomial
distribution, but has the advantage of allowing us to compute
probabilities when there are more than two outcomes
(polytomous outcome).
• Example: die rolls, = {1,2,3,4,5,6}.
• Independence:
• Successive trials are independent; knowing the outcome of
one trial does not help us predict the outcome of any other
trials.
• Constant probability:
• Each trial has the same probability for each possibility.
• 𝑋1 , 𝑋2 , …, 𝑋𝑛 count the number of events of each type.
• n the number of trials is fixed.
Def.2.6: The random variables 𝑋1 , 𝑋2 , …, 𝑋𝑛 has a
Multinomial distribution and they are referred to as
multinomial random variables if and only if their joint
probability distribution is given by
𝑛 𝑥 𝑥 𝑥
𝑓 𝑥1 , 𝑥2 , … , 𝑥𝑘 : 𝑛, 𝑝1 , 𝑝2 , … , 𝑝𝑘 = 𝑥 , 𝑥 , … , 𝑥 . 𝑝1 1 . 𝑝2 2 . …. 𝑝𝑘 𝑘
1 2 𝑘
𝑘
𝑛! 𝑥
= . ෑ 𝑝𝑖 𝑖
ς𝑘𝑖=1 𝑥𝑘 !
𝑖=1
for 𝑥𝑖 = 0,1,2, … 𝑛 for each i,

where σ𝑛𝑖=1 𝑥𝑖 = 𝑛 and σ𝑘𝑖=1 𝑝𝑖 = 1
Theorem 2.12:
The mean and the variance of the multinomial distribution are
𝜇𝑖 = 𝑛𝑝𝑖 and 𝜎𝑖2 = 𝑛𝑝𝑖 1 − 𝑝𝑖
Theorem 2.13:
The moment generating function of the multinomial
distribution is
𝑛
𝑘
𝑀𝑋 𝑡 = ෍ 𝑝𝑖 𝑒 𝑡𝑖
𝑖=1
Example 4
In a music store, a manager found that the probabilities that a
person buys zero, one, or two or more CDs are 0.3, 0.6, and 0.1,
respectively. If six customers enter the store, find the probability
that one won’t buy any CDs, three will buy one CD, and two will
buy two or more CDs.
Solution:
36
SQQS1043 Statistics and Probability
Hypergeometric Distribution
• The hypergeometric distribution is a distribution of a variable
that has two outcomes when sampling is done without
replacement.
• When sampling is done without replacement, the binomial
distribution does not give exact probabilities, since the trials are
not independent.
• The smaller the size of the population, the less accurate the
binomial probabilities will be.
• Thus, hypergeometric distribution is used when:
• Sampling is done without replacement.
• Non-Independence, Non-constant Probability: 𝑀 Successive
trials are dependent; every trial changes the sample space
and probabilities for the subsequent trials.
• 𝑥 counts the number of successes in n fixed trials.
• Given a population with only two types of objects (females and males, defective
and non-defective, etc.) such that there are M items of one kind and (N-M) items
of another kind and equals the total population.
• The probability of selecting without replacement a sample of size n with x items
of type M and (n-x) items of type (N-M) is given by
𝑀 𝑁−𝑀
𝑥 𝑛−𝑥
𝑁
𝑛

Def.2.7: A random variable X has a Hypergeometric

distribution and it is referred to as a hyper geometric
𝑀 𝑁−𝑀
𝑥 𝑛−𝑥
ℎ 𝑥; 𝑛, 𝑁, 𝑀 = 𝑁
𝑛
for x = 0,1,2,…,n;
𝑥 ≤ 𝑀 and 𝑛 − 𝑥 ≤ 𝑁 − 𝑀
𝑛, 𝑁 𝑎𝑛𝑑 𝑀 are the parameters of the distribution.

Theorem 2.14:
The mean and the variance of the Hypergeometric
distribution are
𝑛𝑀 𝑛𝑀 𝑁−𝑀 𝑁−𝑛
𝜇= and 𝜎2 =
𝑁 𝑁2 𝑁−1
Note that:
The moment generating function for Hypergeometric
distribution does not exist.

Example 5
Suppose a committee of four people is to be selected from seven
women and five men. What is the probability
that the committee will consist of three women and one man?
Solution:

Poisson Distribution
• Poisson process: A random process describing occurrence of
events in interval of time or space:
• Poisson can serve as a model for the number of successes
that occur in a given time or space interval when:
i. Number of successes occuring are independent
ii. The probability of successes occurring in every short
time or space interval is proportional to its length of
the time or space interval
• An analytical approximation for binomial probabilities when n
is large 𝑛 ≥ 20 and p is small 𝑝 ≤ 0.05
• However, in some application it has no direct connection with
binomial distribution.

Examples of Poisson Distribution
• The number of accidents that occur on a highway given during a one-week
period.
• The number of customers entering a grocery store during a one-hour interval.
• The number of television sets sold at a department store during a given week.
• A certain type of fabric made contains an average 0.5 defects per 500 yards.
• The number of likes on your posts on facebook on a given day

Def.2.8: A random variable X has a Poisson distribution

and it is referred to as a Poisson random variable if and
only if its probability is given by
𝜆𝑥 𝑒 −𝜆
𝑝 𝑥; 𝜆 =
𝑥!

Theorem 2.15:
The mean and the variance of the Poisson distribution are
𝜇 = 𝜆 and 𝜎 2 = 𝜆
Theorem 2.16:
The moment generating function of the Poisson
distribution are
𝜆 𝑒 𝑡 −1
𝑀𝑋 𝑡 = 𝑒
Example 6
If there are 200 typographical errors randomly distributed in a
500-page manuscript, find the probability that a given page
contains exactly three errors.
Solution:

Using Poisson Probability Statistical Table
• Based on example 6, the final answer of p 3; 0.4
can be obtained directly from the Poisson Table of Probabilities
λ
x 0.1 0.2 0.3 0.4 … … 0.9 1.0
0 0.9048 0.8187 0.7408 0.6703 0.4066 0.3679
1 0.0905 0.1637 0.2222 0.2681 0.3659 0.3679
2 0.0045 0.0164 0.0333 0.0536 0.1647 0.1839
3 0.0002 0.0011 0.0033 0.0072 0.0494 0.0613

• The table used for discussion is based on Poisson probability
equal to:
𝑃 𝑋 = 𝑃 𝑋 = 𝑥 = 𝑝 𝑥; 𝜆
where 𝜆 is the mean number of occurrences in that interval.

Summary If X is number of blue ball, X has
Bernoulli distribution, p = 1/3
If X is number
of blue balls, X
If if x1, x2, x3 A ball is randomly
6 balls are has binomial
is number of taken from the box
randomly taken distribution ,
blue, red and with replacement 4 balls are
from the box with n=4, p=1/3
green balls, Xi randomly
replacement. The taken from
has
number of red, the box with
Multinomial
blue and green replacement
distribution, A box contains
balls are counted.
pi=1/3 10 red balls, 10
blue balls &10
A ball is green balls 4 balls are
randomly randomly
taken from the taken from
box with the box
replacement, without
A ball is randomly If X is number of
If X is number of until 3 blue replacement
taken from the box blue balls, X has
blue balls, X has balls are with replacement, hypergeometric
negative obtained until the first blue ball distribution,
Binomial
is obtained N=30, M=10, n=4
distribution,
p=1/3, k=3
If X is number of blue
balls, X has geometric
distribution, p=1/3
Class Activity 2
1. Before a television set leaves the factory, it is given a quality control check.
The probability that a television contains 0, 1 or 2 defects is 0.88, 0.08 and
0.04 respectively.
a) In a random sample of 16 televisions, compute the probability that
more than 2 televisions will have 1 defect.
b) In a random sample of 16 televisions, compute the probability that 9
will have 0 defect, 4 will have 1 defect and 3 will have 2 defects.
c) Let X be the number of defects of television, compute the expected
value of X. Interpret its value.
2. Among the 16 applicants for a job, 10 have college degrees. If 5 of the
applicants are randomly chosen for interviews, what is the probability that
a) none has a college degree
b) more than 1 has a college degree
3. Find the probability of X equal to 3, if the moment generating function is
given by
4 𝑒 𝑡 −1
𝑀𝑥 𝑡 = 𝑒

Class Activity 2
4. In a certain fried chicken restaurant franchise, 75% of the all customers
request “spicy” instead of “original”.
a) What is the expected number of customers before the next
customer requests for “spicy”?
b) What is the probability of serving at most three customers before
the first request for “spicy”?
c) What is the probability of serving the third customer request for
“original” before the fifth customer?
5. The number of people arriving for treatment at an emergency room can
be modeled by a Poisson process with a rate parameter of five per hour.
a) What is the probability that exactly 5 people arriving for treatment?
b) What is the probability that between 4 and 7 people arrive during 1
hour and 18 minutes period?
c) Based on the answer in b, would you consider this event likely to
happen? Justify your answer.
d) How many people do you expect to arrive during a 45 minutes
period?

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SQQS1043

PROBABILITY & STATISTICS

SQQS1043 Statistics and Probability 2

Def.2.1: A random variable X has a discrete uniform

SQQS1043 Statistics and Probability 4

SQQS1043 Statistics and Probability 5

SQQS1043 Statistics and Probability 7

Def.2.2: A random variable X has a Bernoulli

SQQS1043 Statistics and Probability 8

SQQS1043 Statistics and Probability 10

SQQS1043 Statistics and Probability 11

SQQS1043 Statistics and Probability 13

SQQS1043 Statistics and Probability 14

SQQS1043 Statistics and Probability 15

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ii. The cumulative probability of Y less than or equals to x is given

SQQS1043 Statistics and Probability 17

SQQS1043 Statistics and Probability 18

2. If the probability of a defective bolt is 0.1, ﬁnd the mean and

SQQS1043 Statistics and Probability 19

SQQS1043 Statistics and Probability 20

SQQS1043 Statistics and Probability 21

SQQS1043 Statistics and Probability 22

The probability of a success on the xth trial is p, and the

SQQS1043 Statistics and Probability 23

• In the literature of statistics, negative binomial distributions

SQQS1043 Statistics and Probability 24

SQQS1043 Statistics and Probability 25

SQQS1043 Statistics and Probability 26

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SQQS1043 Statistics and Probability 28

Def.2.5: A random variable X has a Geometric

SQQS1043 Statistics and Probability 29

SQQS1043 Statistics and Probability 31

SQQS1043 Statistics and Probability 32

for 𝑥𝑖 = 0,1,2, … 𝑛 for each i,

SQQS1043 Statistics and Probability 38

Def.2.7: A random variable X has a Hypergeometric

SQQS1043 Statistics and Probability 39

SQQS1043 Statistics and Probability 40

SQQS1043 Statistics and Probability 41

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SQQS1043 Statistics and Probability 43

Def.2.8: A random variable X has a Poisson distribution

SQQS1043 Statistics and Probability 44

SQQS1043 Statistics and Probability 46

x 0.1 0.2 0.3 0.4 … … 0.9 1.0

0 0.9048 0.8187 0.7408 0.6703 0.4066 0.3679

1 0.0905 0.1637 0.2222 0.2681 0.3659 0.3679

2 0.0045 0.0164 0.0333 0.0536 0.1647 0.1839

3 0.0002 0.0011 0.0033 0.0072 0.0494 0.0613

SQQS1043 Statistics and Probability 47

where 𝜆 is the mean number of occurrences in that interval.

SQQS1043 Statistics and Probability 48

SQQS1043 Statistics and Probability 50

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