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    WINSEM2022-23 BMAT202L TH VL2022230500759 ReferenceMaterialII TueFeb0700 00 00IST2023 Module4

    Uploaded by

    Rupam Kundu

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    © All Rights Reserved
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    MAT2001 Statistics for Engineers Module 4 Probability Distributions Special Probability Distributions Discrete Probability Distributions 1. Binomial Distribution 2. Poisson Distribution Continuous Probability Distributions 1, Normal Distribution 2. Exponential Distribution 3. Gamma Distribution 4, Weibull Distribution Binomial Distribution Definition: Let A be some event associated with a random experiment £, such that P(A) = p and P(A)'= 1 - p = q. Assuming that p remains the'same for all repetitions, if we consider n independent repetitions (or trials) of £ and if the random variable (RV) X denotes the number of times the event A has occurred, then X is called a binomial random variable with parameters n and p or we say that X follows a binomial distribution with parameters n and p, or symbolically B(n, p). Obviously the possible values that X can take, are 0, 1, 2, ..., Probability Mass Function of the Binomial Distribution P(X =r) =nC, p'q"~'; r=0, 1,2, ...,n where p+q=1 @) Binomial distribution is a legitimate probability distribution since XL PK =D age r=0 r=0 =(q+pf=t Binomok Distlotfen BOP) A SRV X “Bll BD 4 He pf f X is thas k= Pe mm)= Pix) =ne, Ps Prbabilily of guec Vs rie | of we S Piysg Ca Fo bed er) OQ) fe Wear “ b= 8, ¥ Y=OlQ 22/0 Wook ihe aie ~h)" 7 Mean and Variance of the Binomial Distribution E(X)=> xp, =X rine, oa" reo : "Ariane w - a (n-1)t ral ofa-1)=(r=1) w} open Gp? 4 = mp S (n=) Gy: pr tegQ @- DD fat =np (q+ py" =np (2) Bx?) = 5 aed Pp, => (er D +A eae r r=0 2. ’ =n(n-1)p? DY (-2)C,_,p"-2 g""" + mp, | r=2 (2)] [by (1) an =n(n—1 Pp? q+p)"?+ =n(n-1) p? +np Var(X) = E (X*)- {E COP =n(n-1) p? +np—n’p? =np (1—p) ="pq Poisson Distribution Definition: If X is a discrete RV that can assume the values 0, 1, 2, ..., such that its probability mass function is given by -Aar xan rt rt then X is said to follow a Poisson distribution with parameter A or symbolically X is said to follow P(A). (Note: Poisson distribution is a legitimate probability distribution, since eS tcl d peen-y 2 * r=d vad rt =e*e*=1) 3; r=0,1,2,..3 a>0 Mean and Variance of the Poisson Distribution EX) =) xP, qd) ar aaey 4 Go =Ae*eA=Aa a BO?) =D x? pr 7 x tren er& r=0 pie 4? 4 i z (r-2)! . {by (1) and (2)) sPereA+AaV+a Var(X) = EQ) ~ (E00)? =+A- RA Poisson Distribution as Limiting Form of Binomial Distribution Poisson distribution is a limiting case of binomial distribution under the follow- ing conditions: (i) x, the number of trials is indefinitely large, i.e.,n — 9. (ii) p, the constant probability of success in each trial is very small, i.e., po. (iii) np(= A) is finite or p = a and g=1- x, where A is a positive real number. Note: if X is the Poisson RV E(X) = lim (np) = a npr and Var(X)= lim (mpq)= lim [A(1 = p)] = A. a p70 ap one . ear eaten 2g eal os) Br Gin sree, Sor boys and gis vnaldren af both sexe. Assume equ t=04 23 a Coby Md pb Probability a Pa iy 1 OY" ye 8G,}) (1) PCa Bye aG,) POD 40h gts Solution: Considering each child as a trial, nm = 4. Assuming that birtn of a boy 1s a ‘soccess, p= ; andq= ; Let X denote the number of successes (boys). (i) P(2 boys and 2 girls) = P(X = 2) an (LPL? -4er(3) () =6x(1) 23 =6x(5) 8 +. No. of families having 2 boys and 2 girls = N-(P(X= 2) (whereN is the total no. of families considered) 3 = 800 “3 * 2300. (ii) Plat least 1 boys P(X2 1) = P(X =3) + P(X =2) + PX =3) + P(X = 4) No. of families having at least 1 boy = 800 x 23 = 750. 16 ii) P(at most 2 girls) = P(exactly 0 girl, 1 girl or 2 girls) =P(K=4,X=30rX=2) =1- {P(X =0) + P= 1) {os-(g eee (3) ul 16 +. No. of families having at most 2 girls u = 800 x = 75 7550. (iv) P (children of both sexes) = 1 -P(children of the same sex) = 1 ~ {P(all are boys) + P(all are girls)} =1-(P=4)+ P(X=0)) 1) Ly =1-44c,-(+ af { * (3) +40 ()} ai-1e7 8 8 + No. of families having children of both sexes 7 = 800 x — = 71 xg = 700 Example: em rar oanesd die ie is such that the prot sbabilly that it give s3e numbers in 5 throw: oe ee Sanaa er number jad cuca, many sto ofen aia be axpeced ta give; 26 ven nasser out of 251 ¢ w ne Se creat Bo “WEN nas = 01,9342 — BGyp) > , Yel, ..)5. Wi 2 aAxP&= av Ra. = aay Rss ~p) af Ck ys? PCxso)> 4G. p pe 92 ? Solution: Let the probability of getting an even number with the unfair die be P. Let X denote the number of even numbers obtained in 5 trials (throws). Given: P(X = 3) =2x P(X =2) ie, 5C3 p°q? =2 x SC, p*q? ie., p=2q =2%Al—p) 2 1 3p =2orp= = andg=— p = torp= 3 anig= Now P(getting no even number) =P(X=0) i 1V¥ 1 =5Cy p*- = (2) =— oP T=\3 243 «. Number of sets having no success (even number) out of N sets=N x P(X =0) 1 «. Required number of sets = 2500 x —— equired nu ro! 243 = 10, nearly Example: Ws Two dic es ee edcd Find the mags a cee nwt ee Sel aca) = \Qn uw pe? 3 Tau, (12), nety (r4), @)) Se, see AO, Gu, Gd), 65) | Slo 3¢ Bal Gr: ['2)G) Ga), lls te “1 Cred} Avery, = [Qs i aS Solution: The number on the first dice exceeds that on the second die, in the following combinations: (2, D; B, D, G, 2); 4, D, 4, 2), 4, 3); G. D. , 2 GS, 3); G, 4: 6, D, 6, 2), ©, 3), (6, 4), (6, 5), where the numbers in the parentheses represent the numbers in the first and sec- ond dice respectively. P(success) = P(no. in the first die exceeds the no. in the second die) =e: ~ 36° 12 This probability remains the same in all the throws that are independent. If X is the- ito. of successes, then X follows a binomial distribution with parameters n (= 120) and p(= +). E00 = np = 120x 5 =50 Example: Fit a binomial distribution for the following data: = 0 1 2 3 4 5 © 5 18 828 12 7 6 Freqpany Total 80 Solution: Fitting a binomial distribution means assuming that the given distribution is approximately binomial and hence finding the probability mass function and then finding the theoretical frequencies. To find the binomial frequency distribution N(q + p)", which fits the given data, we require N, n and p. We assume N = total frequency = 80 and n = no. of trials = 6 from the given data. To find p, we compute the mean of the given frequency Giatribution and equate it to mp (mean of the binomial distribution). x: 0 1 2 3 4-5 f° S 18 28 12 7° 6 fe 0 18 56 36 28 30 o_ Dfx_ 192 = == 224 “=r” 80 ~ ie., np = 2.4 or 6p = 2.4 ee p=04andq=0.6 If the given distribution is nearly binomial, the theoretical frequencies are given by the successive terms in the expansion of 80(0.6 + 0. 4)°. Thus we get, x 0 1 2 3 4 5 6 Theoretical f: 3.73 14.93 24.88 22.12 11.06 2.95 0.33 Converting these values into whole numbers consistent with the condition that the total frequency is 80, the corresponding binomial frequency distribution is as follows: x 0 1 2 3 4 5 6 = Total Kr 4 15 25 22 ll 3 0 80 6 Total 4 80 24 «192 Example: The number of monthly breakdowns of a computer is a RV having a Poisson distribution with mean equal to 1.8. Find the probability that this computer will function for a month (a) without a breakdown, (b) with only one breakdown and (c) -with atleast one breakdown. Shr Wk X= 0,443... x - in Q) with Te Maan =~ rn ) Definitions: A continuous RV X is said to follow an exponential distribution or negative exponential distribution with parameter A > 0, if its probability density function is given by = Ago re bof = =| 0 otherwise We note that { f(z) d= [ 2 ¢** dx = 1 and hence f(x) is a legitimate density function. - : su ® eee C18 ney) oy 1 Pllh= Today foe =4 Mean and Variance of the Exponential Distribution EQ) = Mean of the exponential distribution ete Sn a: ks 2) +_ 2 EO)= m=z &. Var(X) = E(X*) - (E00)? 2 1,1 * WWF — Gamma Function T(n)= | e*x"'dx, 10, and when n = integer > 0, we have [(n) = (n — 1)! Beta Function . The gamma function is related to the beta function, B(m,n), as follows: B(m.n)= fx" \—x)"! dx T(m)T(n) B(m,n)= B(n,m)= T(m+n)° Table for Gamma Function rn 1) nm) Qn) 1.00 1.00000 1.25 0.90640 1.50 0.88623 1.01 0.99433 1.26 0.90440 151 0.88659 1.02 0.98884 1.27 0.90250 1.52 0.88704 1.03 0.98355 1.28 0.90072 1.53 0.88757 1.04 0.97844 1.29 0.89904 1.54 0.88818 1.05 0.97350 1.30 0.89747 1.55 0.88887 1.06 0.96874 1.31 0.89600 1.56 0.88964 1.07 0.96415 1.32 0.89464 1.57 0.89049 1.08 0.95973 1.33 0.89338 1.58 0.89142 1.09 0.95546 1.34 0.89222 159 0.89243 1.10 0.95135 1.35 0.89115 1.60 0.89352 wn 0.94739 1.36 0.89018 1.61 0.89468 1.12 0.94359 1.37 0.88931 162 0.89592 113 0.93993 1.38 0.88854 1.63 0.89724 1.14 0.93642 1.39 0.88785 1.64 0.89864 115 0.93304 1.40 0.88726 1.65 0.90012 1.16 0.92980 1.41 0.88676 1.66 0.90167 117 0.92670 1.42 0.88636 1.67 0.90330 1.18 0.92373 1.43 0.88604 1.68 0.90500 1.19 0.92088 1.44 0.88580 1.69 0.90678 1.20 0.91817 1.45, 0.88565 1.70 0.90864 1.21 0.91558 1.46 0.88560 1.71 0.91057 1.22 0.91311 1.47 0.88563 1.72 0.91258 1.23 0.91075 1.48 0.88575 1.73 0.91466 1.24 0.90852 1.49 0.88595 1.74 0.91683 T(n) 0.91906 0.92137 0.92376 0.92623 0.92877 0.93138 0.93408 0.93685 0.93969 0.94261 0.94561 0.94869 0.95184 0.95507 0.95838 0.96177 0.96523 0.96878 0.97240 0.97610 0.97988 0.98374 0.98768 0.99171 0.99581 1.00000 General Gamma or Erlang Distribution Definition: A continuous RV X is said to follow an Erlang distribution or General Gamma distribution with parameters A > A>9d and k> |k>0, if its probability density function is given by rapes by CK,A) bd} = pe | Ta for x20 0, otherwise = . We note that J S@) de= Aj x) ot dy 4 [a 5 AT te dt, [on putting 2.x = 1] al =1 Hence f (x) is a legitimate density function Mean and Variance of the General Gamma or Erlang Distribution >| | we kay | 1 [&+2) -(£y Ani Ce)! a 1 k 7 {k(k+ 1) -F)} = 7 = Gamma Distribution ¢ Cx) 1. When A= 1, the Erlang distribution is talled Gamma distribution or simple Gamma distribution with parameter k whose density function is f(x) = le! x 20k > 0. 1) 2. When k = 1, the Erlang distribution reduces to the exponential distribution with parameter 2 > 0. 3. Sometimes, the Erlang distribution itself is called Gamma distribution. Mean and Variance of the Gamma Distribution Mean = FOX)= & \avOQ)> & Weibull Distribution WO) b) Definition: A continuous RV X is said to follow a Weibull distribution with parameters @, B> 0, if the RV ¥ = aX ? follows the exponential distribution with density function =e, y>0. Density Function of the Weibull Distribution Since ¥= a- XP, we have y= ax By the transformation rule, derived in chapter 3, we have f,(x) = f(y) ae |, ix | where f, (x) and fy, (y) are the density functions of X and Y respectively, Sd = €% BxP-! pdf =aBx’-'eix>0 [+ y>0] When B= 1, Weibull distribution reduces to the exponential distribution with rameter Ot. Hee 7 Mean and Variance of the Weibull Distribution ake Mean = E(X) = jt,’ ={cr | 441) Var(X) = E(X”) — {E(X)} HIT a Normal (Gaussian) Distribution NOD Definition: A continuous RV X is said to follow a normal distribution or Gaussian distribution with parameters ys and o, if its probability density func- tion is given by Pal = fe SUSE eM we x cee -e0 qd) Symbolically ‘X follows N (11, 6)’. Sometimes it is also given as N (jt, 0°). Note: Ff (x) is a legitimate density function, as J foo ar= oH Je fee 7 oe = naeaae xp ORE I €? oy2 dt, (ca pusin if) pO WAP ay “glee “eI ef a= (1) - pve 1 Standard Normal Distribution The normal distribution N (0, 1) is called the standardised or simply the standard normal distribution, whose density function is given by 1 = e@= ied —eO0 1 (i) P(X = 20,000) = ———— 180,000 71 : J 20,000 “eT aw =e = 0.6065 . 30,000 1 (ii) P(X < 30,000) =f ——— ¢#/40.000 gy 5 40, _ _ [- eb 1- ~~ = 0.5270 Exercise: The time (in hours) required to repair a machine is exponentially distributed with parameter A = 1/2. (a) What is the probability that the repair time exceeds 2 h? (b) What is the conditional probability that a repair takes at least 10 h given that its duration exceeds &h? Wt: XSEDOY) uk r= park A=) a) < PAS00 Prog) ever x>4 Example: In a certain city, the daily consumption of electric power in millions of kilowatt- hours can be treated as a RV having an Erlang distribution with parameters A= ; andk = 3. If the power plant of this city has a daily capacity of 12 millions kilowatt-hours, what is the probability that this power supply will be inadequate on any given day. Say, X N BO, k) PUr> ia) Solution: Let X represent the daily consumption of electric power (in millions of kilo- watt-hours). Then the density function of X is given as x eo? x>0 ) P(the power supply is inadequate) t =P(X>12)= f flx)dx (++ The daily capacity is only 12} an [ey 3 {-(0 (P=) Now P(X>5) = f 2axe* de 5 “(ce =ote Given that POX > 5) =< °* For the Weibull distribution with parameters a and B, EX) = ar¥*|| = +1 -teicame (85) IE) =1ox{(Z) Var = o-Z Ge) -{(Fy] a) fo (80) 101-3 | . = 100(1- +) Exercise: Each of the 6 tubes of a radio set has a life length (in years) which may be considered as a RV that follows a Weibull distribution with parameters a = 25 and f= 2. If these tubes function independently of one another, what is the prob- ability that no tube will have to be replaced during the first 2 months of service? Example: The marks obtained by a number of students in a certain subject are approxi- mately normally distributed with mean 65 and Standard deviation 5, If 3 students are’selected at random from this group, what is the probability that at least 1 of them would have scored above 75? Solution: If X represents the marks obtained by the students, X follows the distribution N(65, 5). P(a student scores above 75) = PK >75) =P (BS < XS <0) = P(2 75) =0.05 ie. P(-< ee )=0.102na . (Bsttkee)naws Nt 212 my in a(n Drm OK Fy p= Dez== F005 45

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