Chapter 5

Probability & Statistics for Engineers
& Scientists
Ninth Edition
Chapter 5
Some Discrete
Probability
Distributions
Copyright © 2017, 2012, 2007 Pearson Education, Inc. All Rights Reserved Slide - 1
Discrete Probability Distributions
• Describe the behavior of a DESCRETE random variable
•We will cover a handful of important probability distributions to
describe many of the discrete random variables encountered in
practice.
•Distributions commonly have one to three parameters.
•These parameters take certain values that are specific for the
problem being investigated.
•The location, scale, and shape of the function are determined by
its parameters.
Common Discrete Probability
Distributions
• Commonly Used Discrete Distributions
– Discrete Uniform Distribution
– Bernoulli
The main step in determining
– Binomial the correct distribution that
– Geometric represents your random
variable’s behavior is
– Poisson identifying the structure and
possible outcomes that the
– Other Distributions random variable can take on.
Discrete Uniform Distribution
• The simplest of all discrete probability distributions is one where the random
variable assumes each of its values with an equal probability.
• If the random variable X assumes the values x1,x2,…, xk with equal
probabilities, then the discrete uniform distribution is given by:
1
𝑓𝑓 𝑥𝑥𝑖𝑖 = 𝑓𝑓𝑓𝑓𝑓𝑓 𝑥𝑥 = 𝑥𝑥1 , 𝑥𝑥2 , 𝑥𝑥3 , … , 𝑥𝑥𝑘𝑘
𝑘𝑘
• This distribution depends on the parameter k and has a mean and variance:
𝑘𝑘
1
𝜇𝜇 = � 𝑥𝑥𝑖𝑖
𝑘𝑘
𝑖𝑖=1
𝑘𝑘
1
𝜎𝜎 2 = �(𝑥𝑥𝑖𝑖 −𝜇𝜇)2
𝑘𝑘
𝑖𝑖=1
Discrete Uniform Distribution Example
• When a light bulb is selected at random from a box that
contains a 40-watt bulb, a 60-watt bulb, a 75-watt bulb, and a
100-watt bulb, each element of the sample space S = {40, 60,
75, 100} occurs with probability 1/4. We have a uniform
distribution, with
1
𝑓𝑓 𝑥𝑥 = for x = 40, 60, 75, and 100
4
𝑘𝑘
1 1
𝜇𝜇 = � 𝑥𝑥𝑖𝑖 = 40 + 60 + 75 + 100 = 68.75
4 4
𝑖𝑖=1
𝑘𝑘
1
𝜎𝜎 2 = �(𝑥𝑥𝑖𝑖 −68.75)2
4
𝑖𝑖=1
= (40 − 68.75)2 +(60 − 68.75)2 +(75 − 68.75)2 +(100 − 68.75)2 = 548.43
Bernoulli trial
• Consider an experiment often consists of two
possible outcomes mutually exclusive that may
be labeled success or failure.
• example: testing quality of items as they come off
an assembly line, where each test or trial may
indicate a defective or a nondefective item.
We may choose to define either outcome as a success.
• The process is referred to as a Bernoulli process.

Each trial is called a Bernoulli trial.
Bernoulli trial
More examples:
– If a coin is tossed, either a head occurs or it does not occur.
– If a die is rolled, either a 3 shows or it does not show
– If one is vaccinated for smallpox, either he or she contracts smallpox or
he or she does not.
– A bridge failed or did not fail.
What do all these situations have in common?
• All can be classified as experiments with two possible outcomes, each is the
complement of the other.
– In Bernoulli experiment or trial, it is customary to refer to one of the two
outcomes as a success S and to the other as a failure F.
– If the probability of success is designated by P(S) = p, then the probability
of failure is P(F) = 1 – p = q
Bernoulli trail (Distribution)
• The random variable X can be any value from the sample
space {S, F} for each trial of a Bernoulli sequence but we will
convert it to the integer values {1, 0}.
• The probability function is given by
p for x = 1

PX (x ) = 1 − p for x = 0
0 otherwise

The mean and variance are given by
μX = p
1-p = q
σ = p(1 − p )
2
X
Example 1: Bernoulli trial
If a fair die is rolled, what is the probability
of 6 turning up?
This can be viewed as a Bernoulli distribution by
identifying a success with 6 turning up and a failure
with any of the other numbers turning up.
1 1 5
p= and q = 1− p = 1− =
6 6 6
Example 2: Bernoulli Trial
The quality assurance department in a structural-steel factory inspects
every product coming off its production line. The product either fails or
passes the inspection. Past experience indicates that the probability of
failure (having a defective product) is 5%. Determine the average
percent of the products that will pass the inspection. What are its
variance and coefficient of variation?
The average percent of the product that will pass the inspection is
μ X = E ( X ) = p = 1 − 0.05 = 0.95 = 95%
Its variance and coefficient of variation (COV) are
Var (X ) = p (1 − p ) = 0.95(1 − 0.95) = 0.0475

and
Var (X ) 0.0457
COV (X ) = = = 0.229
E (X ) 0.95
Example 3: Bernoulli Trial
Sequence of Bernoulli Trials
• Suppose a Bernoulli trial is repeated a number of times. It is become of interest to try
to determine the probability of a given number of successes out of the given number
of trials.
• A sequence of Bernoulli trials is a binomial experiment, if

1. Only two outcome are possible on each trial.
2. The probability of success p for each trial is constant.
3. All trials are independent
• For example, suppose a Bernoulli trial is repeated five times so that each trial is
completely independent of any other and p is the probability of success on each trial.
The probability of the outcome SSFFS would be
P(SSFFS ) = P(S )P(S )P( F ) P(F )P(S )

= ppqqp = p 3 q 2
= p 3 (1 − p )
2
Example: Sequence of Bernoulli Trials
1 5
p= q = 1− p =
Roll of Fair Die Five Times success is getting 1: 6 6
If a fair die is rolled five times and a success is identified in a single roll with 1
turning up, what is the probability of the sequence SFFSS occurring?
3 2
1  1
P(SFFSS ) = pqqpp = p q = p (1 − p ) =   1 −  = 0.003
3 2 3 2
6  6
What is the probability of the sequence FSSSF occurring?

3 2
1  1
P(FSSSF ) = qpppq = p q = p (1 − p ) =   1 −  = 0.003
3 2 3 2
6  6
What is the probability of obtaining exactly three 1’s?
Exactly three 1’s may occur in the following sequences (among others):
Prob (SFFSS) + Prob (FSSSF) + Prob (SSSFF) + Prob (FFSSS) + Prob (SSFFS) + …
Exactly three 1’s may occur in the following sequences (among
others):
Prob (SFFSS) + Prob (FSSSF) + Prob (SSSFF) + Prob (FFSSS) + Prob
(SSFFS) + …
Example: Sequence of Bernoulli
Trials
 How many more sequence will produce exactly three 1’s? To
answer this question think of the number of ways the following five
blank positions can be filled with three S’s and two F’s:
b1 b2 b3 b4 b5
 A given sequence is determined once the S’s are located. Thus we

are interested in the number of ways three blank positions can be
selected for the S’s out of the five available blank positions b1, b2,
b3, b4, and b5.
 This problem should sound familiar – it is just the problem of finding
the number of combinations of 5 objects taken 3 at a time.
Example: Sequence of Bernoulli Trials
That is, C3,5. Thus the number of different sequences of successes and failures that
produce exactly three successes (exactly three 1’s) is:
5 5! 5! 120 120
C 3,5 =   = = = = = 10
 3  3! (5 − 3 )! 3!2! 6(2 ) 12
The probability of each sequence is the same, which is
3 2 3 2
1  1 1 5
p 3 q 2 = p 3 (1 − p ) =  
2
1 −  =    
6  6 6 6
Since the probability of each sequence is the same (0.003) and there are 10 mutually
exclusive sequences that produce P(Exactly three successes ) = C p 3 q 2
3, 5
exactly three 1’s, we have 3 2
1 5
= C3 , 5    
6 6
Exactly three 1’s may occur in the 3 2
5!  1  5
following sequences (among others): =    
3!(5 − 2 )!  6  6
Prob (SFFSS) + Prob (FSSSF) + Prob
3 2
(SSSFF) + Prob (FFSSS) + Prob (SSFFS) 1 5
= (10 )    = 0.032
Copyright+©…  6   6  Slide - 16
2017, 2013, 2009 Pearson Education, Inc. All Rights Reserved
Binomial Distribution
The underlying random variable X for this distribution
represents the number of successes in N Bernoulli trials.
The probability mass function is given by
 N  x
   p (1 − p )N −x
for x = 0,1,2,..., N
PX (x ) =  x 
0 otherwise

μ X = Np X is the RV which
σ 2X = Np (1 − p ) represents the number of
success in N trials
represent the
combination where N
choose x
Characteristic of Binomial
Distribution
https://www.spss-tutorials.com/binomial-test/
1. The distribution is based on N Bernoulli trials with only two possible

outcomes.
2. The N trials are independent of each other
3. The probabilities of the outcomes remain constant at p and (1 – p)
for each trial
Summarize the Random Variables
Binomial Distribution Example
Rolling of a Die: If a fair die is rolled five times.
What is the probability of rolling:
(a) exactly two 3’s? and
(b) at least two 3’s?
Probability of success = Probability of getting a 3 = ?
What is the value of the random variable X for

Bernoulli distribution and for Binomial distribution?
Rolling of a Die: If a fair die is rolled five times.
What is the probability of rolling:
(a) exactly two 3’s? and
(b) at least two 3’s?
2 3
5
  1   5 
(a) P(x = 2 ) =     
 2  6   6 
2 3
5!  1  5 
=    
2! (5 − 2 )!  6   6 
= 0.161
(b) Probability of at least two 3’s?
P(x ≥ 2 ) = P(x = 2 ) + P(x = 3 ) + P(x = 4 ) + P(x = 5 )
It is easier to compute the probability of the

complement of this event, P(x<2), and use
P(x ≥ 2 ) = 1 − P(x < 2 ) = 1 − P(x = 0 ) − P(x = 1)
0 5 1 4
 5  1   5   5  1   5 
= 1 −      −     
 0  6   6   1  6   6 
5 1 4
5!  5  5!  1   5 
= 1−   −   
0!5!  6  1!4!  6   6 
= 1 − 0.402 − 0.402 = 0.196
Geometric Distribution
 Geometric Distribution
• The underlying random variable X for this
distribution represents the number of Bernoulli
trials that are required to achieve the first
success. The probability mass function is given
by
p (1 − p )x −1 for x = 1,2,...
PX (x ) = 
0 otherwise
1 1− p
μX = σ 2X = 2
p p
Geometric Distribution Example
• Defective Items: In a particular manufacturing process it is
known that, on the average, 1 in every 100 items is
defective. What is the probability that the fifth item
inspected is the first defective item found?
Using x = 5, and p = 0.01, we have:
PX ( X ) = p(1 − p )
x −1
= (0.01)(1 - 0.01)
5 −1
= (0.01)(0.99 ) = 0.0096
4
• Traffic Accidents: Based on previous accident records, the
probability of being in a fatal traffic accident is on average
1.8X10-5 per 1000 miles of travel. p=? 1.8 ×10 −5
• What is the probability of being in a fatal accident for the
first time at 10,000 x=?
PX (10,000) = 1.8 × 10 1 − 1.8 ×10
−5
( )
−5 10 −1
• What is the probability of being in a fatal accident for the

first time at 100,000 miles of travel? X=?
PX (100,000) = 1.8 ×10 1 − 1.8 ×10
−5
( )
−5 100 −1
Negative Binomial Distribution
• Consider an experiment in which the properties are the same as those listed
for a binomial experiment, with the exception that the trials will be repeated
until a fixed number of successes occur.
• Therefore, instead of finding the probability of x successes in N trials, where N

is fixed, the interest now is in the probability that the kth successes occurs on
the xth trial. Experiments of this type are follow NBD. NBD is a generalization
of the geometric distribution (k > 1).
• If repeated independent trials can result in a success with probability p, then

the probability distribution of the random variable X, the number of trials on
which the kth success occurs, is given by
 x − 1 k
  p (1 − p )x-k for x = k , k + 1, k + 2,....
PX t (x ) =  k − 1
0 otherwise

k k (1 − p )
μX = σ 2X =
p 2
p
Example p =2/8 = 1/4
• Tossing Three Coins: Find the probability that a person tossing three coins
will get either all heads or tails for the second time on the fifth toss.
Outcome Number of Heads Frequency

TTT 0 1
(TTH),
(THT), and 1 3
(HTT)
(THH),
(HTH), and 2 3
(HHT)
(HHH) 3 1
Example
• Tossing Three Coins: Find the probability that a
person tossing three coins will get either all heads
or tails for the second time on the fifth toss.
x = 5, k =2, p =2/8 = 1/4,
 x − 1 k
2 5−2
 5 − 1  1  1
PX (x ) =   p (1 − p )x −k =     1 − 
 k − 1  2 − 1  4   4 
2 3
 4  1   3  27
=       = = 0.1054
 1  4   4  256
Example
A radio transmission tower is designed for a 50-year wind. The
probability of encountering the 50-year wind in any one year is p = 0.02.
a) What is the probability that the design wind velocity will be
exceeded for the first time on the fifth year after completion of
the structure?
b) What is the probability that a second 50-year wind will occur
exactly on the fifth year after completion of the structure?
a) Note: this is a geometric distribution:

PX (x ) = P(x = 5) = p(1 − p ) = (0.02)(0.98) = 0.018
x −1 5 −1
b) Note: this a Negative Binomial Distribution

 x − 1 k
PX ( x ) = PX ( x = 5) =   p (1 − p )
x −k
 k − 1
 5 − 1  4
 (0.02) (1 − 0.02) =   (0.02 ) (0.98) = 0.0015
2 5− 2 2 3
= 
 2 − 1 1
Example
Hypergeometric Distribution
The probability distribution of the hypergeometric random
variable X, the number of successes in a random sample
size n selected from N items of which D are labeled
success and N – D   D  N − D 
labeled failure is:    
  x  n − x  for x = 0,1,2,..., min( n, D)
PX ( x ) =  N
t
  
 n
0 otherwise
SAMPLING
WITHOUT
REPLACEMENT! D D N −n D
μX = n σ 2X = n 1 − 
N N N −1  N 
Example applications for Hypergeometric Distribution: Determining

sample size and decision criteria to recall defective products
Example: Hypergeometric
Distribution
• If one wishes to find the probability of observing 3 red cards in 5
draws from an ordinary deck of 52 playing cards, the binomial
distribution does not apply unless each card is replaced and the
deck reshuffled before the next drawing is made.
• To solve the problem of sampling without replacement, let us restate
the problem.
• If 5 cards are drawn at random, one is interested in the probability of
selecting 3 red cards from 26 available and 2 black cards from 26
black cards available in the deck.
 26   26 
There are   ways of selecting 3 red cards and for each of these ways we can choose 2 black cards in   ways.
3 2
Hypergeometric Distribution Example
• Therefore, the total number of ways to select 3 red and 2 black cards in 5
26 26
draws is:   
 3  2 
  
• The total number of ways to select any 5 cards from the 52 that are
available is:  52 
5
 
• Hence the probability of selecting 5 cards without replacement of which 3
are red and 2 are black is given by
 26  26 
  
3 2 (26! / 3!23!)(26! / 2!24!)
PX (x ) =    = = 0.3251
52
  (52! / 5!47!)
 
5
In general, we are interested in the probability of selecting x successes from
the D items labeled success and n – x failures from N – k items labeled
failures when a random sample of size n is selected from N items.
Poisson Distribution
• It is used in engineering problems that deal with the occurrence of some
random event in the continuous dimension of time or space.
• The number of occurrences of natural hazard, such as earthquakes,
tornadoes, or hurricanes, in some time interval, such as one year, can be
considered as random variable with Poisson distribution.
• In these examples, the number of occurrences in the time interval is the
random variable. Therefore, the random variable is discrete, whereas its
reference space, the time interval is continuous.
Fixed interval t
Intensity
Y Intensity
Y
Intensity Intensity
Y Y
T T T
Time or
0 a b c d space
Events at a, b, c and d
Relating Poisson to Bernoulli distribution:
• This distribution is considered the limiting case of the binomial
distribution by dividing the reference space (time t) into non-
overlapping interval of size ∆t.
• The occurrence of an event (i.e., a natural hazard) in each interval is
considered to constitute a Bernoulli sequence.
• By considering the limiting case where the size ∆t approaches zero,
the binomial distribution becomes Poisson distribution.
The underlying random variable of this distribution is
denoted by Xt, which represents the number of occurrences
of an event of interest during time interval “t”
 (λt )x e − λt
 for x = 0, 1, 2, 3, ...
PX t ( x ) =  x!
0 otherwise

μ X = λt λ is a parameter associated with
σ 2X = λt the distribution which represents
the average rate of occurrence of
the event of interest.
Poisson Distribution Example
• From records of the past 50 years, it is observed that tornadoes
occur in a particular area an average of two times a year. In this
case, λ = 2/year. A) What is the probability of no tornadoes in the
next year (i.e., x = 0, and t = 1 year); B) exactly 2 tornado next year;
and C) no tornado in the next 50 years.
X=0, t=1
A) P(no tornado next year) =
(λt )x e − λt (2 ×1)0 e −2×1
= = 0.135
x!
0!
X=2, t=1 (2 ×1) e − 2×1
2
B) P(exactly 2 tornadoes next year) = = 0.271

2!
X=0, t=50
C) P(no tonadoes in next 50 years) =
(2 × 50 ) e − 2×50
0
= 3.72 ×10 − 44
0!
Multinomial distribution (joint discrete)
Notice we will
have a mean
and variance
for each RV
Multinomial distribution Example
The complexity of arrivals and departures of planes at an airport is such that
computer simulation is often used to model the “ideal” conditions. For a certain
airport with three runways, it is known that in the ideal setting the following are
the probabilities that the individual runways are accessed by a randomly
arriving commercial jet:
What is the probability that 6 randomly arriving airplanes are distributed in

the following fashion?
X1 = 2 P(Success of coming to Runway 1) = 2/9

Multinomial distribution Example
What is the probability that 6 randomly arriving airplanes are distributed in

the following fashion?


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Probability & Statistics for Engineers

• The process is referred to as a Bernoulli process.

Var (X ) = p (1 − p ) = 0.95(1 − 0.95) = 0.0475

• A sequence of Bernoulli trials is a binomial experiment, if

P(SSFFS ) = P(S )P(S )P( F ) P(F )P(S )

What is the probability of the sequence FSSSF occurring?

 A given sequence is determined once the S’s are located. Thus we

1. The distribution is based on N Bernoulli trials with only two possible

Probability of success = Probability of getting a 3 = ?

What is the value of the random variable X for

It is easier to compute the probability of the

• What is the probability of being in a fatal accident for the

• Therefore, instead of finding the probability of x successes in N trials, where N

• If repeated independent trials can result in a success with probability p, then

Outcome Number of Heads Frequency

a) Note: this is a geometric distribution:

b) Note: this a Negative Binomial Distribution

Example applications for Hypergeometric Distribution: Determining

B) P(exactly 2 tornadoes next year) = = 0.271

What is the probability that 6 randomly arriving airplanes are distributed in

X1 = 2 P(Success of coming to Runway 1) = 2/9

What is the probability that 6 randomly arriving airplanes are distributed in

X1 = 2 P(Success of coming to Runway 1) = 2/9

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