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PROBABILITY

DISTRIBUTIO
NS
Random Variables
A random variable is a numerical measure of the outcome of a
probability experiment, so its value is determined by chance. Random
variables are typically denoted using capital letters such as X.

Illustration:
In coin flipping, if the random variable X represents the number of
heads in two flips of a coin, the possible values of X are x = 0,1, or 2.

Random Variables
A discrete random variable has either a finite or countable
number of values. The values of a discrete random variable can be plotted
on a number line with space between each point.

A continuous random variable has infinitely many values. The


values of a continuous random variable can be plotted on a line in an
uninterrupted fashion.

Discrete Probability
Distribution
The probability distribution of a discrete random variable X
provides the possible values of the random variable and their corresponding
probabilities. A probability distribution can be in the form of a table, graph,
or mathematical formula.

Binomial Probability
Distribution
The binomial probability distribution is a discrete probability
distribution that describes probabilities for experiments in which there are
two mutually exclusive (disjoint) outcomes.
These two outcomes are generally referred to as success (such as
making a free throw) and failure (such as missing a free throw).
Experiments in which only two outcomes are possible are referred to as
binomial experiments, provided that certain criteria are met.

Binomial Probability
Distribution
Criteria for a Binomial Probability Experiment
An experiment is said to be a binomial experiment if
1. The experiment is performed a fixed number of times. Each repetition of
the experiment is called a trial.
2. The trials are independent. This means that the outcome of one trial will
not affect the outcome of the other trials.
3. For each trial, there are two mutually exclusive (disjoint) outcomes:
success or failure.
4. The probability of success is the same for each trial of the experiment.

Binomial Experiments
Illustration:
Which of the following is a binomial experiment?

a. An experiment in which a basketball player who historically makes 80%


of his free throws is asked to shoot three free throws, and the number of
free throws made is recorded.

b. A probability experiment in which three cards are drawn from a deck


without replacement and the number of aces is recorded.

Binomial Experiments
Illustration:
To show that the experiment is a binomial experiment, we have to
show whether the four conditions for a binomial experiment are satisfied. 1.
The experiment is performed a fixed number of times.
2. The trials are independent.
3. There are only two possible outcomes of the experiment.
4. The probability of success for each trial is constant

Binomial Experiments
Illustration:
a. This is a binomial experiment because
1. There are n = 3 trials.
2. The trials are independent.
3. There are two possible outcomes: make or miss.
4. The probability of success (make) is 0.8 and the probability of
failure (miss) is 0.2. The probabilities are the same for each trial.

The random variable X is the number of free throws made with


�� = 0,1,2,3.

Binomial Experiments
Illustration:
b. This is not a binomial experiment because the trials are not independent.
The probability of an ace on the first trial is 452≈ 0.0769. Because we are
sampling without replacement, if an ace is selected on the first trial, the
probability of an ace on the second trial is 351≈ 0.0588. If an ace is not
selected on the first trial, the probability of an ace on the second trial is
4

51≈ 0.0784.
Binomial Probability
Distribution
Binomial Probability Distribution Function
The probability of obtaining x successes in n independent trials of
a binomial experiment is given by

�� �� = ������ ∗ ����(1 − ��)��−�� �� = 0,1,2, … ,


��

where �� is the probability of success.


Binomial Probability
Distribution
Binomial Probability Distribution Function
NOTE:
When reading probability problems, pay special attention to key
phrases that translate into mathematical symbols.
Phrase Math Symbol

“at most” or “no less than” or “greater than or equal to” ≥

“more than” or “greater than” >

“fewer than” or “less than” <


“no more than” or “at least” or “less than or equal to” ≤

“exactly” or “equals” or “is” =

Binomial Probability
Distribution
EXAMPLE 1:
According to CTIA, 41% of all U.S. households are wireless-only
households (no landline). In a random sample of 10 households, what is the
probability that
a. exactly 5 are wireless-only?
b. fewer than 3 are wireless-only?

Binomial Probability
Distribution
EXAMPLE 1:
Approach:
This is a binomial experiment with n = 10 independent trials. We
define a success as selecting a household that is wireless-only. The
probability of success, p, is 0.41. The possible values of the random
variable X are �� = 0,1,2,3, … , 10.
Binomial Probability
Distribution
EXAMPLE 1: (Solution)
a. exactly 5 are wireless-only
�� 5 =10��5 *(0.41)5(1 − 0.41)10−5= 15,504(0.41)5(0.59)15=
0.0656 = 252(0.41)5(0.59)5=20��5 *(0.41)5(1 − 0.41)20−5= 0.0656
�� = 0.208720��5 *(0.41)5(1 − 0.41)20−5= 15,504(0.41)5(0.59)15

The probability of getting exactly 5 households out of 20 that are


wireless-only is 0.208720
Binomial Probability
Distribution
EXAMPLE 1: (Solution)
b. fewer than 3 are wireless-only
The phrase fewer than means “less than.” The values of the random
variable X less than 3 are �� = 0,1,2.
�� �� < 3 = �� 0 ���� 1 ���� 2 = �� 0 + �� 1 + �� 2
000000000000000000000 �� �� < 3 = �� 0 + �� 1 + �� 2 = �� 0
���� 1 ���� 2 000000000000000000000 =10��0 *(0.41)0(1 − 0.41)10−0+
1
10��1 *(0.41) (1 − 0.41)
10−1
+ 10��2 *(0.41)2(1 − 0.41)10−2 �� �� < 3 = 0.151726 +
0.000363 + 0.002397000000 00000000000000000 The probability that, in a
random sample of 20 households, fewer than three will be a wireless-only
household is 0.1517.

Binomial Probability
Distribution
Mean and Standard Deviation of a Binomial Random Variable A
binomial experiment with n independent trials and probability of success p
has a mean and standard deviation given by the formula:

���� = ����
���� = ����(1 − ��)

Binomial Probability
Distribution
EXAMPLE 2:
According to CTIA, 41% of all U.S. households are wireless-only
households. In a simple random sample of 10 households, determine the
mean and standard deviation number of wireless-only households.

Approach:
This is a binomial experiment with �� = 10 and �� = 0.41.
Use the formula from the previous slide to find the mean and standard
deviation, respectively.

Binomial Probability
Distribution EXAMPLE 2: (Solution)
���� = ���� = 300 0.41 = 123
���� = 10 0.41 = 4.1 = ����

In the long run, the number of households are wireless-only


households only is 4.1.
Binomial Probability
Distribution EXAMPLE 2: (Solution)
���� = ����(1 − ��) = 300(0.41)(1 − 0.41) = 72.57 =
8.5188 ���� = 10(0.41)(1 − 0.41) = ����(1 − ��) =
72.57 = 8.5188 ���� = 1.5553 ����(1 − ��) =
300(0.41)(1 − 0.41)

On the average, the number of the number of households are


wireless-only households only will deviate from the mean by 1.5553.
Poisson Probability
Distribution
The Poisson Probability Distribution is a probability
distribution can be used to compute probabilities of experiments in which
the random variable X counts the number of occurrences (successes) of a
particular event within a specified interval (usually time or space).

Illustration:
A McDonald’s manager knows from prior experience that cars
arrive at the drive through at an average rate of two cars per minute
between the hours of 12:00 noon and 1:00 p.m. The random variable X, the
number of cars that arrive between 12:20 and 12:40, follows a Poisson
process.

Poisson Probability
Distribution
Poisson Probability Distribution Function
If X is the number of successes in an interval of fixed length t,
then the probability of obtaining x successes in the interval is

�� �� =(����)��
−����
��!�� �� = 0,1,2,3, …

where �� (the Greek letter lambda) represents the average number of


occurrences of the event in some interval of length 1 and �� ≈ 2.71828.

Poisson Probability
Distribution
EXAMPLE 3:
A McDonald’s manager knows that cars arrive at the drive
through at the average rate of two cars per minute between the hours of 12
noon and 1:00 p.m. Determine the probability of:
a. Exactly six cars arrive between 12 noon and 12:05 p.m.

Poisson Probability
Distribution
EXAMPLE 3:
Approach:
The cars arrive at a rate of two per minute over the time interval
between 12 noon and 1:00 p.m. We know from the previous illustration that
the random variable X follows a Poisson process, where �� = 1,2, … . The
Poisson probability distribution function requires a value for �� and t.
Since the cars arrive at a rate of two per minute, �� = 2. Use the Poisson
probability distribution function.

Poisson Probability
Distribution
EXAMPLE 3: (Solution)
a. Exactly six cars arrive between 12 noon and 12:05 p.m
The interval of time we are interested in is five minutes, so �� =
5. The probability that exactly six cars (�� = 6) arrive between 12 noon
and 12:05 p.m. is
��
�� 6 =(����)
−���� 6
��!�� =(2 ∗ 5)
−2 5
6!∗ �� =1,000,000
−10
720∗ �� = 0.0631
−10 ��
720∗ �� =(����)
−���� 6
�� 6 =1,000,000 �� 6 = ��!�� =(2 ∗ 5)
�� −2 5
(����)
0.0631 = 6!∗ �� = 0.0631
��−���� 6
��! =(2 ∗ 5)
∗ ��−2 5
6! =1,000,000
∗ ��−10
720

Poisson Probability
Distribution
Mean and Standard Deviation of a Poisson Random Variable A random
variable X that follows a Poisson process with parameter �� has mean (or
expected value) and standard deviation given by the formula
���� = ����
���� = ���� = ����

where �� is the length of the interval.


Poisson Probability
Distribution
EXAMPLE 4:
A McDonald’s manager knows that cars arrive at the drive
through at the average rate of two cars per minute between the hours of 12
noon and 1:00 p.m. Determine the mean and SD if exactly six cars arrive
between 12 noon and 12:05 p.m.

Poisson Probability
Distribution EXAMPLE 4: (Solution)
���� = ���� = 300 0.41 = 123
���� = 2 5 = 10 = ����

���� = ����
���� = 10
���� = 3.1623

Practice Exercises
According to an airline, flights on a certain route are on time 75%
of the time. Suppose 5 flights are randomly selected and the number of on
time flights is recorded.
a. Find the probability that exactly 2 flights are on time.
b. Find the probability that fewer than 3 flights are on time.

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