Professional Documents
Culture Documents
A coin tossed 2 times, Sample Space = {HH, HT, TH, TT} [Sample point =2𝑛 = 22 ]
If discrete random variable X number of heads ={0, 1, 2}. Then, probability,
1 2 1
P(0) = , P(1) = , P(2) =
4 4 4
Researchers from the University of Oxford say they began testing the vaccine on healthy adult
volunteers in April, with about 1,000 people immunized. They are “80 per cent confident”
their experimental vaccine designed to block the virus from infecting the body will work.
Khadija Akter, Assistant Professor, Dept. of Agricultural
Statistics, SAU
Binomial Distribution
Binomial distribution was first discovered by James Bernoulli in 1700 and was
published by his nephew Nicholus Bernoulli in 1713.
When an experiment has two possible outcomes, success and failure and the
experiment is repeated n times independently and the probability of success
(p) of any given trial remains constant from trial to trial, the experiment is
known as binomial distribution.
Trials are independent and probability of success remains constant from trial to trail.
1 1
For every trial, P(H) = & P(T) =
2 2
1 1 1 1
P(0) = P(TTT) = P(T).P(T).P(T) = × × =
2 2 2 8
1 1 1 3
P (1) = P(HTT)+P(THT)+P(TTH) = + + =
8 8 8 8
1 1 1 3
P (2) = P(HHT)+P(HTH)+P(THH) = + + =
8 8 8 8
1 1 1 1
P(3) = P(HHH) = P(H).P(H).P(H) = × × =
2 2 2 8
1st Sequence
1st Sequence 22ndndSequence
Sequence 330thth Sequence
330 Sequence
𝑛(𝑛−1)!
= σ𝑛𝑥=1 𝑥. . 𝑝 𝑥 𝑞 𝑛−𝑥
𝑥 𝑥−1 ! 𝑛−𝑥 !
𝑛(𝑛−1)!
= σ𝑛𝑥=1 . 𝑝. 𝑝 𝑥−1 𝑞 𝑛−1 −(𝑥−1)
𝑥−1 !{ 𝑛−1)−(𝑥−1 }!
Khadija Akter, Assistant Professor, Dept. of Agricultural
Statistics, SAU
(𝑛−1)!
= 𝑛𝑝. σ𝑛−1
𝑥−1=0 . 𝑝 𝑥−1 𝑞 𝑛−1 −(𝑥−1)
𝑥−1 !{ 𝑛−1)−(𝑥−1 }!
𝒑 (𝒙 − 𝟏)
= 𝑛𝑝. σ𝑛−1
𝑥−1=0 𝑃(𝑥 − 1) [ σ𝑛−1
𝑥−1=0 𝑃(𝑥 − 1) = 1 ]
= 𝑛𝑝 . 1
∴ μ1′ = 𝑛𝑝 ………………………….(1)
(𝑛−2)!
= 𝑛 𝑛−1 σ𝑛−2
𝑥−2=0 . 𝑝2 . 𝑝 𝑥−2 . 𝑞 𝑛−2 −(𝑥−2) + 𝑛𝑝
(𝑥−2)!{ 𝑛−2)−(𝑥−2 }!
(𝑛−2)!
= 𝑛 𝑛 − 1 .𝑝2 σ𝑛−2
𝑥−2=0 . . 𝑝 𝑥−2 . 𝑞 𝑛−2 −(𝑥−2) + 𝑛𝑝
(𝑥−2)!{ 𝑛−2)−(𝑥−2 }!
𝒑(𝐱 − 𝟐)
= 𝑛 𝑛 − 1 . 𝑝2 σ𝑛−2
𝑥−2=0 𝑃(𝑥 − 2) + 𝑛𝑝 [ σ𝑛−2
𝑥−2=0 𝑃(𝑥 − 2) = 1 ]
∴ μ′2 = 𝑛 𝑛 − 1 . 𝑝2 + 𝑛𝑝 ……………………………………(2)
ʹ 2
σ2 = μ2 = μʹ2 = 𝑛 𝑛 − 1 . 𝑝2 + 𝑛𝑝 - (𝑛𝑝)2 = 𝑛2 𝑝2 - n𝑝2 + 𝑛𝑝 - 𝑛2 𝑝2
- μ1
= 𝑛𝑝 - n𝑝2 = 𝑛𝑝(1 − 𝑝)
∴ 𝑉𝑎𝑟𝑖𝑎𝑛𝑐𝑒, σ2 = μ2 = 𝑛𝑝𝑞
Khadija Akter, Assistant Professor, Dept. of Agricultural
Statistics, SAU
Prove that mean of Binomial Distribution is
greater than variance.
• 𝑉𝑎𝑟𝑖𝑎𝑛𝑐𝑒, σ2 = 𝑛𝑝𝑞 = = 𝑛𝑝(1 − 𝑝)
= 𝑛𝑝 - n𝑝2
= mean - n𝑝2
=> mean = 𝑉𝑎𝑟𝑖𝑎𝑛𝑐𝑒 + n𝑝2
∴ mean = 𝑉𝑎𝑟𝑖𝑎𝑛𝑐𝑒 + (𝑝𝑜𝑠𝑖𝑡𝑖𝑣𝑒 𝑞𝑢𝑎𝑛𝑡𝑖𝑡𝑦)
mean > variance.
𝑒 −𝑚 𝑚𝑥
𝑃𝑝 (𝑥) = ; 𝑥 = 0, 1, …….., ∞ and mean > 0
𝑥!
We want the limiting form of P(x) under the previously mentioned three
conditions.
P(x) = (𝑛𝑥 ) 𝑝 𝑥 (1 − 𝑝)𝑛−𝑥
𝑛! 𝑚 𝑥 𝑚 𝑛−𝑥
= ( ) (1 − ) [⸪ np = m]
𝑥! 𝑛−𝑥 ! 𝑛 𝑛
1 2 𝑥 −1 𝑚 𝑚 𝑛
As n→ ∞, , … tends to zero, (1 − ) −𝑥 tends to 1 and (1 − ) tends to 𝑒 −𝑚
𝑛 𝑛 𝑛 𝑛 𝑛
𝑎 𝑥
[ ⸪ 𝐿𝑖𝑚 𝑛→∞ (1 − ) = 𝑒− 𝑎 ]
𝑥
𝑚𝑥
Therefore, 𝐿𝑖𝑚 𝑛→∞ P(x) = . [ (1).(1)…(1)]. (𝑒 − 𝑚 ). (1)
𝑥!
𝑚𝑥 .𝑒 − 𝑚
𝑃𝑝 (𝑥) = ; 𝑥 = 0, 1, …….., ∞
𝑥!
𝑚𝑥−1 . 𝑒 − 𝑚
= 𝑚. σ∞
𝑥=1 (𝑥−1)!
= 𝑚 . σ∞
𝑥=1 𝑃(𝑥 − 1) [ ⸪ σ ∞
𝑥=1 𝑃(𝑥 − 1) = 1 ]
= 𝑚 . (1)
∴ μ1′ = 𝑚 ………………………..(1)
Khadija Akter, Assistant Professor, Dept. of Agricultural
Statistics, SAU
Variance of Poisson Distribution
μ′2 = σ∞
𝑥=0 𝑥 2
.P x
= σ∞
𝑥=0 [𝑥 𝑥 − 1 + 𝑥] . P x
= σ∞
𝑥=0 𝑥 𝑥 − 1 . P x + σ∞
𝑥=0 𝑥. P x
𝑚𝑥 .𝑒 − 𝑚
= σ∞
𝑥=2 𝑥 𝑥−1 . + 𝑚
𝑥!
∞ 𝑚𝑥−2 . 𝑚2 .𝑒 − 𝑚
= σ𝑥=2 𝑥 𝑥 − 1 . + 𝑚
𝑥(𝑥−1)(𝑥−2)!
2 ∞ 𝑚𝑥−2 .𝑒 − 𝑚
= 𝑚 . σ𝑥=2 + 𝑚
(𝑥−2)!
= 𝑚2 . σ∞
𝑥=2 P x − 2 + 𝑚 [ ⸪ σ ∞
𝑥=2 𝑃(𝑥 − 2) = 1 ]
μ′2 2
= 𝑚 + 𝑚 ……………………………(2)
ʹ 2
2
σ = μ2 = μʹ2 - μ1 = 𝑚2 + 𝑚 - 𝑚2 = 𝑚
Khadija Akter, Assistant Professor, Dept. of Agricultural
Statistics, SAU
Normal Distribution
➢Definition
➢Probability Density Function
➢Properties of Normal Distribution