4-1

The Bernoulli Distribution

We use the Bernoulli distribution when we have an

experiment which can result in one of two outcomes.
One outcome is labeled “success,” and the other
outcome is labeled “failure.”

The probability of a success is denoted by p. The

probability of a failure is then 1 – p.

Such a trial is called a Bernoulli trial with success

probability p.

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 4-2

Examples
1. The simplest Bernoulli trial is the toss of a coin.
The two outcomes are heads and tails. If we define
heads to be the success outcome, then p is the
probability that the coin comes up heads. For a fair
coin, p = 0.5.
2. Another Bernoulli trial is a selection of a
component from a population of components, some
of which are defective. If we define “success” to be
a defective component, then p is the proportion of
defective components in the population.

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 4-3

X ~ Bernoulli(p)
For any Bernoulli trial, we define a random variable X
as follows:

If the experiment results in a success, then X = 1.

Otherwise, X = 0. It follows that X is a discrete random
variable, with probability mass function p(x) defined by
p(0) = P(X = 0) = 1 – p
p(1) = P(X = 1) = p
p(x) = 0 for any value of x other than 0 or 1

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 4-4

Mean and Variance

If X ~ Bernoulli(p), then

   0(1  p )  1( p )  p
X

  X2  (0  p) 2 (1  p)  (1  p) 2 ( p)  p(1  p)

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 4-5

Example

Ten percent of components manufactured by a certain

process are defective. A component is chosen at
random. Let X = 1 if the component is defective, and
X = 0 otherwise.

1. What is the distribution of X?

2. Find the mean and variance of X.

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 4-6

The Binomial Distribution

If a total of n Bernoulli trials are conducted, and

 The trials are independent.

 Each trial has the same success probability p
 X is the number of successes in the n trials

then X has the binomial distribution with parameters n

and p, denoted X ~ Bin(n, p).

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 4-7

Example

A fair coin is tossed 10 times. Let X be the number of

heads that appear. What is the distribution of X?

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 4-8
Binomial R.V.:
pmf, mean, and variance
 If X ~ Bin(n, p), the probability mass function
of X is
 n!
 p x
(1  p ) n x
, x  0,1,..., n
p ( x)  P ( X  x)   x !(n  x)!
0, otherwise


 Mean: X = np

 Variance:   np(1  p)
2
X

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 4-9

Example

A large industrial firm allows a discount on any invoice

that is paid within 30 days. Of all invoices, 10% receive
the discount. In a company audit, 12 invoices are
sampled at random. What is the probability that fewer
than 4 of the 12 sampled invoices receive the discount?
What are the mean and variance of the number of
invoices receive the discount?

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 4-10

Example
A large chain retailer purchases a certain kind of electronic
device from a manufacturer. The manufacturer indicates that
the defective rate of the device is 3%.
a) The inspector randomly picks 20 items from a shipment.
What is the probability that there will be at least one
defective item among these 20?
b) Suppose that the retailer receives 10 shipments in a
month and the inspector randomly tests 20 devices per
shipment. What is the probability that there will be exactly 3
shipments each containing at least one defective device
among the 20 that are selected and tested from the
shipment?

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 4-11

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 4-12

More on the Binomial Distribution

• Assume n independent Bernoulli trials are conducted.
• Each trial has probability of success p.
• Let Y1, …, Yn be defined as follows: Yi = 1 if the ith
trial results in success, and Yi = 0 otherwise. (Each of
the Yi has the Bernoulli(p) distribution.)
• Now, let X represent the number of successes among
the n trials. So, X = Y1 + …+ Yn .

This shows that a binomial random variable can be

expressed as a sum of Bernoulli random variables.

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 4-13

The Poisson Distribution

 One way to think of the Poisson distribution is as
an approximation to the binomial distribution when n
is large and p is small.
 It is the case when n is large and p is small the mass
function depends almost entirely on the mean np, and
very little on the specific values of n and p.
 We can therefore approximate the binomial mass
function with a quantity λ = np; this λ is the
parameter in the Poisson distribution.

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 Poisson R.V.: 4-14

pmf, mean, and variance

If X ~ Poisson(λ), the probability mass function of X is
 e   x
 , for x = 0, 1, 2, ...
p ( x)  P( X  x)   x!
0, otherwise

 Mean: X = λ

 Variance:  X2  

Note: X is a discrete random variable and λ must be a

positive constant.

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 4-15

Example
Particles are suspended in a liquid medium at a
concentration of 10 particles per mL. A large volume of
the suspension is thoroughly agitated, and then 1 mL is
withdrawn. What is the probability that exactly eight
particles are withdrawn?

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 4-16

Example
Particles are suspended in a liquid medium at a
concentration of 6 particles per mL. A large volume of
the suspension is thoroughly agitated, and then 3 mL are
withdrawn. What is the probability that exactly 15
particles are withdrawn?

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 4-17

Example
Grandma bakes chocolate chip cookies in batches of
100. She puts 300 chips into the dough. When the
cookies are done, she gives you one. What is the
probability that your cookie contains no chocolate
chips?

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 4-18

Hypergeometric Distribution

• Consider a finite population containing two types of

items, which may be called successes and failures.
• A simple random sample is drawn from the population.
• Each item sampled constitutes a Bernoulli trial.
• As each item is selected, the probability of successes in
the remaining population decreases or increases,
depending on whether the sampled item was a success or
a failure (sampling without replacement).

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 4-19

Hypergeometric
• For this reason the trials are not independent, so
the number of successes in the sample does not
follow a binomial distribution.
• The distribution that properly describes the
number of successes is the hypergeometric
distribution.

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 4-20

Hypergeometric pmf
Assume a finite population contains N items, of which R
are classified as successes and N – R are classified as
failures. Assume that n items are sampled from this
population, and let X represent the number of successes
in the sample. Then X has a hypergeometric
distribution with parameters N, R, and n, which can be
denoted X ~ H(N, R, n).

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 4-21

Hypergeometric pmf
The probability mass function of X is

  R  N  R 
   
x
   n  x  , max(0, R  n  N )  x  min(n, R )
p( x)  P( X  x)   N
 n 
  
0, otherwise

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 Mean and Variance of the 4-22

Hypergeometric Distribution
If X ~ H(N, R, n), then

nR
Mean of X:  X 
N

 R  R  N  n 
Variance of X:   n  1  
2

 N  N  N  1 
X

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 4-23

Example
Of 50 buildings in an industrial park, 12 have electrical
code violations. If 10 buildings are selected at random
for inspection, what is the probability that exactly 3 of
the 10 have code violations? What are the mean and
variance of X?

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 4-24

Geometric Distribution
• Assume that a sequence of independent Bernoulli
trials is conducted, each with the same probability of
success, p.
• Let X represent the number of trials up to and
including (until) the first success.
• Then X is a discrete random variable, which is said to
have the geometric distribution with parameter p.
• We write X ~ Geom(p).

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 Geometric R.V.: 4-25

pmf, mean, and variance

If X ~ Geom(p), then

 The pmf of X is
 p (1  p ) x 1 , x  1, 2,...
p( x)  P( X  x)  
0, otherwise
1
The mean of X is  X  .
p
1 p
The variance of X is  X2  2
.
p
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 4-26

Example
A test of weld strength involves loading welded joints
until a fracture occurs. For a certain type of weld, 80%
of the fractures occur in the weld itself, while the other
20% occur in the beam. A number of welds are tested.
Let X be the number of tests up to and including the first
test that results in a beam fracture.
a) What is the distribution of X?
b) Find P(X = 3).
c) What are the mean and variance of X?

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 4-27

Negative Binomial Distribution

The negative binomial distribution is an extension of the
geometric distribution. Let r be a positive integer.
Assume that independent Bernoulli trials, each with
success probability p, are conducted, and let X denote
the number of trials up to and including (until) the rth
success. Then X has the negative binomial
distribution with parameters r and p. We write X ~
NB(r,p).

Note: If X ~ NB(r,p), then X = Y1 + …+ Yr where

Y1,…,Yr are independent random variables, each with
Geom(p) distribution.
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 4-28
Negative Binomial R.V.:
pmf, mean, and variance
If X ~ NB(r,p), then
 The pmf of X is
 x  1 r
  p (1  p ) x r
, x  r , r  1,...
p( x)  P( X  x)   r  1 
0, otherwise

r
The mean of X is  X  .
p
r (1  p)
The variance of X is   2
. 2
X
p

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 4-29

Example
In a test of weld strength, 80% of tests result in a
fracture in the weld, while the other 20% result in a
fracture in the beam. Let X denote the number of tests
up to and including the third beam fracture.
a) What is the distribution of X?
b) Find P(X = 8).
c) Find the mean and variance of X.

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