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0% found this document useful (0 votes)
14 views9 pagesPoisson & Normal Distributions-3
Mathematics
Uploaded by
BALAJI SRCopyright
© © All Rights Reserved
We take content rights seriously. If you suspect this is your content, claim it here.
Available Formats
Download as PDF or read online on Scribd
gTaTISTICS AND PROBABILITY son
(i) 260, (ii) 250, (iii) 25, (iv) 400
14 15, (i) 12 nearly (ii) 17 nearly
“
36, 80 (0.7825 + 0.2175)'° 12. (3) 18, 0.00001
19. (i) 0.246 (ii) 0.345 20, 323,
POISSON DISTRIBUTION
21.58. POISSON DISTRIBUTION AS A LIMITING CASE OF BINOMIAL DISTRIBUTION
If the parameters n and p of a binomial distribution are known, we can find the
distribution. But in situations wheren is very large andp is very small, application of binomial
distribution is very labourious. However, if we assume that as n — » and p -» 0 such that np
always remains finite, say A, we get the Poisson approximation to the binomial distribution.
Now, for a binomial distribution
PX =r) ="C,q""pr
_ R= Vn~2)...a—r + D
TI x (L-py xp"
2 MaDe Betnared (AY «(2 since np =)
rt n n
ay
2 ¥ n= Dn -2)..(n-r4D On
ree
Riba
; (-3)
aI)
(0-24). er
n
L +)
n
riage
spegea and
As n+, each of the (r~ 1) factors
(-3}0-3)
ayn
7 1y
Since Lt (+2) =
x).
the Napérian base.
ste
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1198 A TEXTBOOK OF ENGINEERING MATHEMATICg ~
Hence in the limiting case when n — , we have
ret
= Ke = 0,1,2,3,
rl
PR
where 2. is a finite number = np. ; eee
A) represents probability distribution which is called the Poisson probability distribution,
Note 1. 4 is called the parameter of the distribution.
fA)
Note2er=1+ 5424... 7
Note 3. The sum of the probabilities P(r) for r = 0, 1, 2, 3,
P() + P(1) + P(2) + P(3) +.
xP
wo(u de S..}
21.59. RECURRENCE FORMULA FOR THE POISSON DISTRIBUTION
a a
Me™ and Preyer
For Poisson distribution, P(r) =
C+D!
PO+D or! oa = .
PO) Gabi reT 8 PHD =O PW), r=0,1,2,3,..
This is called the recurrence formula forthe Poisson distribution.
21.60. MEAN AND. VARIANCE OF THE POISSON DISTRIBUTION
Fk
For the Poisson distribution, P(r) = cee
rl
Thus, the mean of the Poisson distribution is equal to the parameter 1.
a
Fa FO ae
eae rl
Variance 6 =) r?P(r)—p? =
ro
aeaf 2% 2h? 9A? aad
. 1! 2! 3! 4!
2a | 3a?
are} 14 2A BM
she [+ Tt a
Scanned with CamScanner gransTicS AND PROBABILITY —
a
2 (4p +22 | (143)
wren EM Oa, -
Bence, the variance of the Poisson distribution is also 2.
‘Thus, the mean and the variance of the Poisson distribution are each equal to
the parameter 2.
Note. The mean and the variance of the Poisson distribution can also be derived from those of
binomial distribution in the limiting case when n —> «, p > 0 and np =».
‘Mean of binomial distribution is np.
Mean of Poisson distributios
the
Variance of binomial distribution is npg = np (1p)
Variance of Poisson distribution = Lt np(1-p)= Lt 2 (- ») oh
ILLUSTRATIVE EXAMPLES
Example 1. If the variance of the Poisson distribution is 2, find the probabilities for
1=1,2, 3,4 from the recurrence relation of the Poisson distribution.
Sol. A, the parameter of Poisson distribution = Variance = 2
Recurrence relation for the Poisson distribution is
a 2
P+ D= 25 PO) = Tg Pe) Q)
we 2
Now Po)==S— = PO)= Gy = eF = 0.1958
r 1
Putting = 0, 1, 2, 3 in (1), we get
P(1)=2P(0)=2%0.1953=0.2706; P(2)= 2 PC) =0.2706
2
P(3) = P(2)=5 *0.2706=0.1804; P(4) =2 P(3)= 3 x 0.1804 = 0902.
Example 2. Assume that the probability of an individual coalminer being killed in a
mine accident during a year is qq . Use Poisson's distribution to calculate the probability
that in a mine employing 200 miners there will be at least one fatal accident in a year,
Sol. Here p= page = 2005 Aenp = 0 5 = 0.083
| goes
py = HE = (0.0887
ri TI
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1200 A TEXTBOOK OF ENGINEERING MATHEMATICS
P(at least one fatal accident) = 1 -P (no fatal accident)
0-083
=1-P(oy=1- OA =1-.92= 0.08.
Example 3. Data was collected over a period of 10 years, showing number of deaths
from horse kicks in each of the 200 army corps. The distribution of deaths was as follows ;
No. of deaths : 0 1 2 3 4 Total
Frequency: — 109 65 22 3 1 200
Fit a Poisson distribution to the data and calculate the theoretical frequencies :
iven distribution = 2 854444944 122 _ 4 6,
Sol. Mean of given distribution = > = S75 O*S 2 m0.
This is the parameter (m) of the Poisson distribution.
Required Poisson distribution is N. where N = 5/= 200
7!
0.61)" 0.6)" (0.61)?
= 2002-281 O80" 999 50,5495 O8Y” - 108.7 x OS"
r! r! TI
= P(r) Theoretical Frequency
0 108.7 109
1 108.7 x 0.61 = 66.3 66
2
2 108.7 x “ = 20.2 20
3
3 108.7 x cosy =41 4
3!
(osnt
4 108.7 x 7 = 0. 1
Total = 200
Example 4. A car-hire firm has two cars, which it hires out day by day. The number of
demands for a car on each day is distributed as a Poisson distribution with mean 1.5, Calcu-
late the proportion of days on which neither car is used and the proportion of days on which
some demand is refused. (e5 = 0.2231)
Sol. Since the number of demands for a car is distributed as a Poisson distribution with
mean m = 1.5.
. Proportion of days on which neither car is used
= Probability of there being no demand for the car
m°e-™
o!
Proportion of days on which some demand is refused
= probability for the number of demands to be more than two
me™
2!
wze15= 0.2231
=1-Pasma1-[e
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@YATIBTIGS AND PRORANILITY
atall 4201
by
whee 1 TH16y
( 2 Jen 0,
14 164 1.126)
(ROBT A626 1 O.HOBTITE & 0.191266,
5. Six coins are tonsed 6400 timen, Using the Poisaon distribution, determine
Examp!
the approximate probability of getting nix heudu x timen.
Sol. Probability of gotting one hond with ono coin = 4.
°
es Tho p ily of potting wix honda with nix co = (3) 7
«Average number of six hoads with six coins in 6400 throws = np = 6400 « a = 100
“The mean of the Poisson distribution = 100.
Approximat probabilily of getting six heads x times when the distribution is Poisson
x! (100)1
me ™ 100)" 61
—__—_———_} TEST YOUR KNOWLEDGE }-}——-——————
2
4.
5.
6.
1%
8.
9.
10.
Fit a Poisson distribution to the following :
x 0 1 2 a 4
c: 192 100 24 a 1
If the probability of a bad reaction from a certain injection is 0.001, determine the chance that
out of 2000 individuals more than two will get a bad reaction.
IfX is a Poisson variate such that P(X = 2) = 9P(X = 4) + 90P(K = 6), find the standard deviation.
Ifa random variable has a Poisson distribution such that P(1) = P(2), find
@ mean of the distribution (i) PA).
Suppose that X has a Poisson distribution. If P(X = 2) = 3 P(X = 1) find, (@) P(K = 0) Gi) PK = 3).
Acertain screw making machine produces on average 2 defective screws out of 100, and packs
them in boxes of 500, Find the probability that a box contains 15 defective screws.
‘The incidence of occupational disease in an industry is such that the workmen have a 10% chance
of suffering from it. What is the probability that in a group of 7, five or more will suffer from it ?
Fit a Poisson distribution to the following and calculate theoretical frequencies :
a: 0 1 2 3 4
i: 122 60 15 2 1
Fit a Poisson distribution to the following data given the number of yeast cells per square for
400 squares :
No.ofcellspersg.: 0 1 2 8 4 5&6 6 7 8B 9 10
No.of squares : 103 143 98 42 8 4 2 0 08 O68 0
Show that in a Poisson distribution with unit mean, mean deviation about mean is (2) times
the standard deviation.
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11, In a certain factory turning razor blades, there is a small chance of 0.002 for any blade to be
defective. The blades are supplied in packots of 10. Use Poisson distribution to calculate the
approximate number of packets containing no defective, one defective and two defective blades
respectively in a consignment of 10000 packets.
12. The probability that a man aged 35 years will die before reaching the age of 40 years may be
taken as 0.018. Out ofa group of 400 men, now aged 35 years, what is the probability that 2 men
will die within the next 5 years ?
13. Suppose a book of 585 pages contains 43 typographical errors. If these errors are randomly
distributed throughout the book, what is the probability that 10 pages, selected at random, will
be free from errors ?
Answers
0503
2598 (9,508)" 2G) 2.
1, 320x202 3.1 402055
15 ,-10
5. (en4 Gi) det Gore” =0.035 70.0008
a5)F
8. 12136 x OF" wherer =
Fl
1,2, 3,4
Theoretical frequencies are 121, 61, 15, 3, 0 respectively
9. Theoretical frequencies are 109, 142, 92, 40, 13, 3, 1, 0, 0, 0,0
11. 9802, 196, 2 12. 0.01936 13. 0.4795.
NORMAL DISTRIBUTION
21.61. NORMAL DISTRIBUTION
____ Thenormal distribution is a continuous distribution. It can be derived from the binomial
distribution in the limiting case when, the number of trials is very large andp, the probability
ofa success, is close to 4. The general equation of the normal distribution is given by
4(x-p¥
1 ale)
fix) Bie
where the variable x can assume all values from — to +, and 6, called the parameters of
the distribution, are respectively the mean and the standard deviation of the distribution and
© <1 <, 6 > 0.x is called the normal variate and f(x) is called probability density function
of the normal distribution.
If a variable x has the normal distribution with mean p and standard deviation 6, we
briefly write x : N(u, 0”).
‘The graph of the normal distribution is called 1)
the normal curve. It is bell-shapped and symmetrical
about the mean p.. The two tails of the curve extend to
+ « and — ~ towards the positive and negative
directions of the x-axis respectively and gradually
approach thex-axis without ever metting it. The curve
is unimodal and the mode of the normal distribution
coincides with its mean p. The line x = 1 divides the
\
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area under the normal curve above x-axis into two equal parts. Thus, the median of the
distribution also coincides with its mean and mode. The area under the normal curve between
any two given ordinates x = x, and x = x, represents the probability of values falling into the
given interval. The total arca under the normal curve above the x-axis is 1.
21.62. BASIC PROPERTIES OF THE NORMAL DISTRIBUTION
‘The probability density function of the normal distribution is given by
(@fe)20 i) _ f(x)dx=1,
ie, the total area under the normal curve above the x-axis is 1.
(iii) The normal distribution is symmetrical about its mean.
(iv) It is a unimodal distribution. The mean, mode and median of this distribution coin-
cide.
21.63. STANDARD FORM OF THE NORMAL DISTRIBUTION
IfX is a normal random variable with mean jt and
standard deviation, then the random variable Z ==!
3
(2)
has the normal distribution with mean 0 and standard
deviation 1. The random variable Z is called the stand-
ardized (or standard) normal random variable.
The probability density function for the normal dis-
tribution in standard form is given by
° %
(Ce 15) = P@ > 1)
= PO 2)=P(0
