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احصاء شبتر 3
احصاء شبتر 3
By
Dr. A. Mustafa
Chapter 4. Some discrete probability Distributions. By Dr. A. Mustafa 1
1- Uniform Distribution
The simplest of all discrete probability distributions is one where the random variable
assumes all its values with equal probability.
Definition 1. If the random variable X assumes the values x1, x2, …, xn , with equal
probability, then the discrete uniform distribution is given by
1
f (x ) = , x = x 1 , x 2 ,K, x n
n
2- Binomial Distribution
A binomial experiment is one that processes the following properties:
1. The experiment consists of n repeated trials.
2. Each trial results in an outcome that may be classified as a success or a failure.
3. The probability of success, denoted by p, remains constant from trial to trial.
4. The repeated trials are independent.
Example 1. The probability that a certain kind of component will survive a given
shock test is ¾ . Find the probability that exactly two of the next four components tested
survive.
Solution. Let X denote the number survival components,
The mean and the variance of the binomial distribution with parameters n, p are
μ = np and σ 2 = np(1 − p)
Example 2. The probability that a patient recovers from a rare blood disease is 0.4. If
15 people are known to have contracted this disease, what is the probability that
(a) at least 10 survive,
(b) from 3 to 8 survive,
(c) exactly 5 survive?
Solution. Let X be number of patients that survive (recovers from a rare blood) and
p = P(survive) = 0.4 . Then X has the binomial distribution with probability mass function
⎛n⎞
b( x; n , p) = ⎜⎜ ⎟⎟ p x q n − x , x = 0,1, 2, 3, K, n , p + q = 1.
⎝x⎠
where n = 15, p = 0.4, q = 1- p = 0.6.
(a) The probability that at least 10 survive. Then
P[X ≥ 10] = 1 − P[X < 10]
9 9 ⎛ 15 ⎞
= 1 − ∑ b( x;15, 0.4) = 1 − ∑ ⎜⎜ ⎟⎟ 0.4 x 0.615− x
x =0 x =0 ⎝ x ⎠
= 1 − 0.9662 = 0.0338
8 ⎛ 15 ⎞
= ∑ ⎜⎜ ⎟⎟ 0.4 x 0.615− x = 0.8779
x =3 ⎝ x ⎠
3- Poisson Distribution
Where μ is the average number of successes occurring in the given time interval or
specified region and e = 2.71828
Example 3. The average number of radioactive particles passing through a counter
during 1 millisecond in a laboratory experiment is four. What is the probability that six
particles enter the counter in a given millisecond?
Solution. Let X be the number of radioactive particles passing through a counter during
1 millisecond. Then, X is Poisson random variable with
e−μ μx
p ( x; μ) = , x = 0, 1, 2, ..., μ = 4.
x!
The probability that six particles enter the counter in a given millisecond .Then
e − 4 46
p(6; 4) = = 0.1042
6!
Example 4. The average number of oil tankers arriving each day at a certain port city
is known to be 10. The facilities at the port can handle at most 15 tankers per day. What is
the probability that on a given day tankers will have to be sent away?
Solution. Let X be the number of tankers arriving each day. Then X is a Poisson
random variable with,
e−μ μx
p ( x; μ) = , x = 0, 1, 2, ..., μ = 10
x!
• The probability that on a given day tankers will have to be sent away, then
P[X >15] = 1 − P[X <15]
15 15 e −10 10 x
= 1 − ∑ p( x; 10) = 1 − ∑
x =0 x =0 x!
=1 − 0.9513 = 0.0487
The mean and variance of the Poisson distribution p( x; μ) both have the value μ .
Theorem
Let X be a binomial random variable with probability distribution b( x; n, p) . When
n → ∞ , p → 0 , and μ = np remains constant. Then
b ( x; n , p) → p( x; μ ) .
one or more bubbles. What is the probability that a random sample of 8000 will yield
fewer than 7 items possessing bubbles?
Solution. This is essentially a binomial experiment with n = 8000 and p = 0.001. Since
p is very close to zero and n is large, we shall approximate with the Poisson distribution
using μ = 8000 (0.001) = 8 . Hence, if X represent the number of bubbles, we have
6
P[X > 7] = ∑ b( x; 8000, 0.001)
x =0
6
≅ ∑ p( x ; 8) = 0.3134
x =0
⎛ x − 1⎞ k x − k
b * ( x; n , p) = ⎜⎜ ⎟⎟ p q , x = k , k + 1, k + 2, ... .
⎝ k − 1⎠
Example 6. Find the probability that a person tossing three coins will get either all
heads or all tails for the second time on the fifth toss.
Solution. Let X be the number of trials (tossing) until get either all heads or all tails for
the second time. Then X is negative binomial random variable,
⎛ x − 1⎞ k x − k
b * ( x; n , p) = ⎜⎜ ⎟⎟ p q , x = k , k + 1, k + 2, ... , k = 2
⎝ k − 1⎠
2 1
With, p = P(success) = P( all heads or all tails) = = ,
8 4
3
q = 1− p = ,
4
2 3
1 ⎛ 4⎞ ⎛ 1 ⎞ ⎛ 1 ⎞ 27
P[X = 5]= b * (5; 2, ) = ⎜⎜ ⎟⎟ ⎜ ⎟ ⎜ ⎟ = .
4 ⎝ 1⎠ ⎝ 4 ⎠ ⎝ 4 ⎠ 256
• The mean and variance of the negative binomial distribution with parameters k and
p are
k kq
μ= and σ 2 = 2 .
p p
Definition 8. If repeated independent trials can result in a success with probability p and a
failure with probability q = 1 − p , then the probability distribution of the random variable X,
the number of trial on which the first success occurs is given by
g ( x; p) = p q x −1 , x = 1, 2, 3, ... .
with
p = P(success) = P(defective item found) = 0.01, q = 1- p = 0.99.
The probability that 5 items are inspected before a defective item is found. Then
EXCERSICE 4