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A
A random
random variable
variable is
is aa numerical
numerical description
description of
of the
the
outcome
outcome of
of an
an experiment.
experiment.
A
A discrete
discrete random
random variable
variable may
may assume
assume either
either aa
finite
finite number
number of
of values
values or
or an
an infinite
infinite sequence
sequence of
of
values.
values.
A
A continuous
continuous random
random variable
variable may
may assume
assume any
any
numerical
numerical value
value in
in an
an interval
interval or
or collection
collection of
of
intervals.
intervals.
Example: JSL Appliances
Let
Let xx =
= number
number ofof TVs
TVs sold
sold at
at the
the store
store in
in one
one day,
day,
where
where xx can
can take
take on
on 5
5 values
values (0,
(0, 1,
1, 2,
2, 3,
3, 4)
4)
Example: JSL Appliances
Let
Let xx =
= number
number ofof customers
customers arriving
arriving in
in one
one day,
day,
where
where xx can
can take
take on
on the
the values
values 0,
0, 1,
1, 2,
2, .. .. ..
The
The probability
probability distribution
distribution for
for aa random
random variable
variable
describes
describes how
how probabilities
probabilities are
are distributed
distributed over
over
the
the values
values of
of the
the random
random variable.
variable.
The
The probability
probability distribution
distribution is
is defined
defined by by aa
probability
probability function
function,, denoted
denoted byby ff((xx),
), which
which provides
provides
the
the probability
probability for
for each
each value
value of
of the
the random
random variable.
variable.
Σ f(x) = 1
Discrete Probability Distributions
Number 80/200
Units Sold of Days x f(x)
0 80 0 .40
1 50 1 .25
2 40 2 .20
3 10 3 .05
4 20 4 .10
200 1.00
Discrete Probability Distributions
.50
.40
Probability
.30
.20
.10
0 1 2 3 4
Values of Random Variable x (TV sales)
Discrete Uniform Probability Distribution
The
The discrete
discrete uniform
uniform probability
probability distribution
distribution is
is the
the
simplest
simplest example
example ofof aa discrete
discrete probability
probability
distribution
distribution given
given by
by aa formula.
formula.
The
The discrete
discrete uniform
uniform probability
probability function
function is
is
the values of the
f(x) = 1/n random variable
are equally likely
where:
n = the number of values the random
variable may assume
Expected Value and
Variance
The
The expected
expected value
value,, or
or mean,
mean, of
of aa random
random variable
variable
is
is aa measure
measure of
of its
its central
central location.
location.
E(x) = µ = Σ xf(x)
The
The variance
variance summarizes
summarizes the
the variability
variability in
in the
the
values
values of
of aa random
random variable.
variable.
Var(x) = σ 2
2 = Σ (x - µ )22f(x)
The
The standard deviation,, σσ ,, is
standard deviation is defined
defined as
as the
the positive
positive
square
square root
root of
of the
the variance.
variance.
Expected Value and
Variance
Expected Value
x f(x) xf(x)
0 .40 .00
1 .25 .25
2 .20 .40
3 .05 .15
4 .10 .40
E(x) = 1.20
expected number
of TVs sold in a day
Expected Value and
Variance
Variance and Standard Deviation
We are not dealing with samples but with population values so dealing with
parameters.
The probability stays the same from one trail to the next.
P (r , N , p ) = C N ,r p r q N − r = ( )p q
N
r
r N −r
=
N!
r!( N − r )!
p r q N −r
0.40 0.14
Expectation Value
Expectation Value 0.12 µ = np = 50 * 1/3 = 16.667...
0.30 µ = np = 7 * 1/3 = 2.333...
0.10
P (k , 50, 1/3)
P (k , 7, 1/3)
0.08
0.20
0.06
0.04
0.10
0.02
0.00 0.00
0 2 4 6 8 10 0 5 10 15 20 25 3
k k
Binomial Distribution
n!
f (x) = px (1 − p)( n− x)
x!(n − x)!
where:
f(x) = the probability of x successes in n trials
n = the number of trials
p = the probability of success on any one trial
Binomial Formulas
Mean
( )
∂ N N m N −m
∑ m p q
∂p m = 0 = 0
N
∑m
m=0
( )p
N
m
m −1 N − m
q − ∑
N
m=0
( )p
N
m
m
( N − m)(1 − p ) N − m −1 = 0
N
p −1 ∑ m
m=0
( )p
N
m
m N −m
q = N (1 − p) −1 ∑
m= 0
N
( )p
N
m
m
N
(1 − p ) N − m − (1 − p) −1 ∑ m
m=0
( )p
N
m
m
(1 − p ) N − m
p −1µ = N (1 − p ) −1 ⋅ 1 − (1 − p ) −1 µ
µ = Np
Standard Deviation
N
∑(m−µ)2P(m,N ,p)
σ2=m=0 N =N
p
q
∑P(m,N,p)
m=0
Binomial Distribution
■ Binomial Probability
Function
n!
f (x) = px (1 − p)( n− x)
x!(n − x)!
Probability of a particular
Number of experimental sequence of trial outcomes
outcomes providing exactly with x successes in n trials
x successes in n trials
Binomial Distribution
Let: p = .10, n = 3, x = 1
n!
f ( x) = p x (1 − p ) ( n − x )
x !( n − x )!
3!
f (1) = (0.1) 1(0.9) 2= 3(.1)(.81)= .243
1!(3 − 1)!
Binomial Distribution
Tree Diagram
1st Worker 2nd Worker 3rd Worker x Prob.
L (.1) 3 .0010
Leaves (.1)
S (.9) 2 .0090
Leaves
(.1) L (.1) 2 .0090
Stays (.9)
S (.9) 1 .0810
L (.1) 2 .0090
Leaves (.1)
Stays S (.9) 1 .0810
(.9) L (.1)
1 .0810
Stays (.9)
S (.9) 0 .7290
Binomial Distribution
■ Varianc
e
Var(x) = σ 2
2 = np(1 − p)
■ Standard
Deviation
σ = np(1− p)
Binomial Distribution
■ Expected Value
■ Variance
Var(x) = σ 2
2 = 3(.1)(.9) = .27
■ Standard Deviation
A
A Poisson
Poisson distributed
distributed random
random variable
variable is
is often
often
useful
useful in
in estimating
estimating the
the number
number of
of occurrences
occurrences
over
over aa specified
specified interval
interval of
of time
time or
or space
space
It
It is
is aa discrete
discrete random
random variable
variable that
that may
may assume
assume
an
an infinite
infinite sequence
sequence of
of values
values (x
(x =
= 0,
0, 1,
1, 2,
2, .. .. .. ).
).
Poisson Distribution
the
the number
number of
of knotholes
knotholes in
in 14
14 linear
linear feet
feet of
of
pine
pine board
board
the
the number
number ofof vehicles
vehicles arriving
arriving at
at aa toll
toll
booth
booth in
in one
one hour
hour
Poisson Distribution
2.
2. The
The occurrence
occurrence or
or nonoccurrence
nonoccurrence in
in any
any
interval
interval is
is independent
independent ofof the
the occurrence
occurrence or
or
nonoccurrence
nonoccurrence in in any
any other
other interval.
interval.
Poisson Distribution
Poisson Probability Function
µ x e −µ
f ( x) =
x!
where:
f(x) = probability of x occurrences in an interval
µ = mean number of occurrences in an interval
e = 2.71828
Poisson Distribution
■ Example: Mercy Hospital
Patients arrive at the emergency room of
Mercy
Hospital at the average rate of 6 per hour on
weekend
evenings.
What is the probability of 4 arrivals in 30
minutes on a weekend evening?
Poisson Distribution
µ = 6/hour = 3/half-hour, x = 4
34 (2.71828)− 3
f (4) = = .1680
4!
Poisson Distribution
Poisson Probabilities
0.25
0.20
Probability
0.15 actually,
the
0.10 sequence
continues:
0.05
11, 12, …
0.00
0 1 2 3 4 5 6 7 8 9 10
Number of Arrivals in 30 Minutes
Poisson Distribution
A
A property
property of
of the
the Poisson
Poisson distribution
distribution is
is that
that
the
the mean
mean and
and variance
variance are
are equal.
equal.
µ =σ 2
Poisson Distribution
µ =σ 2
2 =3
Continuous Probability Distributions
Uniform Probability Distribution
Normal Probability Distribution
Normal Approximation of Binomial Probabilities
Exponential Probability Distribution
x
x
x
Continuous Probability Distributions
x
x xx1122 x22
x11 x22 x11
x
x11 x22
Uniform Probability
Distribution
■ A random variable is uniformly distributed
whenever the probability is proportional to the
interval’s length.
■ The uniform probability density function is:
ff ((xx)) =
= 1/(
1/(bb –– aa)) for
for aa <
< xx <
<bb
=
=0 0 elsewhere
elsewhere
E(
E(xx)) =
= ((aa +
+bb)/2
)/2
■ Variance of x
Var(
Var(xx)) =
= ((b
b -- aa))22/12
/12
Uniform Probability
Distribution
■ Example: Slater's Buffet
Slater customers are charged for the
amount of
salad they take. Sampling suggests that the
amount
of salad taken is uniformly distributed
between 5
ounces and 15 ounces.
Uniform Probability Distribution
ff((xx)) =
= 1/10
1/10 for
for 5
5<< xx <
< 15
15
=
=0 0 elsewhere
elsewhere
where:
x = salad plate filling weight
Uniform Probability Distribution
■ Expected Value of x
E(x) = (a + b)/2
= (5 + 15)/2
= 10
■ Variance of x
Var(x) = (b - a)22/12
= (15 – 5)22/12
= 8.33
Uniform Probability
Distribution
Uniform Probability Distribution
for Salad Plate Filling Weight
f(x)
1/10
x
5 10 15
Salad Weight (oz.)
Uniform Probability Distribution
x
5 10 12 15
Salad Weight (oz.)
Normal Probability
Distribution
The normal probability distribution is the most
important distribution for describing a continuous
random variable.
It is widely used in statistical inference.
■ It has been used in a wide variety of
applications:
• Heights of people
• Scientific measurements
• Test scores
• Amounts of rainfall
Normal Probability
Distribution
Normal Probability Density Function
1 − (x −µ )2 / 2 σ2
f ( x) = e
σ 2π
where:
µ = mean
σ = standard deviation
π = 3.14159
e = 2.71828
Normal Probability Distribution
■ Characteristics
x
Normal Probability Distribution
■ Characteristics
Standard Deviation σ
x
Mean µ
Normal Probability Distribution
■ Characteristics
x
Normal Probability Distribution
■ Characteristics
x
-10 0 20
Normal Probability Distribution
■ Characteristics
σ = 15
σ = 25
x
Normal Probability Distribution
■ Characteristics
Probabilities for the normal random variable are
given by areas under the curve. The total area
under the curve is 1 (.5 to the left of the mean and
.5 to the right).
.5 .5
x
Normal Probability Distribution
■ Characteristics
■ Characteristics
99.72%
95.44%
68.26%
µ x
µ – 3σ µ – 1σ µ + 1σ µ + 3σ
µ – 2σ µ + 2σ
Standard Normal Probability
Distribution
A
A random
random variable
variable having
having aa normal
normal distribution
distribution
with
with aa mean
mean ofof 00 and
and aa standard
standard deviation
deviation of
of 11 is
is
said
said to
to have
have aa standard
standard normal
normal probability
probability
distribution
distribution..
Standard Normal Probability Distribution
σ = 1
z
0
Standard Normal Probability Distribution
z = (x - µ )/σ
= (20 - 15)/6
= .83
P( z < .
83)
Standard Normal Probability Distribution
Step
Step 3:
3: Compute
Compute thethe area
area under
under thethe standard
standard normal
normal
curve
curve to
to the
the right
right of
of zz =
= .83.
.83.
Probability
of a stockout P(x > 20)
Standard Normal Probability Distribution
Area = 1 - .7967
Area = .7967
= .2033
z
0 .83
Standard Normal Probability Distribution
Area = .9500
Area = .0500
z
0 z.05
Standard Normal Probability Distribution
Step
Step 2:
2: Convert
Convert zz.0.055 to
to the
the corresponding
corresponding value
value of
of xx..
x = µ + z.0.055 σ
= 15 + 1.645(6)
= 24.87 or 25
Density Function
1 − x /µ
f ( x) = e for x > 0, µ > 0
µ
where: µ = mean
e = 2.71828
Exponential Probability Distribution
Cumulative Probabilities
P ( x ≤ x0 ) = 1 − e − xo / µ
where:
x0 = some specific value of x
Exponential Probability
Distribution
■ Example: Al’s Full-Service Pump
The time between arrivals of cars at Al’s
full-service
gas pump follows an exponential probability
distribution with a mean time between arrivals
of
3 minutes. Al would like to know the probability
that
the time between two successive arrivals will be
2
minutes or less.
Exponential Probability
Distribution
f(x)
.4 PP((xx <
< 2)
2) =
=11 -- 2.71828
2.71828-2-2/3/3 =
=11 -- .5134
.5134 =
= .4866
.4866
.3
.2
.1
x
1 2 3 4 5 6 7 8 9 10
Time Between Successive Arrivals (mins.)
Relationship between the Poisson
and Exponential Distributions