Probability and Statistics

Lecture 7

Dr.-Ing. Erwin Sitompul

President University
http://zitompul.wordpress.com

2 0 1 3
President University Erwin Sitompul PBST 7/1
 Chapter 5.5 Negative Binomial and Geometric Distributions

Negative Binomial Distribution

 Consider an experiment where the properties are the same as
those listed for a binomial experiment, with the exception that the
trials will be repeated until a fixed number of successes occur.
 We are interested in the probability that the kth success occurs on
the xth trial.
 This kind of experiment is called negative binomial experiment.

 The number X of trials to produce k successes in a negative

binomial experiment is called a negative binomial random
variable, and its probability distribution is called the negative
binomial distribution.

 |Negative Binomial Distribution| 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 the trial on which the kth success occurs,
is
k xk
b* ( x; k , p )  C
x 1 k 1 p q , x  k , k  1, k  2,...

President University Erwin Sitompul PBST 7/2

 Chapter 5.5 Negative Binomial and Geometric Distributions

Negative Binomial Distribution

In an NBA (National Basketball Association) championship series, the
team which wins four games out of seven will be the winner.
Suppose that team A has probability 0.55 of winning over the team
B and both teams A and B face each other in the championship
games.
(a) What is the probability that team A will win the series in six
games?
(b) What is the probability that team A will win the series?

6 4
(a) b* (6; 4, 0.55)  C
6 1 4 1 (0.55) 4
(0.45)  0.1853

(b) P (team A wins the championship series)

 b* (4; 4, 0.55)  b* (5; 4, 0.55)  b* (6; 4, 0.55)  b* (7; 4, 0.55)
 0.0915  0.1647  0.1853  0.1668  0.6083

President University Erwin Sitompul PBST 7/3

 Chapter 5.5 Negative Binomial and Geometric Distributions

Negative Binomial Distribution

In an NBA (National Basketball Association) championship series, the
team which wins four games out of seven will be the winner.
Suppose that team A has probability 0.55 of winning over the team
B and both teams A and B face each other in the championship
games.
(c) If both teams face each other in a regional playoff series and the
winner is decided by winning three out of five games, what is the
probability that team A will win a playoff?

(c) P(team A wins the regional series)

 b* (3;3, 0.55)  b* (4;3, 0.55)  b* (5;3, 0.55)
 0.1664  0.2246  0.2021  0.5931

President University Erwin Sitompul PBST 7/4

 Chapter 5.5 Negative Binomial and Geometric Distributions

Geometric Distribution
 If we consider the special case of the negative binomial
distribution where k = 1, we have a probability distribution for the
number of trials required for a single success.

 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
the trial on which the first success occurs, is
g ( x; p)  pq x 1 , x  1, 2,3,...

 The mean and variance of a random variable following the

geometric distribution are
1 1 p
 and 2 
p p2

President University Erwin Sitompul PBST 7/5

 Chapter 5.5 Negative Binomial and Geometric Distributions

Geometric Distribution
In a certain manufacturing process it is known that, on the average,
1 in every 100 items is defective. What is the probability that the
fifth item inspected is the first defective item found?

g (5;0.01)  (0.01)(0.99) 4  0.0096

At “busy time” a telephone exchange is very near capacity, so callers

have difficulty placing their calls. It may be of interest to know the
number of attempts necessary in order to gain a connection.
Suppose that we let p = 0.05 be the probability of a connection
during busy time. We are interested in knowing the probability that
5 attempts are necessary for a successful call.

P( X  5)  g (5;0.05)  (0.05)(0.95) 4  0.041

President University Erwin Sitompul PBST 7/6

 Chapter 5.6 Poisson Distribution and Poisson Process

Poisson Distribution and Poisson Process

 Experiments yielding numerical values of a random variable X, the
number of outcomes occurring during a given time interval or in a
specified region, are called Poisson experiments.
 The time interval may be given in any length, such as minute,
day, week, and month.
 The specified region may be a line segment, an area, a volume, or
a piece of material

President University Erwin Sitompul PBST 7/7

 Chapter 5.6 Poisson Distribution and Poisson Process

Properties of Poisson Process

 A Poisson experiment is derived from the Poisson process and
possesses the following properties:
1. The number of outcomes occurring in one time interval or
specified region is independent of the number that occurs in
any other disjoint time interval or region of space.
2. The probability that a single outcome will occur during a very
short time interval or in a small region is proportional to the
length of the time interval or the size of the region and does
not depend on the number of outcomes occurring outside this
time interval or region.
3. The probability that more than one outcome will occur in such a
short time interval or fall in such a small region is negligible.

President University Erwin Sitompul PBST 7/8

 Chapter 5.6 Poisson Distribution and Poisson Process

Poisson Distribution and Poisson Process

 |Poisson Distribution| The probability distribution of the Poisson
random variable X, representing the number of outcomes
occurring in a given time interval or specified region denoted by t,
is  t
ex
( t )
p( x; t )  , x  0,1, 2,...
x!
where λ is the average number of outcomes per unit time or
region, and e = 2.71828.... (natural number).

 The mean and variance of the Poisson distribution p(x;λt) both

have the value λt.

President University Erwin Sitompul PBST 7/9

 Chapter 5.6 Poisson Distribution and Poisson Process

Poisson Distribution and Poisson Process

During a laboratory experiment the average number of radioactive
particles passing through a counter in 1 millisecond is 4. What is the
probability that 6 particles enter the counter in a given millisecond?

x  6,  t  4
e4 (4)6
p(6; 4)   0.1042
6!

Ten is the average number of oil tankers arriving each day at a

certain port city. The facilities at the port can handle at most 15
tankers per day. What is the probability that on a given day tankers
have to be turned away?
15  Table A.2 gives help
P( X  15)  1  P( X  15)  1   p( x;10)
x 0

 e 10 (10)1 e10 (10) 2 e 10 (10)15 

 1    
 1! 2! 15! 
 1  0.9513  0.0487
President University Erwin Sitompul PBST 7/10
 Chapter 5.6 Poisson Distribution and Poisson Process

Table A.2 Poisson Probability Sums

President University Erwin Sitompul PBST 7/11

 Chapter 5.6 Poisson Distribution and Poisson Process

Poisson Distribution As a Limit of Binomial

 It should be clear from the three properties of the Poisson process
that the Poisson distribution relates to the binomial distribution.
 In the case of the binomial, if n is quite large and p is small, the
conditions begin to simulate the continuous space or time region
implications of the Poisson process.

 Poisson distribution can be taken as a limiting form of the binomial

distribution when n ® ∞ and p ® 0, and np remains constant.
 If the conditions are fulfilled, the Poisson distribution can be used
with μ = np, to approximate binomial distribution.

 Let X be a binomial random variable with probability distribution

b(x;n,p). When n ® ∞ and p ® 0, and μ = np remains constant,
b( x; n, p)  p( x,  )

President University Erwin Sitompul PBST 7/12

 Chapter 5.6 Poisson Distribution and Poisson Process

Poisson Distribution and Poisson Process

In a certain industrial facility accidents occur infrequently. It is
known that the probability of an accident on any given day is 0.005
and accidents are independent of each other.
(a) What is the probability that in any given period of 400 days there
will be an accident on one day?
(b) What is the probability that there are at most three days with an
accident?

x  1,  t  (0.005)(400)  2
e 2 (2)1  Considered as
(a) p(1; 2)   0.2707
1! Poisson process

b(1; 400, 0.005)  1 399  Considered as

C
400 1 (0.005) (0.095)  0.2707 Bernoulli process

3 3
e 2 (2) x
(b) P ( X  3)   p ( x; 2)    0.8571
x 0 x0 x!
3
P( X  3)   b( x; 400, 0.005)  0.8571
x 0
President University Erwin Sitompul PBST 7/13
 Chapter 5.6 Poisson Distribution and Poisson Process

Poisson Distribution and Poisson Process

In a manufacturing process where glass products are produced,
defects or bubbles occur, occasionally rendering the piece
undesirable for marketing. It is known that, on average, 1 in every
1000 of these items produced has one or more bubbles. What is the
probability that a random sample of 8000 will yield fewer than 7
items possessing bubbles?

  (8000)(0.001)  8
6 6
P( X  7)   b( x;8000, 0.001)   p( x;8)  0.3134
x 0 x 0

 Actually a  Solved by
problem for approximation
Binomial using Poisson
Distribution Distribution

President University Erwin Sitompul PBST 7/14

 Probability and Statistics

Homework 6
1. A communications system consists of n components, each of which will,
independently, function with probability p. The total system will be able
to operate effectively if at least one-half of its components function. For
what values of p is a 5-component system more likely to operate
effectively than a 3-component system?
(Ro.E5.1c s144)

2. It has been established that the number of defective stereos produced

daily at a certain plant is Poisson distributed with mean 4. Over a 2-day
span, what is the probability that the number of defective stereos does
not exceed 3?
(Ro.E5.2f s+10)

3. The probability of hitting a target is 1/5 and ten shots are fired
independently.
(a) What is the probability of the target being hit at least twice?
(b) Find the conditional probability that the target is hit at least twice,
assuming that at least one hit is scored.
(Fe.VI.10.5-6 s16.9)
 This homework includes the materials from
Lecture 6 and Lecture 7.

President University Erwin Sitompul PBST 7/15