Week 3 & 5

Discrete Probability Distributions

 Random Variables
 Discrete Probability Distributions
 Expected Value and Variance
 Binomial Probability Distribution .40

 Poisson Probability Distribution .30

 Hypergeometric Probability .20

Distribution .10

0 1 2 3 4

Slide
1
 Random Variables

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.

Slide
2
 Example: JSL Appliances

 Discrete random variable with a finite number

of values

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 55 values
values (0,
(0, 1,
1, 2,
2, 3,
3, 4)
4)

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3
 Example: JSL Appliances

 Discrete random variable with an infinite sequence

of values

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, .. .. ..

We can count the customers arriving, but there is no

finite upper limit on the number that might arrive.

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4
 Examples Discrete Random Variables

Possible
Experiment Random Variable (x)
Value
Contact 5 Number of customers
0, 1, 2, 3, 4, 5
customers who place an order

Inspect a ship- 0, 1, …, 50
Number of defectives radios
ment of 50 radios

Sell an 0 if male,
Gender of the customer 1 if female
automobile

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5
 Examples of Continuous Random Variables

Possible
Experiment Random Variable x
Value
Operate a Time between customer
X≥0
bank arrivals in minutes

Construct a new Percentage of project complete 0 ≤ x ≤ 100

manufacture after six months
Test a new Temperature when desired
chemical reaction take place 40≤ x ≤ 120
process (min 40° C; max 120° C)

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6
 Random Variables

Question Random Variable x Type

Family x = Number of dependents Discrete
size reported on tax return

Distance from x = Distance in miles from Continuous

home to store home to the store site
Own dog x = 1 if own no pet; Discrete
or cat = 2 if own dog(s) only;
= 3 if own cat(s) only;
= 4 if own dog(s) and cat(s)

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7
 Exercise 3
 Exercise 5
 Exercise 6

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8
 Discrete Probability Distributions

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.

We can describe a discrete probability distribution

with a table, graph, or equation.

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9
 Discrete Probability Distributions

The
The probability
probability distribution
distribution is
is defined
defined byby aa
probability
probability function,
function, denoted
denoted by f(x), which
by f(x), which provides
provides
the
the probability
probability for
for each
each value
value ofof the
the random
random variable.
variable.

The required conditions for a discrete probability

function are:
f(x) > 0

f(x) = 1

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10
 Discrete Probability Distributions

 Using past data on TV sales, …

 a tabular representation of the probability
distribution for TV sales was developed.

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

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11
 Discrete Probability Distributions

 Graphical Representation of Probability Distribution

.50
.40
Probability

.30
.20
.10

0 1 2 3 4
Values of Random Variable x (TV sales)

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12
Discrete Uniform Probability Distribution

The
The discrete
discrete uniform
uniform probability
probability distribution
distribution is
is the
the
simplest
simplest example
example of
of 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

f(x) = 1/n the values of the

random variable
are equally likely
where:
n = the number of values the random
variable may assume

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13
 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) =  = 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) =  2 = (x - )2f(x)

The
The standard deviation, ,, is
standard deviation, is defined
defined as
as the
the positive
positive
square
square root
root of
of the
the variance.
variance.

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14
 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

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15
 Expected Value and Variance

 Variance and Standard Deviation

x x- (x - )2 f(x) (x - )2f(x)

0 -1.2 1.44 .40 .576
1 -0.2 0.04 .25 .010
2 0.8 0.64 .20 .128
3 1.8 3.24 .05 .162
TVs
4 2.8 7.84 .10 .784 squared
Variance of daily sales = s 2 = 1.660
Standard deviation of daily sales = 1.2884 TVs

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16
 Binomial Distribution

 Four Properties of a Binomial Experiment

1. The experiment consists of a sequence of n
identical trials.

2. Two outcomes, success and failure, are possible

on each trial.

3. The probability of a success, denoted by p, does

not change from trial to trial.
stationarity
4. The trials are independent. assumption

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17
 Exercise 7
 Exercise 9
 Exercise 18

Misalkan sejarah masa lalu menunjukkan bahwa 60% dari

mahasiswa lebih memilih Merek C cola. Sebuah sampel
dari 5 siswa yang akan dipilih. Probabilitas bahwa tepat 1
menyukai merek C adalah

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18
 Binomial Distribution

Our interest is in the number of successes

occurring in the n trials.

We let x denote the number of successes

occurring in the n trials.

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19
 Binomial Distribution

 Binomial Probability Function

n!
f (x)  p x (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

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20
 Binomial Distribution

 Binomial Probability Function

n!
f (x)  p x (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

Slide
21
 Binomial Distribution

 Example: Evans Electronics

Evans is concerned about a low retention rate
for employees. In recent years, management has seen
a turnover of 10% of the hourly employees annually.
Thus, for any hourly employee chosen at random,
management estimates a probability of 0.1 that the
person will not be with the company next year.

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22
 Binomial Distribution

 Using the Binomial Probability Function

Choosing 3 hourly employees at random, what
is the probability that 1 of them will leave the
company this year?

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)!

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23
 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

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24
 Binomial Distribution

 Using Tables of Binomial Probabilities

p
n x .05 .10 .15 .20 .25 .30 .35 .40 .45 .50
3 0 .8574 .7290 .6141 .5120 .4219 .3430 .2746 .2160 .1664 .1250
1 .1354 .2430 .3251 .3840 .4219 .4410 .4436 .4320 .4084 .3750
2 .0071 .0270 .0574 .0960 .1406 .1890 .2389 .2880 .3341 .3750
3 .0001 .0010 .0034 .0080 .0156 .0270 .0429 .0640 .0911 .1250

Slide
25
 Binomial Distribution

 Expected Value

E(x) =  = np
 Variance
Var(x) =  2 = np(1 - p)

 Standard Deviation

  np(1  p )

Slide
26
 Binomial Distribution

 Expected Value

E(x) =  = 3(.1) = .3 employees out of 3

 Variance

Var(x) =  2 = 3(.1)(.9) = .27

 Standard Deviation

  3(.1)(.9)  .52 employees

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27
 Distribusi Multinomial
Distribusi probabilitas binomial digunakan untuk sejumlah sukses dari n
percobaan yang independen, dimana seluruh hasil (outcomes)
dikategorikan ke dalam dua kelompok (sukses dan gagal). Distribusi
probabilitas multinomial digunakan untuk penentuan probabilitas hasil
yang dikategorikan ke dalam lebih dari dua kelompok. Fungsi distribusi
probabilitas multinomial:

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28
 Contoh

Berdasarkan laporan sebuah penelitian tahun 1995, diantara produk

mikroprosesor pentium generasi pertama diketahui terdapat cacat yang
mengakibatkan kesalahan dalam operasi aritmatika. Setiap mikroprosesor
dapat dikategorikan sebagai baik, rusak dan cacat (dapat digunakan
dengan kemungkinan muncul kesalahan operasi aritmatika). Diketahui
bahwa 70% mirkoprosesor dikategorikan baik, 25% cacat dan 5% rusak.
Jika sebuah sample random berukuran 20 diambil, berapa probabilitas
ditemukan 15 mikroprosesor baik, 3 cacat dan 2 rusak?

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29
 Contoh
Bila dua buah dadu dilemparkan 6 kali, berapa peluang mendapat
jumlah bilangan yang muncul sebesar 7 atau 11 sebanyak 2 kali,
bilangan yang sama pada kedua dadu sekali, dan kemungkinan lainnya
sebanyak 3 kali?
Penyelesaian :
o S = 36
o E1 = jumlah kedua dadu 7 atau 11: peluangnya adalah 2/9
o E2 = bilangan yang sama pada kedua dadu : peluangnya 1/6
o E3 = kemungkinan lainnya: 1 – P(E1 + E2) = 1 – (2/9 + 1/6) = 11/18

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30
 Distribusi Binomial Negatif
Percobaan binomial negatif
Mencari peluang sukses dalam percobaan

Variabel acak binomial negatif

Jumlah percobaan yang diperlukan untuk mendapatkan sukses
pada percobaan binomial negatif

Distribusi peluang binomial negatif

Peluang jumlah percobaan yang diperlukan untuk mendapatkan
sukses pada percobaan binomial negatif

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31
Distribusi Binomial Negatif

Notasi:
b↑∗ :peluang sukses pada trial tertentu
x :jumlah percobaan
p :peluang sukses
q :peluang gagal
k :jumlah sukses yang terjadi

Slide
32
Statistik Deskriptif
1. Rata-rata
 =K/P

2. Variansi
2 = K (1-P) / P2

Slide
33
In an NBA (National Basketball Association) champion
series, the team that win four games out of seven is the
winner. Suppose that teams A and B face each other in the
championship games and that team A has probability 0,55 of
winning a games over team B.
a. What is the probability that team A will win the series in
6 games ?
b. What is the probability that team A will win the series ?
c. If team A and B were facing each other in regional play
off series, whice is decided by winning three out of five
games, what is the probability that team A would win the
series ?

Slide
34
Solution :

a. b*(6;4,0.55)= [53]* 0,554*(1-0,55)(6-4)

= 0,1853
b. P(team A win the championship series) is

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
c. P(team A win the playoff) is
= b*(3;3;0,55)+b*(4;3;0,55)+b*(5;3;0,55)
= 0,1664 + 0,2246 + 0,2021
= 0,5931
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35
 Poisson Distribution

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, .. .. .. ).).

Slide
36
 Poisson Distribution

Examples of a Poisson distributed random variable:

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

Slide
37
 Poisson Distribution

 Two Properties of a Poisson Experiment

1.
1. The
The probability
probability of
of an
an occurrence
occurrence is
is the
the same
same
for
for any
any two
two intervals
intervals of
of equal
equal length.
length.

2.
2. The
The occurrence
occurrence or
or nonoccurrence
nonoccurrence in
in any
any
interval
interval is
is independent
independent of
of the
the occurrence
occurrence or
or
nonoccurrence
nonoccurrence inin any
any other
other interval.
interval.

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38
 Poisson Distribution

 Poisson Probability Function

 x e
f ( x) 
x!
where:
f(x) = probability of x occurrences in an interval
 = mean number of occurrences in an interval
e = 2.71828

Slide
39
 Poisson Distribution

 Example: Mercy Hospital

Patients arrive at the MERCY
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?

Slide
40
 Poisson Distribution MERCY

 Using the Poisson Probability Function

 = 6/hour = 3/half-hour, x = 4
3 4 (2.71828)3
f (4)   .1680
4!

Slide
41
 Poisson Distribution MERCY

 Poisson Distribution of Arrivals

Poisson Probabilities
0.25

0.20
Probability

0.15 actually,
the sequence
0.10 continues:
11, 12, …
0.05

0.00
0 1 2 3 4 5 6 7 8 9 10
Number of Arrivals in 30 Minutes

Slide
42
 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.
m=s2

Slide
43
 MERCY
Poisson Distribution

 Variance for Number of Arrivals

During 30-Minute Periods

m = s 22 = 3

Slide
44
 Hypergeometric Distribution

The hypergeometric distribution is closely related

to the binomial distribution.

However,
However, for
for the
the hypergeometric
hypergeometric distribution:
distribution:

the
the trials
trials are
are not
not independent,
independent, and
and

the
the probability
probability of
of success
success changes
changes from
from trial
trial
to
to trial.
trial.

Slide
45
 Hypergeometric Distribution

 Hypergeometric Probability Function

 r  N  r 
  
 x  n  x 
f ( x)  for 0 < x < r
N
 
n
where: f(x) = probability of x successes in n trials
n = number of trials
N = number of elements in the population
r = number of elements in the population
labeled success

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46
 Hypergeometric Distribution

 Hypergeometric Probability Function

r N r
x nx
   
f (x)  for 0 < x < r
N
n number of ways
 
n – x failures can be selected
number of ways from a total of N – r failures
x successes can be selected in the population
from a total of r successes
in the population
number of ways
a sample of size n can be selected
from a population of size N

Slide
47
 Hypergeometric Distribution

 Example: Neveready
Bob Neveready has removed two
dead batteries from a flashlight and

ZAP
inadvertently mingled them with ZA
P
ZAP
ZAP

the two good batteries he intended

as replacements. The four batteries look identical.
Bob now randomly selects two of the four
batteries. What is the probability he selects the two
good batteries?

Slide
48
 Hypergeometric Distribution

 Using the Hypergeometric Function

 r  N  r   2  2   2!  2! 
 x  n  x   2  0   2!0!  0!2! 
         1
f (x)      .167
N  4  4!  6
n 2  2!2! 
     
where:
x = 2 = number of good batteries selected
n = 2 = number of batteries selected
N = 4 = number of batteries in total
r = 2 = number of good batteries in total

Slide
49
 Hypergeometric Distribution

 Mean

 r 
E ( x)    n  
N

 Variance

 r  r  N  n 
Var ( x)    n  1  
2

 N  N  N  1 

Slide
50
 Hypergeometric Distribution

 Mean

 r  2
  n   2   1
N 4

 Variance

 2  2  4  2  1
  2   1   
2
   .333
 4   4   4 1  3

Slide
51
 Hypergeometric Distribution

Consider
Consider aa hypergeometric
hypergeometric distribution
distribution with
with nn trials
trials
and
and let
let pp == (r/n)
(r/n) denote
denote the
the probability
probability of
of aa success
success
on
on the
the first
first trial.
trial.
If
If the
the population
population size
size is
is large,
large, the
the term
term (N
(N –– n)/(N
n)/(N –– 1)
1)
approaches
approaches 1.1.

The
The expected
expected value
value and
and variance
variance can
can be
be written
written
E(x) == np
E(x) np and Var(x) == np(1
and Var(x) np(1 –– p).
p).

Note
Note that
that these
these are
are the
the expressions
expressions for
for the
the expected
expected
value
value and
and variance
variance of
of aa binomial
binomial distribution.
distribution.
continued
Slide
52
 Hypergeometric Distribution

When
When thethe population
population size
size is
is large,
large, aa hypergeometric
hypergeometric
distribution
distribution can
can be
be approximated
approximated by by aa binomial
binomial
distribution
distribution with
with nn trials
trials and
and aa probability
probability ofof success
success
pp == (r/N).
(r/N).

Slide
53
End of Week 5

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54