Professional Documents
Culture Documents
Probability Distributions
1] Bernoulli Experiments
A Bernoulli trial is an experiment with two outcomes:
S≡ (success) and F≡ (failure)
P(S) = p and P(F) = q (= 1 p)
X 1 0
P(X) p q
n r n r
b(r, n, p) P[X r] p q , r 0,1,2,...,n
r
0 p 1 , q 1-p
Where
n
Cnr
= The number of ways that r objects can be selected
r
from n objects , n and p are called the parameters of the
binomial distribution .
Note that :
If n = 1 the binomial distribution is called the Bernoulli
Dr. Marwa Mostafa
distribution .
Dr. Marwa Mostafa
The shape of a binomial distribution: B(n,p)
The binomial experiment is a probability experiment that satisfies these
requirements:
• Each trial can have only two possible outcomes—success or failure.
• There must be a fixed number of trials. n
• The outcomes of each trial must be independent of each other.
• The probability of success must remain the same for each trial. p
• The probability of Fail must remain the same for each trial. q=1-p
• The variable of interest is the number of successes. X
• The range of X is 0,1,2,…..,n
Dr. Marwa Mostafa
The mean and variance of the
binomial distribution:
If X is binomial with parameters n and p , then X has
(d) find the mean and the standard deviation of the number of
people who passes on that day , and then find
E(2X-1) and Var(-2X+4)
Dr. Marwa Mostafa
Solution:
Let X be the number of people he passes on that day,
then X has the binomial random variable with parameters
n = 9, p = 0.4 and q = 0.6, then
9
P[X r ] (0.4)r (0.6)9r , r 0, 1,..., 9
r
9 6 3
(a) P[ he passes 6 people ] P[ X 6 ]
6 ( 0. 4 ) ( 0 .6 ) 0.0743
(b) P[ he passes at least one person ] P[X 1]
1 - P[ he passes none ]
1 - P[X 0]
9
1 - (0.4)0 (0.6)9
Dr. Marwa Mostafa
0
0.9899
(c) P[ he passes more than 7 people ] P[X 7] P[X 8] P[X 9]
9 9
(0.4) (0.6) (0.4)9 (0.6)0
8 1
8 9
0.0038
Then,
E(2X-1) = 2 E(X) -1 = 2(np) – 1 = 2 (3.6) – 1 = 6.2
Var(-2X+4)= (-2)2 Var(X) Dr.
= Marwa
4 npq = 4 (2.16) = 8.64.
Mostafa
Example(2) : The probability that the noise level of a wide-
band amplifier will exceed 2 dB is 0.05. Find the probability
that among 12 such amplifiers the noise level of
(a) One will exceed 2 dB ;
Var ( 1 X 2)
(d) Compute and, and then find E(5X+1) and
3
12
P(X r ) (0.05) r (0.95)12r , r 0, 1, 2,...,12
r
12
(a) P(X 1) (0.05)1 (0.95)11 0.341
1
12
P(X 0) (0.05) 0 (0.95)12 0.54 &
0
12
P(X 1) (0.05) (0.95) 0.341 &
1 11
1
12
P(X 2) (0.05) 2 (0.95)10 0.099
2
Then, P(X ≤ 2) = 0.54 + 0.341 + 0.099 = 0.98
Then ,
E(5X+1) = 5 E(X) + 1 = 5 (0.1) + 1 = 4
Solution:
X is a binomial random variable with parameters
n = 4, p = 0.2, then
4 r (0.8) 4 r
P[ X r ]
r ( 0.2 ) , r 0,1,2,3,4
Dr. Marwa Mostafa
4
(a) P[ X 1] (0.2)1 (0.8)3 0.4096
1
(b) P [all 4 bolts will be good]
4 0 4
P[X 0] (0.2) (0.8) 0.4096
0
(c) P[X 2] P[X 0] P[X 1] P[X 2]
4 4
(0.2) (0.8) (0.2)1 (0.8)3
0 4
0 1
4 2 2
(0.2) (0.8)
2
0.9728
Dr. Marwa Mostafa
(d) E(X) = μ = n p = 4(0.2) = 0.8
0.64 0.8
3 1 2
P[ X 1] (0.005) (0.995) 0.015
1
10p3 (1 p)2 5p 4 (1 p) p5 3p 2 (1 p) p3
which , reduces to
3(p - 1)2 ( 2p 1) 0
12 5 7
(a) P[ 13 marks] P[X 5] (0.2) (0.8) 0.0532
5
4 5
0.259 +0.078=0.337
Dr. Marwa Mostafa
(c) E(X) = μ = n p = 5(0.6) = 0.3
1.2 1.1
0 1
16
(0.05) 2
(0.95)14
0.4401 +0.3706+0.1463=0.957
2
16 16
(0.05) (0.95) + (0.05) (0.95)
0 16 1 15
0 1
1
16 16
(0.05) 2 (0.95)14 + (0.05)3 (0.95)13
2 3
1-(0.4401 +0.3706+0.1463+0.0360)=0.0071
2
1 x
1
e 2
x
f ( x ) 2 2
0 otherwise
where
1 1
z2
e 2
z
f (z ) 2 2
0 otherwise
with
P( a ≤ Z ≤ b) = P( -a ≤ Z ≤ b) =
P( Z ≤ b) = P( -a ≤ Z ≤ -b) =
P( -b ≤ Z ≤ a ) =
0.06
P(-k ≤ Z ≤ k ) = 0.88
0.94
\ P(-k ≤ Z ≤ k ) = 0.88
the area below –k is equal to 0.06
Sol:
(a) P(Z ≤ 2.44) = F(2.44) = Φ(2.44) =….
(b) P(Z ≤ – 1.16) = F (– 1.16) = Φ(– 1.16) = 1 – Φ(1.16) =….
(c) P(Z ≥ 1) = 1 – F (1) = 1 – Φ(1) =….
(d) P(1 ≤ Z ≤ 1.8) = F(1.8) – F (1) = Φ(1.8) – Φ(1) = ….
Dr. Marwa Mostafa
Section 4: Calculations using tables
Section 4.3: The standard normal distribution
(z value or standard score)
– X z (Important)
Dr. Marwa Mostafa
Example 1:
A survey by the National Retail Federation found that
women spend on average $146.21 for the Christmas
holidays. Assume the standard deviation is $29.44. Find
the percentage of women who spend less than $160.00.
Assume the variable is normally distributed.
Step 3: Find X.