Академический Документы
Профессиональный Документы
Культура Документы
Engineers
Sixth Edition
Douglas C. Montgomery George C. Runger
Chapter 3
Discrete Random Variables and Probability Distributions
Copyright 2014 John Wiley & Sons, Inc. All rights reserved.
Discrete Random
3
CHAPTER OUTLINE
3-1 Discrete Random Variables
Variables and
Probability
Distributions
3-6 Binomial Distribution
3-2 Probability Distributions and 3-7 Geometric and Negative
Probability Mass Functions Binomial Distributions
3-3 Cumulative Distribution 3-8 Hypergeometric Distribution
Functions 3-9 Poisson Distribution
3-4 Mean and Variance of a
Discrete Random Variable
3-5 Discrete Uniform Distribution
2
Chapter 3 Title and Outline
Copyright 2014 John Wiley & Sons, Inc. All rights reserved.
Learning Objectives for Chapter 3
After careful study of this chapter, you should be able to do the
following:
1. Determine probabilities from probability mass functions and the
reverse.
2. Determine probabilities and probability mass functions from
cumulative distribution functions and the reverse.
3. Calculate means and variances for discrete random variables.
4. Understand the assumptions for discrete probability
distributions.
5. Select an appropriate discrete probability distribution to
calculate probabilities.
6. Calculate probabilities, means and variances for discrete
probability distributions.
Probability Distribution
P(X = 1) = 0.01 0.01
P(X = 2) = (0.99)*0.01 0.0099
P(X = 3) = (0.99)2*0.01 0.0098
P(X = 4) = (0.99)3*0.01 0.0097
Symbolically,
F ( x) P( X x) f ( xi )
xi x
P X 2 50
850 849
49
0.003
Therefore,
F 0 P X 0 0.886
F 1 P X 1 0.997
F 2 P X 2 1.000
Figure 3-4 Cumulative Distribution Function
0 x0
0.886 0 x 1
F ( x)
0.997 1 x 2
1 2 x
Sec 3-3 Cumulative Distribution Functions 12
Copyright 2014 John Wiley & Sons, Inc. All rights reserved.
Variance Formula Derivations
is the definitional formula
X 0 1 2 3 4
f (X ) 0.6561 0.2916 0.0486 0.0036 0.0001
Here h(X) = X2
Answer:
E(X) = X f(X) = 0 0.6561 + 1 0.2916 + 2 0.0486 + 3 0.036 + 4 0.0001
= 0.5200
f(xi) = 1/n
Answer:
15! 15 14 13 12 11.10!
15
10 10!5! 10!.5 4 3 2 1 3, 003
100! 100 99 98 97.96!
100
4 4!96! 4 3 2 1.96! 3,921, 225
Answer:
Let X denote the number of samples that contain the pollutant in the
next 18 samples analyzed. Then X is a binomial random variable with
p = 0.1 and n = 18
= E(X) = np
and
2 = V(X) = np(1-p)
Answer:
= E(X) = np = 4*0.1 = 0.4
= SD(X) = 0.6
Sec 3-6 Binomial Distribution 26
Copyright 2014 John Wiley & Sons, Inc. All rights reserved.
Geometric Distribution
Binomial distribution has:
Fixed number of trials.
Random number of successes.
V X
2
1 p
p2
Answer:
Answer:
The mean number of bits transmitted until the next
error, after 50 bits have already been transmitted, is
1 / 0.1 = 10.
the same result as the mean number of bits until the
first error.
Sec 3-7 Geometric & Negative Binomial Distributions 32
Copyright 2014 John Wiley & Sons, Inc. All rights reserved.
Negative Binomial Distribution
In a series of independent trials with constant
probability of success p, the random variable X
which equals the number of trials until r successes
occur is a negative binomial random variable with
parameters 0 < p < 1 and r = 1, 2, 3, ....
f x p 1 p
x 1 x r
r 1
r
for x r , r 1, r 2... (3-11)
r
EX
p
and
r 1 p
V X
2
p2
Let X denote the number of cameras tested until three failures have
been obtained. The requested probability is P(X 5). Here X has a
negative binomial distribution with p = 0.2 and r = 3. Therefore,
5
x 1
P( X 5) 3
(0.2) (0.8)
x 3
x 3 2
3 4
0.23 0.23 (0.8) 0.23 (0.8)2
2 2
0.056
f x
K
x N K
nx
where x max 0, n K N to min K , n
(3-13)
N
n
P X 45
50
700 300
x 50 x
x 46 1, 000
50
This a lengthy problem!
50
P X 45
50 0.7 x 1 0.7 50 x 0.00017
x 46
x
In Excel
0.000172 = 1 - BINOMDIST(45, 50, 0.7, TRUE)
e x
f x for x 0,1, 2,3,... (3-16)
x!
The mean and variance of the Poisson model are the same.
If the variance of a data is much greater than the mean, then the
Poisson distribution would not be a good model for the distribution of
the random variable.
Chapter 3 Summary 48
Copyright 2014 John Wiley & Sons, Inc. All rights reserved.