Lecture 5-6-7 - Special Probability Distributions

IT 504 – Introduction to Probability & Statistics 5/13/2018
M.Sc. In Information Technology - PGIS
Probability Distribution Types

IT504 – INTRODUCTION TO  Discrete Probability Distributions
PROBABILITY & STATISTICS  Discrete
Di t Uniform
U if Di
Distribution
t ib ti
LECTURE 5 & 6: SPECIAL PROBABILITY  Binomial Distribution
DISTRIBUTIONS  Poisson Distribution
 Continuous Probability Distributions

Prof. Roshan Dharshana Yapa  Normal Distribution
Department of Statistics & Computer Science
University of Peradeniya
08/04/2018 M.Sc. IT, PGIS- Prof. R.D. Yapa
Discrete Uniform Distribution Discrete Uniform Distribution

If a random variable can take on k different values with equal

probability then it has a discrete uniform distribution.  What is the probability distribution function for the
rolling die example? 1
 Ex. Face value rolled up with a balance die f ( x) 
6
Face Values 1 2 3 4 5 6
Probability 1/6 1/6 1/6 1/6 1/6 1/6
 Find the expected value (Mean) of the above die
1 1
 Probability Distribution Function E[ X ]    1  2  3  4  5  6    21   3.5
1 6 6
f ( x)  For x = x1, x2, …, xk
k  Find variance
ariance of outcomes
o tcomes of the abo
above
e die
Mean and variance of the distribution

 1  3.52  2  3.52  3  3.52   1
k
1 k
1 Var[ X ]   2      17.5  1  2.917
   xi   2    xi   2   4  3.52  5  3.52  6  3.52  6 6
i 1 k i 1 k  
08/04/2018 M.Sc. IT, PGIS- Prof. R.D. Yapa 08/04/2018 M.Sc. IT, PGIS- Prof. R.D. Yapa
Prof. Roshan Dharshana Yapa 1

Binomial Distribution Binomial Distribution
 There are many experiments with repeated trials  A binomial experiment is a probability experiment
and in each trial can expect only one outcome out of g four outcomes
that satisfies following
two possible outcomes.
 Each trial can have only two outcomes (considered as a
 Example success or a failure)
 Tossing a Coin
 Rolling a die (expecting a value ≤ 3)  There must be a fixed number of trials
 Loosing a game
 Answer for a MCQ question  The outcomes off each trial must be independent off each
other
 Number of successes in n trials is a random variable
having a Binomial distribution  The probability of a success must remain the same for
each trial
 Definition:  Mean and Variance of the Distribution

Let X be the number of successes among the n trials. Then X
E  X     np

can take 0,1,2…,n values. Then X has a binomial distribution V  X    2  np (1  p )
Var
with parameters n and p (p: probability of a success).
 X ~ Bin(n, p)  Example:
 A fair coin is tossed three times. Using binomial distribution find
 The probability distribution function is given as the probability of getting exactly two heads.
 n
P ( X  x)  b x; n, p     p x 1  p 
n x
; x = 0,1,…, n  Let X be the number of heads received form tossing the coin three
 x times.
When n = 1, the distribution is called the Bernoulli distribution  3
P( X  2)   0.5 1  0.5  0.375
 2 3 2
 2

 Using binomial tables  Example

 Some times,
times computation of binomial probabilities can be  I a binomial
In bi i l experiment,
i t fi
find
d th
the probability
b bilit off
tedious
getting 2 successes in n = 7 trials when the
 But, tables are available for selected value of n and p
probability of a success on any trial is 0.6
 Some table give P(X ≤ x) probabilities (cumulative
probabilities)
x P(X = 2) = b(X=2; 7, 0.6)
P( X  x)  B x; n, p    b y; n, p 

X = 0, 1, 2, …, n
y 0  = b(Y
b(Y=7-2;
7 2; 7, 1
1-0.6)
0.6) = b(Y
b(Y=5;5; 7, 0.4)
 When p > 0.5, for any specific value of X = x;  b(Y=5; 7, 0.4) = B(5; 7, 0.4) – B(4; 7, 0.4)
 P(X=x) = P(Y = n-x) and P(X ≤ x) = P(Y ≥ n-x)  = 0.9812 – 0.9037 = 0.0775
Binomial Distribution Negative Binomial Distribution
 Fitting a binomial distribution  The number of trial on which the kth success
 If we assume that the data have been taken from the
binomial distribution, we can fit the distribution using occurs is a random variable having a
observed frequencies
negative binomial distribution.
 Example:
In 103 litters of 4 mice, the number of litters which

contained 0, 1, 2, 3, 4, female were noted. The figures are  Definition:
given below  A random variable X has a negative
g binomial
No. of female mice 0 1 2 3 4 Total distribution and it is referred as a negative
No. of litters 8 32 34 24 5 103 binomial random variable if and only if:
 If the chance of obtaining a female in a single trial is
assumed constant, estimate this value. Fit the distribution
and calculate the expected frequencies

Negative Binomial Distribution Negative Binomial Distribution
 Example: If the probability is 0.40 that a child  When a table of binomial probabilities is
expose to a certain contagions disease will available the determination of negative
available,
catch it. What is the probability that the tenth binomial probabilities can generally be
child exposed to the disease will be the third simplified by making use of the identity
to catch it?
k
b* (x;k,θ)= b(k;x,θ)
x
Negative Binomial Distribution Geometric Distribution
 The mean and the variance of the negative  Since negative binomial distribution with k=1
binomial distribution are has many important application,
application It is given a
special name “Geometric distribution”.
k k1   Definition
μ= and σ 2 =  -1  A random variable X has a geometric distribution
θ θθ  and it is referred to as a geometric random
variable
i bl if and d only
l if it
its probability
b bilit di
distribution
t ib ti iis
given by,
g(x;θ)=θ(1-θ) x-1 for x=1,2,3,...

Geometric Distribution Hpergeometric Distribution
 Example: If the probability is 0.75 that an  For sampling without replacement, the number
applicant for a driver’s licence will pass the of successes in n trials is a random variable
road on any given try, what is the probability having a hypergeometric distribution with the
that can applicant will finally pass the test on parameters n, N and M.
the fourth try?
Hypergeometric Distribution Hypergeometric Distribution
 Definition  The mean and the variance of the

 A random
d variable
i bl X h has a hhypergeometric
ti hypergeometric distribution are
are,
distribution and it is referred to as a
hypergeometric random variable if and only if its nM nM(N - M)(N - n)
probability distribution is given by, μ and σ2 
N N 2 (N  1)
for x = 0,1,2,3…n; x ≤ M and n-x ≤ N-M


Hypergeometric Distribution Hypergeometric Distribution
 Note: When N is large and n is relatively  Among the 120 applicants for a job, only 80
small compared to N (n should not exceed 5 are actually qualified
qualified. If 5 of the applicants
percent of N), there is not much difference are randomly selected for an in-depth
between sampling without replacement, and interview, find the probability that only two of
the formula for the binomial distribution with the five will be qualified for the job by using,
the parameters n and may be used to  The formula for the hypergeometric distribution
approximate hypergeometric probabilities.
probabilities  The formula for the binomial distribution with as
an approximation
Poisson Distribution Poisson Distribution

 There are situations in which we need to find probabilities for  In this section, we shall present a probability
number of times an event occurs. distribution that can be used to approximate
 Example. binomial probabilities when while nθ remains
Number of spells of diarrhoea observed in a group of infants over a predetermined
period. The probability of observing one spell, two spells, etc., constant.
 In a given sample in such cases, can theoretically be found out by  Letting this constant be λ i.e
use of Poisson distribution. This is a discrete distribution. The
probabilities are generated by the following function.
nθ  λ
e   x λ
 Poisson(x; λ) =  θ
x! n
 Where x is the number of times the event occurs, λ is the mean (rate) of  Hence, the limiting distribution becomes,
the distribution.
λ x e λ
p(x; λ)  for x  0,1,2,...
x!

 Definition  Then in the limit when and remains constant,

 A random
d variable
i bl X h
has a P Poisson
i di
distribution
t ib ti the number of successes is a random
and it is referred to as a Poisson random variable variable having a Poisson distribution with the
if and only if its probability distribution is given by, parameter .
 Poisson distribution will provide a good
λ x e λ
p(x; λ)  for x  0,1,2,... approximation to the binomial probabilities
x!! when n ≥ 20 and θ ≤ 0.05. When n ≥ 100 and
nθ < 10, the approximation will generally be
excellent.
 Example.  Example: If 2 percent of the books bound at a

 The number x of people entering the certain bindery have defective bindings
bindings, use
intensive care unit at a particular hospital on the Poisson approximation to the binomial
any one day has a Poisson probability distribution to determine the probability that 5
distribution with mean equal to five persons of 400 books bound by this bindery will have
per day. What is the probability that the defective bindings.
number of people entering the intensive care
unit per day less than or equal to two?

 The mean and the variance of the Poisson  Although the Poisson distribution has been derived as a limiting
form of the binomial distribution, it has many applications that have
distribution are given by
by, no direct connection with binomial distributions.
μλ and σ2  λ  Poisson can serve as a model for the number of successes that
occur during a given time interval or a special region when,
 The number of successes occurring in non-overlapping time
intervals or regions is independent.
 The probability of single success occurring in a very short time
interval or in a very small region is proportional to the length of

the time interval or size of the region.
 The probability of more than one success occurring in such a
short time interval falling such a small region is negligible.
 Example: The average number of trucks  Note: If in a situation where the preceding conditions
apply, successes occur at a mean rate of α per unit time
arriving on any day at a truck depot in a
or per unit region, then the number of successes in an
certain city is known to be 12. What is the interval of t units of time or t units of specified region is a
probability that on a given day fewer than 9 Poisson random variable with the mean X = αt.
trucks will arrive at this depot? Therefore, the number of successes X, in a time interval
of length t units or a region of size t units has the
Poisson distribution.
e  αt .(α t) x
p(x; αt)  for x  0,1,2,...
x!

Poisson Distribution Multinomial Distribution
 Example: A certain kind of sheet metal has,  An immediate generalization of the binomial
on the average five defects for 10 square distribution arises when
when,
feet. If we assume a Poisson distribution,  Each trial has more than two possible outcomes.
what is the probability that a 15 square feet  The probabilities of the respective outcomes are
sheet of the metal will have at least six the same for each trial.
defects?  The trials are all independent
Multinomial Distribution Multinomial Distribution
 In general, let us consider a case whether there are n  Definition

independent trials permitting k mutually exclusive
Th random
The d variables
i bl have
h a multinomial
lti i l
outcomes whose respective probabilities are θ1 , θ 2 ,..., θ k .

distribution and they are referred to as multinomial
 k 
  θ i  1 random variables if and only if their joint
 i 1 
probability distribution is given by,
 Referring to the outcomes as being of the first kind, the
 n  x1 x 2
second kind, and … the kth kind; we shall be interested in f(x 1 , x 2 ,... x k ; n, θ1 , θ 2 ,..., θ k )   θ1 .θ 2 ....θ kx k
the probability of getting x1 outcomes of the first kind,
kind x2  x 1 x 2 ... x k 
outcomes of the second kind, ….and xk outcomes of the  k   k 
for x i  0,1,2,..., n for each i, where   x i  n  and   θ i  1
kth kind.  k   i 1   i 1 
 xi  n
 i 1 

Multinomial Distribution
 Example: A certain city has three television

IT504 – INTRODUCTION TO
stations During on Saturday nights channel A
stations. PROBABILITY & STATISTICS
has 50% of the viewing audience, channel B has LECTURE 7: SPECIAL PROBABILITY DENSITIES
30% of the viewing audience and channel C has
20% of the viewing audience. Find the
probability that among 8 television viewers in
y, randomlyy chosen on a Saturdayy night,
that city, g ,
5 will be watching channel A, 2 will be watching Prof. Roshan Dharshana Yapa
Department of Statistics & Computer Science
channel B, and 1 will be watching channel C. University of Peradeniya
Continuous Uniform Distribution Continuous Uniform Distribution
 Definition  mean and the variance of the uniform

 A random
d variable
i bl h
has a uniform
if di
distribution
t ib ti and
d it distribution are given by
by,
is referred to as a continuous random variable if
and only if its probability density is given by,   1
 and 2     2
2 12
u x;  ,  
 1
 ffor   x  
u  x;  ,        1
 0 elsewhere  
x
 

Exponential Distribution Exponential Distribution
 Definition  the mean and the variance of the exponential

 A random
d variable
i bl X h has an exponential
ti l distribution are given by
distribution and it is referred to as an exponential
random variable if and only if its probability    and  2   2
density is given by
 1 x 
 e for x  0
g ( x; )  
 0 elsewhere
 where   0
Exponential Distribution Exponential Distribution
 Applications  Exercise: A certain location on a highway, the

 Suppose that Poisson events are occurring at the constant rate of number of cars exceeding the speed limit by
λ per unit time. Let the random variable Y denote the waiting
time for the first event. Then Y has an exponential distribution more than 40 km/h in half an hour is a random
with parameter θ . variable having Poisson distribution with λ =8.4.
What is the probability of a waiting time of less
Also the exponential distribution can be considered as a

continuous counterpart of the geometric distribution. (describes
than 5 minutes between cars exceeding the
the time for a continuous process to change its state) p
speed limit by
y more than 40km/h?
Eg. Time for a electric bulb to fail (life time of a electric bulb)
 Also it applies to the waiting time between events.

Normal Distribution Normal Distribution
 This is the most important distribution in the entire field of Statistics.

Its graph called the normal curve, is a bell-shaped curve and is
symmetrical about the mean . Many continuous variables such as
the heights of adult men, body temperature, and cholesterol level of
adults, have distributions that are bell shaped and are called
approximately normally distributed variables.
 The probability density function of the normal random X with mean 

and 2 is
1 2
/ 2 2
 f(x) = e  ( x ; ) - < x < .
2 2
Standard Normal Distribution Normal Distribution
 The normal distribution with parameters  = 0 and  Example.

2 = 1 is called a standard normal distribution. The length
g of human p pregnancies
g from conception
p to birth varies
according to a distribution that is approximately normal with mean
X  266 days and standard deviation 16 days.
 If X ~ N( ,2), then Z =  ~ N(0, 1). (a) What percent of pregnancies last less than 240 days?.
(b) What percent of pregnancies last between 240 and 270 days?
1 2
(c) How long do the longest 20% of pregnancies last?
 The density function of Z is f(z) = ez /2
;
2
- < z < ..
 The probability P(Z  z) is called the cumulative

probability distribution.

Normal Approximation to Binomial Normal Approximation to Binomial

Distribution Distribution
 The normal distribution is sometimes  Steps to working a normal approximation to
introduced as a continuous distribution that the binomial distribution
provides a close approximation to the  Identify success, the probability of success,
binomial distribution when n, the number of the number of trials, and the desired number
trials, is very large and θ, the probability of a of successes. Since this is a binomial problem,
success on an individual trial, is close to 0.5. these are the same things which were
identified when working a binomial problem
problem.
 Convert the discrete x to a continuous x.
Pr( X  x )  Pr( X  x  0.5) or Pr( X  x)  Pr( X  x  0.5)
Normal Approximation to Binomial Normal Approximation to Binomial

 Steps to working a normal approximation to  Note: Strictly speaking,
our results apply when ,
the binomial distribution (Cont
(Cont…))
but the normal distribution
 Find the mean,   n is often used to
 Find the standard deviation,   n (1   ) approximate binomial
probabilities even when n
 Compute the z-score using the standard is fairly small. A good rule
formula for an individual score. of thumb is to use this
X  n approximation only when
Z
n (1   ) nθ and nθ (1-θ) are both
greater than 5.
 Calculate the probability desired.

Normal Approximation to Binomial Normal Approximation to Poisson

 Exercise: Use the normal approximation to  For sufficiently large values of (say λ>20) the
the binomial distribution to determine the normal distribution with mean μ=λ and
probability of getting 6 heads and 10 trials in variance , is an excellent approximation to
6 flips of a balanced coin. the Poisson distribution if an appropriate
continuity correction is done.
 ie Pr( X  x)  Pr( X  x  0.5) or Pr( X  x)  Pr( X  x  0.5)
Normal Approximation to Poisson

Distribution
 Exercise: A cable manufacturer has
determined that for a 4 4-meter
meter unit of cable
there are α=4 defects per 4-meter. Determine
the probability of getting 7 defects in t=1.5
units of cable using normal appropriation.

Lecture 5-6-7 - Special Probability Distributions

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IT 504 – Introduction to Probability & Statistics 5/13/2018

M.Sc. In Information Technology - PGIS

Probability Distribution Types

 Continuous Probability Distributions

08/04/2018 M.Sc. IT, PGIS- Prof. R.D. Yapa

Discrete Uniform Distribution Discrete Uniform Distribution

Prof. Roshan Dharshana Yapa 1

Binomial Distribution Binomial Distribution

Binomial Distribution Binomial Distribution

 Definition:  Mean and Variance of the Distribution

Prof. Roshan Dharshana Yapa 2

Binomial Distribution Binomial Distribution

 Using binomial tables  Example

Binomial Distribution Negative Binomial Distribution

Prof. Roshan Dharshana Yapa 3

Negative Binomial Distribution Negative Binomial Distribution

Negative Binomial Distribution Geometric Distribution

Prof. Roshan Dharshana Yapa 4

Geometric Distribution Hpergeometric Distribution

Hypergeometric Distribution Hypergeometric Distribution

 Definition  The mean and the variance of the

for x = 0,1,2,3…n; x ≤ M and n-x ≤ N-M

Prof. Roshan Dharshana Yapa 5

Hypergeometric Distribution Hypergeometric Distribution

Poisson Distribution Poisson Distribution

Prof. Roshan Dharshana Yapa 6

Poisson Distribution Poisson Distribution

 Definition  Then in the limit when and remains constant,

Poisson Distribution Poisson Distribution

 Example.  Example: If 2 percent of the books bound at a

Prof. Roshan Dharshana Yapa 7

Poisson Distribution Poisson Distribution

interval or in a very small region is proportional to the length of

short time interval falling such a small region is negligible.

Poisson Distribution Poisson Distribution

Prof. Roshan Dharshana Yapa 8

Poisson Distribution Multinomial Distribution

Multinomial Distribution Multinomial Distribution

 In general, let us consider a case whether there are n  Definition

Prof. Roshan Dharshana Yapa 9

 Example: A certain city has three television

08/04/2018 M.Sc. IT, PGIS- Prof. R.D. Yapa

Continuous Uniform Distribution Continuous Uniform Distribution

 Definition  mean and the variance of the uniform

Prof. Roshan Dharshana Yapa 10

Exponential Distribution Exponential Distribution

 Definition  the mean and the variance of the exponential

Exponential Distribution Exponential Distribution

 Applications  Exercise: A certain location on a highway, the

 Also it applies to the waiting time between events.

Prof. Roshan Dharshana Yapa 11

Normal Distribution Normal Distribution

 This is the most important distribution in the entire field of Statistics.

 The probability density function of the normal random X with mean 

Standard Normal Distribution Normal Distribution

 The normal distribution with parameters  = 0 and  Example.

 The probability P(Z  z) is called the cumulative

Prof. Roshan Dharshana Yapa 12

Normal Approximation to Binomial Normal Approximation to Binomial

Normal Approximation to Binomial Normal Approximation to Binomial

Prof. Roshan Dharshana Yapa 13

Normal Approximation to Binomial Normal Approximation to Poisson

Normal Approximation to Poisson