Statistics
(BFC 34303)
Chapter 4:
Special Probability
Distributions
Prepared by:
Assoc. Prof. Dr. Munzilah Md. Rohani
Nursitihazlin Ahmad Termida
1.0 Introduction
• 2 types of discrete distribution:
(1) Binomial
(2) Poisson
𝑋~𝐵(𝑛, 𝑝)
Important question in binomial
distribution probability is..
Determination of
binomial distribution
The Binomial Distribution
Bernoulli Random Variables
• Imagine a simple trial with only two possible outcomes
• Success (S)
• Failure (F)
• Examples
• Toss of a coin (heads or tails)
• Sex of a newborn (male or female) Jacob Bernoulli (1654-1705)
• Survival of an organism in a region (live or die)
The Binomial Distribution
Overview
• Suppose that the probability of success is p
• Examples
• Toss of a coin (S = head): p = 0.5 q = 0.5
• Roll of a die (S = 1): p = 0.1667 q = 0.8333
• Fertility of a chicken egg (S = fertile): p = 0.8 q = 0.2
The Binomial Distribution
Overview
• Imagine that a trial is repeated n times
• Examples
• A coin is tossed 5 times
• A die is rolled 25 times
• 50 chicken eggs are examined
• Assume p remains constant from trial to trial and that the trials
are statistically independent of each other
The Binomial Distribution
Overview
• What is the probability of obtaining x successes in n trials?
• Example
• What is the probability of obtaining 2 heads from a coin
that was tossed 5 times?
FFSFFFFSFSFSSFFFFFSF…
P(x) = q q p q
= px qn – x
Theory 2 (page 59)
Binomial formula:
𝑛!
𝑃 𝑋=𝑥 = . 𝑝 𝑥 . 𝑞 𝑛−𝑥 = 𝑛𝐶𝑥 . 𝑝 𝑥 . 𝑞 𝑛−𝑥
𝑥!. (𝑛 − 𝑥)!
Where
𝑝 = probability of success in a single trial
𝑞 = 1 − 𝑝, probability of failure in a single trial
𝑛 = number of trials
𝑥 = number of success in 𝑛 trials, so 𝑥 can be any number
between 0 and 𝑛 (inclusive) with 𝑋~𝐵(𝑛, 𝑝)
Name Symbol
Greater than >
Less than <
At least >
At most <
Not more than <
Not less than >
See example 3 (page 61)
Theory 4 (page 62)
Sometimes, it is more suitable to use binomial probability table
especially when the trials are more than ten (𝒏 > 𝟏𝟎).
Mean, 𝜇 = 𝑛𝑝
Variance, 𝜎 2 = 𝑛𝑝𝑞
***Note: We know that 𝑞 = (1 − 𝑝)
(a) 𝑃(𝑥 = 4)
(b) 𝑃(𝑥 ≤ 1)
(c) 𝑃(𝑥 > 1)
(d) Mean
(e) Variance
Solution???
1.2 The Poisson Distribution
𝑋~𝑃0 𝜇
Theory 7 (Page 74)
• Properties of Poisson distribution are:
𝑒 −𝜇 . 𝜇 𝑥
𝑃 𝑋=𝑥 = , 𝑥 = 0, 1, 2, … , ∞
𝑥!
• Or, we can use Cumulative Poisson Table (see Table 2 in the appendix)
in which the way on how to find the values are similar with Binomial
random variable.
The formula mean, variance and standard deviation of the Poisson random
variable 𝑋 are:
𝑀𝑒𝑎𝑛, 𝜇 = 𝜇
𝑉𝑎𝑟𝑖𝑎𝑛𝑐𝑒, 𝜎 2 = 𝜇
𝑆𝑡𝑎𝑛𝑑𝑎𝑟𝑑 𝑑𝑒𝑣𝑖𝑎𝑡𝑖𝑜𝑛, 𝜎 = 𝜇
Note: If the variance of count data is much greater than the mean of the
same data, the Poisson distribution is not a good model of the distribution
for the random variable.
Solution:
The probabilities of 0 up to 2 arrivals can be calculated directly from the formula:
e x
p( x ) Similarly p(1)=0.04999 and p(2)=0.11248
x!
with =4.5
4.5 0
So the probability of fewer than 3 arrivals is:
e 4.5
p(0) 0.01111+ 0.04999 + 0.11248 =0.17358
0!
So p(0) = 0.01111
Example 3:
If we use the Poisson Table to find the answer:
Given 𝜇 𝑜𝑟 λ = 2 𝑝𝑒𝑟 𝑤𝑒𝑒𝑘, therefore for fortnight, λ = 2(2) = 4 per fortnight
What is 𝑃 𝑋 < 3 ?
So in this case,
𝑃 𝑋 <3 =1−P X≥3
= 1 − 0.7619
= 0.2381
Or n ≥ 30
Example 4:
Binomial
distribution
approach
Calculation using Poisson distribution approach via Poisson Table:
Given, n = 300 (which is n > 50), p = 1/50 (which is p < 0.1), therefore 𝜇 𝑜𝑟 λ =
1
𝑛𝑝 = 300 × 50 = 6
So, Poisson distribution follows 𝑋~𝑃𝑜 (6)
Find 𝑃 𝑋 ≥ 8 ?
Since the Poisson Table (Table 2
in the appendix) is for the
values of 𝑃 𝑋 ≥ 𝑥 , therefore
just straight away use the value
from the table as your answer.
Thus, 𝑃 𝑋 ≥ 8 = 0.256
The Poisson distribution is an approximation to B(n, p), when n is large and p is small
(e.g. if 𝑛𝑝 < 7, say).
𝑒 −𝜆 𝜆𝑘
In that case, if 𝑋 ∼ 𝐵(𝑛, 𝑝) then 𝑃(𝑋 = 𝑘) ≈ Where 𝜆 = 𝑛𝑝
𝑘!
The probability of a certain part failing within ten years is 10-6. Five million of the parts
have been sold so far. What is the probability that three or more will fail within ten years?
Answer:
Evaluating the Binomial probabilities is rather awkward; better to use the Poisson
approximation.
= 1 − 𝑒 −5 1 + 5 + 12.5 = 0.875
For such small 𝑝 and large 𝑛 the Poisson approximation is very accurate
(exact result is also 0.875 to three significant figures).
1.3 NORMAL DISTRIBUTION
**The beauty of the normal curve:
68% of
the data
2 1 x 2
1 ( )
2 2
e 2 dx .95
3 1 x 2
1 ( )
3 2
e 2 dx .997
How good is the rule for real data?
25
20
P
e 15
r
c
e
n 10
t
0
80 90 100 110 120 130 140 150 160
POUNDS
95% of 120 = .95 x 120 = ~ 114 runners
In fact, 115 runners fall within 2-SD’s of the mean.
25
20
P
e 15
r
c
e
n 10
t
0
80 90 100 110 120 130 140 150 160
POUNDS
99.7% of 120 = .997 x 120 = 119.6 runners
In fact, all 120 runners fall within 3-SD’s of the mean.
25
20
P
e 15
r
c
e
n 10
t
0
80 90 100 110 120 130 140 150 160
POUNDS
The Normal Distribution:
as mathematical function (pdf)
1 x 2
1 ( )
f ( x) e 2
2
This is a bell shaped curve
Note constants: with different centers and
=3.14159 spreads depending on
e=2.71828 and
The Normal PDF
1 x 2
1 ( )
2
e 2 dx 1
Example 1:
The masses of the well-known
brand of breakfast cereal are
normally distributed with mean
of 250g and standard deviation of
4g. Find the probability of a
packet containing more than
254.4g.
Solution:
Let x be the random variable of the ‘weight of cereal packet’.
𝑥 − 𝜇 254.4 − 250
𝑧= =
𝜎 4
= 1.1
Previously, it is calculated
that 𝑧 = 1.1.
Solution:
𝑃 𝑋 ≥ 118
= 𝑃 𝑧 ≥ −1.11
= 1 − 𝑃 𝑧 ≥ 1.11
= 1 − 0.1335
= 0.8665
EXAMPLE 3
Binomial approach
Normal approach
Normal approach
End of chapter 4