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FOR ENGINEERS

University of Energy and Natural Resources - UENR

Department of Mathematics and Statistics

Lecture Note

Poisson Distribution and the Poisson Process

the number of outcomes occurring during a given time interval

or in a specified region, are called Poisson experiments.

minute, a day, a week, a month, or even a year. Hence a

Poisson experiment can generate observations for the random

variable X representing the number of telephone calls per hour

received by an office.

volume, or perhaps a piece of material.

Poisson Distribution

experiment is called a Poisson random variable, and its

probability distribution is called the Poisson distribution.

where t is the specific time, distance, area, or volume of

interest.

occurrence of outcomes, we shall denote them by the symbol

p(x; λt ).

Poisson Distribution

Definition

The probability distribution of the Poisson random variable X ,

representing the number of outcomes occurring in a given time

interval or specified region denoted by t, is

e −λt (λt )x

p(x; λt ) = , x = 1, 2, . . .

x!

Poisson Distribution

Example

particles passing through a counter in 1 millisecond is 4. What is

the probability that 6 particles enter the counter in a given

millisecond?

Poisson Distribution

Solution

e 4 (4)6

p(6; 4) = = 0.1042

6!

Poisson Distribution

Example

breaking mechanism of a particular model. The fault can on rare

occasions cause a catastrophe at high speed. Assume that the

distribution of the number of cars per year that will experience the

fault is a Poisson random variable with mean 6.

a Calculate the probability that:

i at most three cars will experience a catastrophe in a year,

ii more than one car will experience a catastrophe in six months.

two years?

Poisson Distribution

Solution

ai 0.151

aii 0.801

b 12

Mean and Variance for a Poisson Distribution

Mean

The mean or expectation of X is given by

E (X ) = λt

Variance

The Variance of X is also given by

Var (X ) = λt

Continuous Uniform Distribution

is the continuous uniform distribution.

flat, and thus the probability is uniform in a closed interval,

say [A, B].

Continuous Uniform Distribution

Definition

The density function of the continuous uniform random variable X

on the interval [A, B] is

1

rectangle with base B − A and constant height

B −A

Continuous Uniform Distribution

interval [1, 3] is shown in the figure below.

Continuous Uniform Distribution

distribution due to the simple nature of the density function.

on the assumption that the probability of falling in an interval

of fixed length within [A, B] is constant.

Continuous Uniform Distribution

Example

be reserved for no more than 4 hours. However, the use of the

conference room is such that both long and short conferences

occur quite often. In fact, it can be assumed that length X of a

conference has a uniform distribution on the interval [0, 4].

least 3 hours?

Continuous Uniform Distribution

Solution

random variable X in this situation is

b

Z4

1 1

P(X ≥ 3) = dx =

4 4

3

The mean and variance of a Uniform Distribution

Mean

The mean or expectation of X is given by

A+B

E (X ) =

2

Variance

The variance of X is given by

(B − A)2

Var (X ) =

12

Normal Distribution

The most important, continuous probability distribution in the

entire field of statistics is the normal distribution.

the figure below, which describes approximately many

phenomena that occur in nature, industry, and research.

Normal Distribution

distribution of the figure above is called a normal random

variable.

the normal variable depends upon the two parameters, µ and

σ 2 , its mean and variance respectively.

or X ∼ N(µ, σ 2 )

Normal Distribution

Definition

The density function of the normal random variable X , with mean

µ and σ 2 is

2 1 1 2

X ∼ N(µ, σ ) = √ exp (x − µ) , −∞ < x < ∞

2πσ 2σ 2

Normal Distribution

In the figure below, we have sketched two normal curves

having the same standard deviation but different means.

different positions along the horizontal axis.

Normal Distribution

same mean but different standard deviations.

This time we see that the two curves are centered at. exactly

the same position on the horizontal axis, but the curve with

the larger standard deviation is lower and spreads out farther.

equal to 1, and therefore the more variable the set of

observations the lower and wider the corresponding curve will

be

Normal Distribution

Normal Distribution

The figure below shows the results of sketching two normal

curves having different means and different standard

deviations.

horizontal axis and their shapes reflect the two different values

of σ 2 .

isaac.akoto@uenr.edu.gh STAT 405: Probability and Statistics (3 credits)

Properties Of Normal Distribution

1 The mode, which is the point on the horizontal axis where the

curve is a maximum, occurs at x = µ

mean µ.

downward if µ − σ < X < µ + σ

asymptotically as we proceed in either direction away from the

mean.

5 The total area under the curve and above the horizontal axis

is equal to 1.

Areas under the Normal Curve

function is constructed so that the area under the curve

bounded by the two ordinates x = x1 and x = x2 equals the

probability that the random variable X assumes a value

between x = x1 and x = x2 .

Zx2 Zx2

2 1 1

P(x1 < X < x2 ) = n(x; µ, σ )dx = √ exp (x − µ)2

2πσ 2 2σ 2

x1 x1

Areas under the Normal Curve

The area under the curve between any two ordinates must

then also depend on the values mean µ and variance σ 2 .

The Standard Normal Distribution

standard if its mean is 0 and variance is 1. That is,

Z ∼ N(0, 1)

fortunately be transformed into a standard normal random

variable with a new set of observations. This can be done bv

means of the transformation

X −µ

Z=

σ

x −µ

is given by z =

σ

The Standard Normal Distribution

random variable Z will fall between the corresponding values

x1 − µ x2 − µ

z1 = and z2 =

σ σ

Consequently, we may write

x1 − µ x −µ x2 − µ

= P z1 = <z = < z2 =

σ σ σ

The Standard Normal Distribution

for the standard normal table. The table below indicates the

area under the standard normal curve corresponding to

P(Z < z) or values of z ranging from -3.49 to 3.49.

isaac.akoto@uenr.edu.gh STAT 405: Probability and Statistics (3 credits)

The Standard Normal Distribution

The Standard Normal Distribution

The Standard Normal Distribution

The Standard Normal Distribution

normal distribution table (only a fragment of it below).

area under the standard normal curve above 0 and to the left

of 0.93.

The Standard Normal Distribution

questions regarding the normal distribution.

Type 1

The first type of problems requires us to find probability that

a certain event will or will not happen. In statistical notation,

it can be written as:

P(Z ≤ z) =?

P(Z ≥ z) =?

P(z1 ≤ Z ≤ z2 ) =?

standard normal table, not in the headings.

The Standard Normal Distribution

Type 1

Example

Given a standard normal distribution, find the area under the curve

that lies

to the right of z = 1.84,

The Standard Normal Distribution

Type 1

Solution

The area in Figure (a) to the right of z = 1.84 is equal to 1

minus the area in Table above to the left of Z = 1.84, namely,

1 − 0.9671 = 0.0329.

equal to the area to the left of z = 0.86 minus the area to the

left of z = -1.97. From the table, we find the desired area to

be 0.8051 − 0.0244 = 0.7807

The Standard Normal Distribution

Type 2

The second type of problems requires us to find za rather than

probability. In other words, you need will need to find a

number on the real line rather than the area under the curve.

In statistical notation, it can be written as:

heading of the standard normal table, not the probabilities in

the table. That is, we read the heading of the associated

probability.

The Standard Normal Distribution

Type 2

Example

Given a standard normal distribution, find the value of k such that

P(Z > k) = 0.3015

The Standard Normal Distribution

Type 2

Solution

In Figure (a) we see that the σ 2 : value leaving an area of

0.3015 to the right must then leave an area of 0.6985 to the

left. From Table above it follows that k = 0.52.

From table above, we note that the total area to the left of

-0.18 is equal to 0.4286. In Figure (b) we see that the area

between k and −0.18 is 0.4197 so that the area to the left, of

k must be 0.4286 − 0.4197 = 0.0089. Hence, from table

above, we have k = −2.37.

The Standard Normal Distribution

Example

Given a random variable X having a normal distribution with

µ = 50 and σ = 10, find the probability that X assumes a value

between 45 and 62.

The Standard Normal Distribution

Solution

45 − 50 x −µ 62 − 50

= P z1 = <Z = < z2 =

10 σ 10

= P[−0.5 < Z < 1.2] = P(Z < 1.2) − P(Z < −0.5)

isaac.akoto@uenr.edu.gh STAT 405: Probability and Statistics (3 credits)

The Standard Normal Distribution

Example

Given that X has a normal distribution with µ = 300 and σ = 50,

find the probability that X assumes a value greater than 362.

The Standard Normal Distribution

Solution

x −µ 362 − 300

=P Z= >

σ 50

= 1 − 0.8625 = 0.1075

isaac.akoto@uenr.edu.gh STAT 405: Probability and Statistics (3 credits)

The Standard Normal Distribution

Example

Given a normal distribution with µ = 40 and σ = 6, find the value

of x that has

45% of the area to the left,

The Standard Normal Distribution

Solution

The Standard Normal Distribution

Solution

a An area of 0.45 to the left of the desired x value is shaded in

Figure (a). We require a z value that leaves an area of 0.45 to

the left. From Table we find

x − 40

P Z= < z = 0.45

6

x − 40

=⇒Z = = φ−1 (0.45)

6

x − 40

=⇒Z = = −0.13

6

=⇒P(Z < −0.13) = 0.45

The Standard Normal Distribution

Solution

Note

φ−1 (0.45) is obtained by reading 0.45 from the negative table of

the area under the normal curve since the probability is less than

0.5 and that gives us -0.13 or 1 - 0.45 = 0.55 from positive table of

the area under the normal curve and negate that value. i.e. -0.13.

Therefore,

x = (6 × (−0.13)) + 40 = 39.22

The Standard Normal Distribution

Solution

b In Figure (b) we shade an area equal to 0.14 to the right of

the desired x value. This time we require a z value that leaves

0.14 of the area to the right and hence: an area of 0.86 to the

left. Again, from Table, we find

P(Z > z) = 1 − P(Z < z)

x − 40

=1−P Z =

6

= 1 − 0.14 = 0.86

X − 40

=⇒ Z = = φ−1 (0.86)

6

x − 40

=⇒ Z = = 1.08

6

∴ P(Z > 1.08) = 0.14

isaac.akoto@uenr.edu.gh STAT 405: Probability and Statistics (3 credits)

The Standard Normal Distribution

Solution

Note

φ−1 (0.86) is obtained by reading 0.86 from the positive table of

the area under the normal curve since the probability is greater

than 0.5 and that gives us 1.08.

Therefore,

x = (6 × (−0.13)) + 40 = 39.22

The Standard Normal Distribution

Example

A certain type of storage battery lasts, on average, 3.0 years with a

standard deviation of 0.5 year. Assuming that the battery lives are

normally distributed, find the probability that a given battery will

last less than 2.3 years.

The Standard Normal Distribution

Solution

We find,

x − 3.0 2.3 − 3.0

=P Z = <

0.5 0.5

= 0.0808

The Standard Normal Distribution

Example

An electrical firm manufactures light bulbs that have a life, before

burn-out, that is normally distributed with mean equal to 800

hours and a standard deviation of 40 hours. Find the probability

that a bulb burns between 778 and 834 hours.

The Standard Normal Distribution

Solution

We find,

778 − 800 x − 800 834 − 800

=P < <

40 40 40

= 0.8023 − 0.2912

= 0.5111

The Standard Normal Distribution

Example

In an industrial process the diameter of a ball bearing is an

important component part. The buyer sets specifications on the

diameter to be 3.0 ± 0.01cm. The implication is that no part falling

outside these specifications will be accepted. It is known that in

the process the diameter of a ball bearing has a normal distribution

with mean µ = 3.00 and standard deviation σ = 0.005. On the

average, how many manufactured ball bearings will be scrapped?

The Standard Normal Distribution

Solution

We find,

2.99 − 3.00 x − 3.00 3.01 − 3.00

=P < <

0.005 0.005 0.005

P(−2.00 < X < 2.00)

= 2 × 0.0228

= 0.0456

isaac.akoto@uenr.edu.gh STAT 405: Probability and Statistics (3 credits)

The Standard Normal Distribution

Example

Gauges are used to reject all components where a certain

dimension is not within the specification 1.50 ± d. It is known that

this measurement is normally distributed with mean 1.50 and

standard deviation 0.2. Determine the value d such that the

specifications cover 95% of the measurements.

The Standard Normal Distribution

Solution

1.50 − d − 1.50 x − 1.50 1.50 + d − 1.50

P <Z = < = 0.95

0.2 0.2 0.2

−d d

P z1 = < Z < z2 = = 0.95

0.2 0.2

From the area under the curve, the score that gives a probability of

0.95 is 1.96, so

Therefore,

d

1.96 = =⇒ d = 0.2 × 1.96 = 0.392

0.2

isaac.akoto@uenr.edu.gh STAT 405: Probability and Statistics (3 credits)

The Standard Normal Distribution

Example

A certain machine makes electrical resistors having a mean

resistance of 40 ohms and a standard deviation of 2 ohms.

Assuming that the resistance follows a normal distribution and can

be measured to any degree of accuracy,

a what percentage of resistors will have a resistance exceeding

43 ohms?

resistance is measured to the nearest ohm.

The Standard Normal Distribution

Solution

a A percentage is found by multiplying the relative frequency by

100%. Since the relative frequency for an interval is equal to

the probability of falling in the interval, we must find the area

to the right of x = 43 i.e.

P[X > 43]

x − 40 43 − 40

P Z= >

2 2

= 1 − 0.9332 = 0.0668

43 ohms.

isaac.akoto@uenr.edu.gh STAT 405: Probability and Statistics (3 credits)

The Standard Normal Distribution

Solution

b This problem differs from a. in that we now assign a

measurement of 43 ohms to all resistors whose resistances are

greater than 42.5 and less than 43.5. We are actually

approximating a discrete distribution by means of a

continuous normal distribution. We now find that

P(X > 43.5)

measured to the nearest ohm. The difference 6.6% - 4.0% =

2.67%: between this answer and that of a. represents all

those resistors having a resistance greater than 43 and less

than 43.5 that are now being recorded as 43 ohms.

isaac.akoto@uenr.edu.gh STAT 405: Probability and Statistics (3 credits)

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