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STAT 309: PROBABILITY AND STATISTICS

FOR ENGINEERS

Mr. Isaac Akoto


University of Energy and Natural Resources - UENR
Department of Mathematics and Statistics
Lecture Note

October 25, 2017


Poisson Distribution and the Poisson Process

Experiments yielding numerical values of a random variable X,


the number of outcomes occurring during a given time interval
or in a specified region, are called Poisson experiments.

The given time interval may be of any length, such as a


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.

The specified region could be a line segment, an area, a


volume, or perhaps a piece of material.

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Poisson Distribution

The number X of outcomes occurring during a Poisson


experiment is called a Poisson random variable, and its
probability distribution is called the Poisson distribution.

The mean number of outcomes is computed from p = λt ,


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

Since its probabilities depend on p = λt , the rate of


occurrence of outcomes, we shall denote them by the symbol
p(x; λt ).

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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!

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Poisson Distribution

Example

During a laboratory experiment the average number of radioactive


particles passing through a counter in 1 millisecond is 4. What is
the probability that 6 particles enter the counter in a given
millisecond?

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Poisson Distribution

Solution

Using the Poisson distribution with x = 6 and λt = 4,


e 4 (4)6
p(6; 4) = = 0.1042
6!

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Poisson Distribution

Example

An automobile manufacturer is concerned about a fault in the


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.

b How many cars are expected to experience a catastrophe in


two years?

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Poisson Distribution

Solution

ai 0.151

aii 0.801

b 12

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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

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Continuous Uniform Distribution

One of the simplest continuous distributions in all of statistics


is the continuous uniform distribution.

This distribution is characterized by a density function that is


flat, and thus the probability is uniform in a closed interval,
say [A, B].

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Continuous Uniform Distribution

Definition
The density function of the continuous uniform random variable X
on the interval [A, B] is

It should be emphasized that the density function forms a


1
rectangle with base B − A and constant height
B −A

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Continuous Uniform Distribution

The density function for a uniform random variable on the


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

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Continuous Uniform Distribution

Probabilities are simple to calculate for the uniform


distribution due to the simple nature of the density function.

However, note that the application of this distribution is based


on the assumption that the probability of falling in an interval
of fixed length within [A, B] is constant.

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Continuous Uniform Distribution

Example

Suppose that a large conference room for a certain company can


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].

a What is the probability density function?

b What is the probability that any given conference lasts at


least 3 hours?

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Continuous Uniform Distribution

Solution

a The appropriate density function for the uniformly distributed


random variable X in this situation is

b
Z4
1 1
P(X ≥ 3) = dx =
4 4
3

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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

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Normal Distribution
The most important, continuous probability distribution in the
entire field of statistics is the normal distribution.

Its graph, called the normal curve, is the bell-shaped curve: of


the figure below, which describes approximately many
phenomena that occur in nature, industry, and research.

Figure 1: The normal curve

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Normal Distribution

A continuous random variable X having the bell-shaped


distribution of the figure above is called a normal random
variable.

The mathematical equation for the probability distribution of


the normal variable depends upon the two parameters, µ and
σ 2 , its mean and variance respectively.

Hence we denote the values of the density of X by N(x; µ, σ 2 )


or X ∼ N(µ, σ 2 )

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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

Where π = 3.14159and e = 2.71828

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Normal Distribution
In the figure below, we have sketched two normal curves
having the same standard deviation but different means.

The two curves are identical in form but are centered at


different positions along the horizontal axis.

Figure 2: Normal curve µ1 < µ2 and σ1 = σ2

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Normal Distribution

In the figure, we have sketched two normal curves with the


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.

Remember that the area under a probability curve must be


equal to 1, and therefore the more variable the set of
observations the lower and wider the corresponding curve will
be

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Normal Distribution

Figure 3: Normal curve µ1 = µ2 and σ1 < σ2

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Normal Distribution
The figure below shows the results of sketching two normal
curves having different means and different standard
deviations.

Clearly, they are centered at different positions on the


horizontal axis and their shapes reflect the two different values
of σ 2 .

Figure 4: Normal curve µ1 < µ2 and σ1 < σ2


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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

2 The curve is symmetric about a vertical axis through the


mean µ.

3 The curve has its points of inflection at x = µ ± σ, is concave


downward if µ − σ < X < µ + σ

4 The normal curve approaches the horizontal axis


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.

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Areas under the Normal Curve

The curve of any continuous probability distribution or density


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 .

Thus, for the normal curve in Figure 5,


Zx2 Zx2  
2 1 1
P(x1 < X < x2 ) = n(x; µ, σ )dx = √ exp (x − µ)2
2πσ 2 2σ 2
x1 x1

is represented by the area of the shaded region.

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Areas under the Normal Curve

Figure 5: P(x1 < X < x2 ) = area of the shaded region

The area under the curve between any two ordinates must
then also depend on the values mean µ and variance σ 2 .

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The Standard Normal Distribution

A distribution of a normal random variable, Z , is said to be


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

Z ∼ N(0, 1)

All observations of any normal random variables, X , can


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

Whenever X assumes a value x, the corresponding value of Z


x −µ
is given by z =
σ

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The Standard Normal Distribution

Therefore, if X falls between the values x = x1 and x = x2 the


random variable Z will fall between the corresponding values
x1 − µ x2 − µ
z1 = and z2 =
σ σ
Consequently, we may write

P[x1 < X < x2 ]


 
x1 − µ x −µ x2 − µ
= P z1 = <z = < z2 =
σ σ σ

= P[z1 < Z < z2 ]

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The Standard Normal Distribution

Figure 6: The Original and Transformed Normal Distribution

Specialized calculations have been made to compute values


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.
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The Standard Normal Distribution

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The Standard Normal Distribution

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The Standard Normal Distribution

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The Standard Normal Distribution

We illustrate the use of this table. Look at the standard


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

What does the number 0.3238 represent? It represents the


area under the standard normal curve above 0 and to the left
of 0.93.

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The Standard Normal Distribution

In our examples and exercises, we will encounter two types of


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 ) =?

In all these three cases, the answer can be found in the


standard normal table, not in the headings.

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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,

between z = −1.97 and z = 0.86.

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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.

The area in Figure (b) between z = −1.97 and z = 0.86 is


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

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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:

P(Z ≤?) = (some probability between 0 and 1)

P(Z ≥?) = (some probability between 0 and 1)

P(? ≤ Z ≤?) = (some probability between 0 and 1)

In all these three cases, the answer can be found at the


heading of the standard normal table, not the probabilities in
the table. That is, we read the heading of the associated
probability.

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The Standard Normal Distribution
Type 2
Example
Given a standard normal distribution, find the value of k such that
P(Z > k) = 0.3015

P(k < Z < −0.18) = 0.4197

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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.

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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.

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The Standard Normal Distribution
Solution

P[45 < X < 62]


 
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)

= 0.8849 − 0.3085 = 0.5764


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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.

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The Standard Normal Distribution
Solution

P[X > 362]


 
x −µ 362 − 300
=P Z= >
σ 50

= P[Z > 1.24] = 1 − P(Z < 1.24)

= 1 − 0.8625 = 0.1075
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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,

14% of the area to the right.

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The Standard Normal Distribution

Solution

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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

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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

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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
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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

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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.

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The Standard Normal Distribution

Solution

We find,

P(X < 2.3)


 
x − 3.0 2.3 − 3.0
=P Z = <
0.5 0.5

= P[Z < −1.4]

= 0.0808

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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.

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The Standard Normal Distribution

Solution

We find,

P(778 < X < 834)


 
778 − 800 x − 800 834 − 800
=P < <
40 40 40

= P[−0.55 < Z < 0.85]

= P[Z < 0.85] − P[Z < −0.55]

= 0.8023 − 0.2912

= 0.5111

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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?

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The Standard Normal Distribution
Solution

We find,

P(2.99 < X < 3.01)


 
2.99 − 3.00 x − 3.00 3.01 − 3.00
=P < <
0.005 0.005 0.005

= P[−2.0 < Z < 2.0]

Due to symmetry of the normal distribution, we find that


P(−2.00 < X < 2.00)

= 2P[Z < 2.00]

= 2 × 0.0228

= 0.0456
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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.

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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

P[z1 < Z < z2 ] = 0.95

From the area under the curve, the score that gives a probability of
0.95 is 1.96, so

P[−1.96 < Z < 1.96] = 0.95

Therefore,
d
1.96 = =⇒ d = 0.2 × 1.96 = 0.392
0.2
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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?

b find the percentage of resistances exceeding 43 ohms if


resistance is measured to the nearest ohm.

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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

= P(Z > 1.5)

= 1 − P(Z < 1.5)

= 1 − 0.9332 = 0.0668

Hence, 6.68%. of the resistors will have a resistance exceeding


43 ohms.
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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)

= P(Z > 1.75)

= 1 − P(Z < 1.75) = 1 − 0.9599 = 0.0401

Therefore, 4.01% of the resistances exceed 43 ohms when


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.
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THANK YOU

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