Probability and Random Processes

Lecture 14
 Outline
• Geometric Random Variable
– Applications of Geometric R. V
• Negative Binomial Random Variable
• Applications of Negative Binomial R. V
• Hyper Geometric Random Variable
– Applications of Hyper Geometric R. V
• Poisson Random Variable

EE319 - PRP Course Instructor: Muhammad Sajid Iqbal 2

 Geometric Random Variable
• Suppose that we repeatedly and
independently toss a coin with probability of a
head equal to p, where 0 < p < 1
• The geometric random variable X is the
number of tosses needed for a head to come
up for the first time
• Its PMF is given by

EE319 - PRP Course Instructor: Muhammad Sajid Iqbal 3

 Practice Problem 1
Show that

Is a valid PMF.

EE319 - PRP Course Instructor: Muhammad Sajid Iqbal 4

 Practice Problem 2
• Ali is enrolled in a course and the probability
to pass the exam in a single attempt is 0.1.
What is the probability that Ali will pass the
course in 7th attempt

• Answer is 0.05314

EE319 - PRP Course Instructor: Muhammad Sajid Iqbal 5

 Practice Problem 3
• A representative from the PPP Election Campaign
Division randomly selects people on a random street in
Lahore until he finds a person who voted for PPP in last
election. Let p, the probability that he succeeds in
finding such a person, equal 0.20. And, let X denote the
number of people he selects until he finds his first
success. What is the probability that the PPP
representative must select 4 people before he finds
one who voted for PPP in last election?

• Answer is 0.1024

EE319 - PRP Course Instructor: Muhammad Sajid Iqbal 6

 Practice Problem 4
• A programmer has an 90% chance of finding a
bug every time he compiles his code, and it takes
him two hours to rewrite his code every time he
discovers a bug. What is the probability that he
will finish his program by the end of his work
day?
• Assume that a work day is 8 hours, and that the programmer
compiles his code immediately at the beginning of the day

• Answer is 0.3439

EE319 - PRP Course Instructor: Muhammad Sajid Iqbal 7

 Applications of Geometric R.V
• The geometric random variable arises in
applications where one is interested in the time
(i.e., number of trials) that elapses between the
occurrence of events in a sequence of
independent experiments
• For example
– Number of customers awaiting service in a queue
– Number of white dots between successive black dots
in a scan of a black-and-white document
– In time management, in which the goal is to complete
a task before some set amount of time

EE319 - PRP Course Instructor: Muhammad Sajid Iqbal 8

 Negative Binomial Random Variable
• Assume Bernoulli trials — that is:
– There are two possible outcomes
– The trials are independent
– p, the probability of success, remains the same from trial to trial
• Let X denotes the number of trials until the rth success
• Then, the probability mass function of X is

• And is called negative binomial random variable

• Note that:
– There are (theoretically) an infinite number of negative binomial
distributions. And every distribution depends on the value of p
– A geometric distribution is a special case of a negative binomial
distribution with r = 1
EE319 - PRP Course Instructor: Muhammad Sajid Iqbal 9
 Practice Problem 5
• An oil company conducts a geological study that
indicates that an exploratory oil well should have a 20%
chance of striking oil.
a) What is the probability that the first strike comes on the
third well drilled?
b) What is the probability that the third strike comes on the
seventh well drilled?

Answers
a) 0.1280
b) 0.0492

EE319 - PRP Course Instructor: Muhammad Sajid Iqbal 10

 Practice Problem 6
• You are surveying people exiting from a
polling booth and asking them if they voted
independent. Only 10 out of 50 persons vote
independently. What is the probability that 15
people must be asked before you get 5 who
voted independently?

• Answer is 0.0344
EE319 - PRP Course Instructor: Muhammad Sajid Iqbal 11
 Applications of Negative Binomial R.V
• Negative binomial R. V arises in situations
when we are interested in rth success from any
number of trials. The applications of this r.v
are in the fields of
– Stock exchange
– Medical (hospital stay)
– Digital Communication

EE319 - PRP Course Instructor: Muhammad Sajid Iqbal 12

 Hyper Geometric Random Variable
• If we randomly select n items without replacement from a
set of N items of which:
• m of the items are of one type
• and N − m of the items are of a second type
• Then the probability mass function of the discrete random
variable X is called the hypergeometric distribution and is
of the form:

• Where k is a non-negative integer and should satisfy the

following conditions
• k≤n
• k≤m
• n–k≤N–m
EE319 - PRP Course Instructor: Muhammad Sajid Iqbal 13
 Practice Problem 7
• A crate contains 50 light bulbs of which 5 are
defective and 45 are not. A Quality Control
Inspector randomly samples 4 bulbs without
replacement. Let X = the number of defective
bulbs selected. What is the probability that 2
out of 4 selected bulbs are defective?

• Answer is 0.04299
EE319 - PRP Course Instructor: Muhammad Sajid Iqbal 14
 Practice Problem 8
• A lake contains 600 fish, eighty (80) of which
have been tagged by scientists. A researcher
randomly catches 15 fish from the lake. Let X
is the random variable indicating the number
of tagged fish. Find the probability of catching
5 tagged fish?

• Answer is 0.0291
EE319 - PRP Course Instructor: Muhammad Sajid Iqbal 15
 Applications of Hyper Geometric R. V
• Hypergeometric R. V can be used in all those
scenarios in which there are only two types of
objects and we draw the objects without
replacement and interested in one kind of
objects. Like
– Finding the defective items in production
– Estimating the chances of winning in card games

EE319 - PRP Course Instructor: Muhammad Sajid Iqbal 16

 The Poisson Random Variable
• Let the discrete random variable X denote the
number of times an event occurs in an interval
of time (or space). Then X may be a Poisson
random variable with k = 0, 1, 2, ...

• Here λ is said to be the mean of Poisson

random variable OR average number of events
occurring during the specified interval

EE319 - PRP Course Instructor: Muhammad Sajid Iqbal 17

 Examples of Poisson R. V
• Let X equal the number of typos on a printed page
– This is an example of an interval of space — the space being the
printed page
• Let X equal the number of cars passing between
Loonaywala Mor and FAST university in one minute
– This is an example of an interval of time — the time being one
minute
• Let X equal the number of customers at an ATM in 10-
minute intervals
– This is an example of an interval of time
• Let X equal the number of students arriving during office
hours
– This is an example of an interval of time

EE319 - PRP Course Instructor: Muhammad Sajid Iqbal 18

 Practice Problem 9
• Let X equal the number of typos on a printed
page with a mean of 3 typos per page.
a) What is the probability that a randomly selected
page has at most one typo on it?
b) What is the probability that a randomly selected
page has at least one typo on it?

Answers
a) 0.1992
b) 0.9502

EE319 - PRP Course Instructor: Muhammad Sajid Iqbal 19

Poisson Approximation of Binomial R.V
• In Binomial R.V if n is very large and p is very
small, we find it difficult to calculate the
probabilities
• We can approximate the results of Binomial
R.V by using Poisson R. V by assuming that
λ = np
• In general, the approximation works well if we
have n ≥ 20 and p ≤ 0.05, or if n ≥ 100 and p ≤
0.10
EE319 - PRP Course Instructor: Muhammad Sajid Iqbal 20
 Practice Problem 10
• Five percent (5%) of light bulbs manufactured by a
company are defective. The company's Quality Control
Manager is quite concerned and therefore randomly
samples 100 bulbs coming off of the assembly line.
Let X denote the number in the sample that are defective.
Find the probability that the sample contains three
defective bulbs by using:
a) Binomial R. V
b) Poisson R. V

Answers
a) 0.1396
b) 0.1404

EE319 - PRP Course Instructor: Muhammad Sajid Iqbal 21

 Applications of Poisson R. V
• The Poisson random variable appears in
numerous physical situations because many
models are very large in scale and involve very
rare events. For Example
– Queries at a Call Center
– Arrivals at a Packet Multiplexer
– Errors in Digital Transmission
– Number of particles emitted by a radioactive mass
during a fixed time period
EE319 - PRP Course Instructor: Muhammad Sajid Iqbal 22