INDE 2333

ENGINEERING STATISTICS I
PROBABILITY DISTRIBUTIONS

University of Houston
Dept. of Industrial Engineering
Houston, TX 77204-4812
(713) 743-4195

AGENDA
Probability Distributions

Random variable concepts

Bernoulli trials
Binomial distribution
Hypogeometric
Poisson
Geometric
Multinomial

RANDOM VARIABLES CONCEPTS

Random variables
A function that assigns a value to a possible outcome
Discrete take on specific values in a range
Continuous take on any values in a range
Probability distribution
Random variables values can be observed
List of possible values and probability of observing each
Cumulative Distribution Function
Based on the probability distribution
Probability a random variable is less than or = x

PROBABILITY DISTRIBUTION

AKA probability density

List of possible values and probability
f(x)=(usually some equation with input values)
f(x)s sum to 1.0
f(1)=0.26, f(2)=0.50, f(3)=0.22, f(4)=0.02
f(x)

CUMULATIVE DISTRIBUTION FUNCTION

AKA Distribution Function

Probability a random variable is less than or = x
F(x)=
F(1)=0.26, F(2)=0.76, F(3)=0.98, F(4)=1.00
Some cumulative distribution function values are tabulated
in the back of the course textbook
1.0
F(x)

BERNOULLI TRIAL

Bernoulli trials have only two possible outcomes for each

trial
Success = p
Failure = 1-p
P(success)=0.9, P(failure)=0.1
The probability for success or failure is the same percentage
for each Bernouilli trial for all the trials

BINOMIAL DISTRIBUTION
Consists of a series of Bernouilli trials
Outcomes of different Bernouilli trials are independent
Prior outcomes have no impact on future outcomes
Fixed number of Bernouilli trials, n
For a single trial
Probability of success is p
Probability of failure is 1-p
Use multiplication rule of probability for the trials

BINOMIAL DISTRIBUTION

Example
Computer locking up while surfing the internet
Probability of a reboot required is 0.1 for a half
hour session

BINOMIAL DISTRIBUTION
Success = no reboot required= 0.9
Failure = reboot required = 0.1
For 3 different 30 minute sessions

No successes, x=0, = FFF

One success, x=1, = FFS, FSF, SFF
Two successes, x=2, = FSS, SSF, SFS
Three successes, x=3, = SSS

BINOMIAL DISTRIBUTION

Probabilities
X=0, 0 successes and 3 failures, 1 way of 0.1 x 0.1 x 0.1
X=1, 1 success and 2 failures, 3 ways of 0.9 x 0.1 x 0.1
X=2, 2 successes and 1 failure, 3 ways of 0.9 x 0.9 x 0.1
X=3, 3 successes and 0 failures, 1 way of 0.9 x 0.9 x 0.9

Same as combinations (order does not matter)

X=0, combination n=3 and r= 0 ways of (0.9^0 x 0.1^3)
X=1, combination n=3 and r=1 ways of (0.9^1 x 0.1^2)
X=2, combination n=3 and r=2 ways of (0.9^2 x 0.1^1)
X=3, combination n=3 and r=3 ways of (0.9^3 x 0.1^0)

We can devise a formula for this replacing r with x

BINOMIAL
PROBABILITY DISTRIBUTION

Probability of observing x successes in n trials

Input parameters

x = number of success
n = number of trials
p = probability of success

Have

n x
n x
b( x; n, p ) p (1 p )
x
x 1,2,..., n

BINOMIAL
CUMULATIVE DISTRIBUTION FUNCTION

Total probability less than or equal to getting some x

Input parameters

x = number of success
n = number of trials
p = probability of success
x

B( x; n, p )
k 0

x 1,2,..., n

n x
n x
p (1 p )
x

ENGINEERING EXAMPLE

Marketing claim is that 60% of solar-heat installations

result in a utility bill reduced by at least one third
Probability that this happens in exactly 4 of 5
installations
5
b(4;5,0.60) 0.6 4 (1 0.60)5 4
4
0.259

ENGINEERING EXAMPLE

Marketing claim is that 60% of solar-heat installations

result in a utility bill reduced by at least one third
Probability that this happens in at least 4 of 5
installations

5
b(4;5,0.60) 0.6 4 (1 0.60)5 4
4
55
5
5
b(5;5,0.60) 0.6 (1 0.60)
5

0.259 0.078
0.337

ANOTHER ENGINEERING EXAMPLE

USING TABLE 1
Probability that a column will fail is 0.05, among 16
columns
What is the probability that at most two will fail?
Means that 0, 1 or 2 will fail
B(2;16,0.05)
Look in table 1
=0.9571

ANOTHER ENGINEERING EXAMPLE

USING TABLE 1

=0.9571

ANOTHER ENGINEERING EXAMPLE

USING TABLE 1

Probability that a column will fail is 0.05, among 16 columns

What is the probability that at least 4 will fail?
Means 4 or 5, .16 will fail
Can make use of the 1-p property of the CDF
Look in table 1
1-B(3;16,0.05)
1-.9930=0.0070

LAST ENGINEERING EXAMPLE

USING TABLE 1

Probability that 0.2 that any one student will dislike

engineering statistics.
What is the probability that 5 of 18 students randomly
selected students dislike engineering statistics
Table 1
b(5:18,0.20)
B(5;18,0.20)-B(4;18,0.20)
0.8671-0.7164
0.1507

HYPERGEOMETRIC DISTRIBUTION
Situations involving sampling without replacement
Once you make an observation of an item, you discard the item
(without replacement)
This changes the probability of each subsequent observation
Specify a lot of size = N with some number of successes = a
within the lot
Choose a sample of size n
Probability of obtaining x successes in sample

HYPERGEOMETRIC DISTRIBUTION
Successes (Defectives)

h( x; n, a, N )

a

x

Failures (Non-Defectives)

N a

n x , x 0, 1,...
N

n

All possible combinations

HYPERGEOMETRIC EXAMPLE

Shipment of 20 digital voice recorders with 5 defectives

If 10 are randomly inspected, what is the probability
that 2 of the 10 will be defective

h(2;10,5,20)

0.348

5

2

20 5

10 2
20

10

POISSON PROCESS AND DISTRIBUTION

Poisson process
Physical process wholly or in part controlled by some sort of
chance mechanism
Occurrences do not come at regular intervals
The arrival of customers into a system
The breakdown of production machinery

Poisson distribution

Distribution of number of observations of these random events

over a particular period of time

POISSON DISTRIBUTION
PARAMETERS

POISSON
PROBABILITY DISTRIBUTION

e
f ( x; )
, x 0,1,2...; 0
x!

POISSON PROCESS EXAMPLE

Bank receives 6 bad checks a day on the average

What is the probability that there will be four bad checks
on a given day?
4

6 e
f (4;6)
4!
0.134

POISSON PROCESS EXAMPLE

f (4)=
F(4)-F(3)
Step 1
F (4)=0.285

POISSON PROCESS EXAMPLE

Step 2
F(3)=0.151
f(4)=
0.285-0.151
=0.134

POISSON APPROXIMATION TO BINOMIAL

PROBABILITIES
Some situations may make calculating binomial probabilities
cumbersome
Tables may not be of help either
Can approximate binomial probabilities with a Poisson approximation

Probabilities successes (defectives) is small

Lots n are large
N>=20 and p<=0.05
N>=100 and np<=10

Average number of success lambda = n * p

POISSON APPROXIMATION
EXAMPLE

3,840 generators in the field under warranty

Probability is 1/1200 that one will fail in any given
year
Probability that 1 will fail?
Lambda=3840 * 1/1200=3.2

3.21 e 3.2
f (1;3.2)
1!
0.134

GEOMETRIC DISTRIBUTION
Related to binomial distribution
Probability of getting the first success after a number
of failures
x is the attempt number of the first success
p is the probability of a given success
Sometimes the term success actually represents a
failure when working with some systems

GEOMETRIC DISTRIBUTION

g ( x; p ) p (1 p )

x 1

, x 1, 2,...

GEOMETRIC DISTRIBUTION
EXAMPLE

0.05 probability that a measuring device becomes

inaccurate
What is the probability that the sixth measuring device
will be the first to be inaccurate
The first five are ok

g (6;0.05) 0.05 (1 0.05)

0.039

6 1

MULTINOMIAL DISTRIBUTION
Extension of the binomial distribution
Can now have more than two mutually exclusive
outcomes
Parameters

n number of independent trials

xi number of a specific outcome
pi probability of a specific outcome xi

MULTINOMIAL DISTRIBUTION
Number of trials

n!
xk
x1 x2
f ( x1 , x2 ,...xk )
p1 p2 ... pk
x1! x2 !...xk !
Number of a specific
Outcome 1k

Probability of a specific
Outcome 1k

MULTINOMIAL DISTRIBUTION
EXAMPLE

Light bulb in a projector

Data

Lasts less than 40 hours, 0.30

Lasts between 40 and 80 hours, 0.50
Lasts more than 80 hours, 0.20

Probability of 8 bulbs having lifetimes of

2 <40, 5 40 to 80, 1>80

8!
f (2,5,1)
0.32 0.550.21
2!5!1!
0.0945