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BINOMIAL DISTRIBUTION

BERNOULLI TRIAL
A Bernoulli Trial is a random experiment that has two

possible outcomes, say, Success and Failure, with


P(success) = p, 0 < p < 1. So, P(Failure) = 1-p.

BINOMIAL DISTRIBUTION
A random variable X is said to follow binomial

distribution if it assumes only non negative values &


its probability mass function is given by:

n x
P(X x) p (1 p ) n x ; x 0,1,2,......., n
x
0, otherwise

Probability of x successes in n trials

n! x px x qn-x
x! (n - x)!
p=characteristic probability or probability of
success
q=1-p
x=no. of successes desired
n=no. of trials undertaken

PHYSICAL CONDITIONS
The number of trials n should be finite.
The trials must be independent of each other.
The probability of success must be constant.

PROPERTIES
Expectation: E(X)=np

where n= number of trials undertaken


p= probability of success
Variance: V(X)=np(1-p)
V(X)=E(X) x (1-p)
V(X)=Expectation x P(Failure)

EXAMPLE
A and B play a game in which their chances of

winning are in the ratio 3:2. Find As chance of


winning at least three games out of five games played.
Also find the expectation & variance.
Solution:
n=number of trials=5
Let p be the probability that A wins the
game.

p=3/5
q=1-3/5= 2/5
Probability of x successes in n trials

FORMULA
USED-

=
n!
x px x
qn-x
x! (n - x)!
5

P(X 3)=
x=3

3r . 25-x =0.68
x
55

E(X 3) = np= 5x3/5=3

V(X 3)=np(1-p)=5x(3/5)x(2/5)=6/5=1.2

For a binomial distribution , variance is less than

expectation.

POISSION PROBABILITY
DISTRIBUTION
It is concerned with certain processes that can be
described by a discrete random variable.
Applied when:
Probability of occurrence of an event is independent of
the other
the number of times a particular event occurs in a unit is
to be counted
probability of occurrence on an event depends only on the
duration/size of the time-interval/region but not on the
timing/position of the time-interval/region.
As the unit gets smaller, the probability that two or more
events will occur in that unit approaches zero

If we want to count the no. of vehicles passing through a


tollbooth at rush hours:
Average no. of vehicles that arrive per rush hour can be
estimated from past traffic data.
If rush area is divided into intervals of one second each
then it can be seen:
probability that exactly one vehicle will arrive at single
booth per second is very small number and is constant for
every one second interval
Probability that 2 or more vehicles will arrive within one
second interval is so small that it can be assigned zero

The number of vehicles that arrive in a given one second


interval is independent of the time that one second interval
occurs during the rush hour
The no. of arrivals in any one second interval is not
dependent on the no. of arrivals in any other one second

The random variable X is said to follow the Poisson


probability distribution if it has the probability function:

e x
P( x)
, for x 0, 1,2,...
x!
= mean number of occurrences per interval of time
> 0; = np
e = 2.718
Example: Patients arrive at the emergency room of an
Hospital at the average rate of 6 per hour. Then probability
of arrival of 3 patients:
P(x=3; =6) = {(6)^3 X e^(-6)}/3
= 0.0892

PROPERTIES OF POISSION
DISTRIBUTION
If X follows a p(x; ) distribution. Then,
Expectation :
Variance
:

E(X) =
V(X) =

Continuous Probability
Distributions
Uniform Probability Distribution
Normal Probability Distribution
Exponential Probability Distribution

F(x)

F(x)

F(x )

The Uniform Distribution


Continuous

uniform distribution
rectangular in
shape.
Simplest
distribution for
continuous random
variable.
The support is
defined by two
parameters, a and
b, which are the
maximum and
minimum value.

The distribution is abbreviated U(a,b).


The probability density function of

continuous uniform distribution is:


F(x)= 1/(b-a) for a<=x<=b
F(x)= 0 for x<a or x>b.

The Uniform Distribution Mean and


Standard Deviation

Normal Probability
Distribution
The normal probability distribution is the

most important distribution for describing a


continuous random variable.
It is widely used in statistical inference.
It is the only absolutely continuous
distribution all of whose cumulants beyond
the first two(other than mean and
variance ) are zero.

The distribution is symmetric, its skewness


measure is zero.

The entire family of normal probability

distributions is defined by its mean and


its standard deviation .
It is non zero about the entire real line.
It is practically zero once the value of x lies
more than a few standard deviation away
from the mean.

The mean can be any numerical value:

negative, zero, or positive

The standard deviation determines the width

of the curve: larger values result in wider,


flatter curves.

Probabilities for the normal random

variable are
given by areas under the curve. The total
area
under the curve is 1 (.5 to the left of the
mean and
.5 to the right).

95.44%
68.26%

3
1
2

+ 3
+ 1
+ 2

68.23% of the values of normal random

variable are within +/-1 standard deviation


of its mean.
95.44% of the values of normal random
variable are within +/-2 standard deviation
of its mean.
99.72% of the values of normal random
variable are within +/-3 standard deviation
of its mean.

The Normal Distribution Graphically

Standard Normal Probability Distribution

It is also called z distribution


The z distribution is a normal distribution with a mean of 0

and a standard deviation of 1.

From the 68-95-99.7 rule we know that for a variable with the

standard normal distribution, 68% of the observations fall


between -1 and 1 (within 1 standard deviation of the mean of
0), 95% fall between -2 and 2 (within 2 standard deviations of
the mean) and 99.7% fall between -3 and 3 (within 3 standard
deviations of the mean).

The letter z is used to designate the standard normal

random variable.

Why Standardize?
It can help you make decisions about your data.
We can see how many standard deviations a point lies away

from the mean.

Normal Approximation
of Binomial Probabilities

Add and subtract 0.5 (a continuity correction


factor) because a continuous distribution is being
used to approximate a discrete distribution.

EXAMPLE- Suppose that a sample of n = 1,600 tyres of the same type are
obtained at random from an ongoing production process in which 8% of all
such tyres produced are defective. What is the probability that in such a
sample ,150 tyres will be defective?
SOLUTION Here, np = 1,600(.08) = 128 , using the normal distribution to
approximate the binomial probabalities ;
The probability of obtaining 150 defective tyres is defined as the area
(under the normal curve) between 149.5 and 150.5..

The area under the normal curve to the left of X = 150.5 (Z =

+2.07) is 0.9808 and the area under the curve to the left of X =
149.5 (Z = +1.98) is 0.9761.
Thus, the approximate probability of obtaining 150 defective
tires is the difference in the two areas,
= 0.9808-0.9761
= 0.0047.
The probability of obtaining 150 defective tyres is 0.0047

Thank You

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