Lecture 9

Probability Distributions:

Discrete Probability Distribution:

An experiment often consists of repeated trials, each with two possible outcomes that may be labeled success or
failure. The most obvious application deals with the testing of items as they come off an assembly line, where
each trial may indicate a defective or a nondefective item. We may choose to define either outcome as a success.
The process is referred to as a Bernoulli process. Each trial is called a Bernoulli trial.

The Bernoulli Process

Strictly speaking, the Bernoulli process must possess the following properties:
1. The experiment consists of repeated trials.
2. Each trial results in an outcome that may be classified as a success or a failure.
3. The probability of success, denoted by p, remains constant from trial to trial.
4. The repeated trials are independent.
Consider the set of Bernoulli trials where three items are selected at random from a manufacturing process,
inspected, and classified as defective or nondefective. A defective item is designated a success. The number of
successes is a random variable X assuming integral values from 0 through 3. The eight possible outcomes and the
corresponding values of X are

Outcome NNN NDN NND DNN NDD DND DDN DDD

x 0 1 1 1 2 2 2 3

Since the items are selected independently and we assume that the process produces 25% defectives, we have
3 1 3 9
P(NDN) = P(N)P(D)P(N) = ( )( )( ) = .
4 4 4 64
Similar calculations yield the probabilities for the other possible outcomes. The probability distribution of X is
therefore
x 0 1 2 3
27 27 9 1
f(x)
64 64 64 64

1. Binomial Distribution
The number X of successes in n Bernoulli trials is called a binomial random variable. The probability
distribution of this discrete random variable is called the binomial distribution, and its values will be denoted by
b(x; n, p) since they depend on the number of trials and the probability of a success on a given trial.
Thus, for the probability distribution of X, the number of defectives is
1 9
P(X = 2) = f(2) = b (2;3, ) = .
4 64
In general, to find a formula that gives the probability of x successes in n trials for a binomial experiment. First,
consider the probability of x successes and n − x failures in a specified order. Since the trials are independent, we
can multiply all the probabilities corresponding to the different outcomes. Each success occurs with probability p
and each failure with probability q = 1 − p. Therefore, the probability for the specified order is pxqn−x. We must
now determine the total number of sample points in the experiment that have x successes and n−x failures.
PHM111s - Probability and Statistics
This number is equal to the number of partitions of n outcomes into two groups with x in one group and n−x in
 n
the other and is written   . Because these partitions are mutually exclusive, we add the probabilities of all
 x
 n
the different partitions to obtain the general formula, or simply multiply pxqn−x by   .
 x
Binomial Distribution: A Bernoulli trial can result in a success with probability p and a failure with probability
q = 1−p. Then the probability distribution of the binomial random variable X, the number
of successes in n independent trials, is
 n
b(x; n, p) =   pxqn−x, x= 0, 1, 2, . . . , n.
 x
Note that when n = 3 and p = 1/4, the probability distribution of X, the number of defectives, may be written as
1  3 1 3
b ( x;3, ) =   ( ) ( ) , x = 0,1,2,3
x 3− x

4  x 4 4

Example 9.1: Five fair coins are flipped. If the outcomes are assumed independent, find the probability mass
function of the number of heads obtained.
Solution: If we let X equal the number of heads (successes) that appear, then X is a binomial random variable
1
with parameters (n = 5, p = ). Hence,
2
 5 1 0 1 5 1
P(X = 0) =   ( ) ( ) =
 0 2 2 32
 5 1 1 1 4 5
P(X = 1) =   ( ) ( ) =
 1 2 2 32
 5  1 2 1 3 10
P(X = 2) =   ( ) ( ) =
 2 2 2 32
 5  1 3 1 2 10
P(X = 3) =   ( ) ( ) =
 3 2 2 32
 5 1 4 1 1 5
P(X = 4) =   ( ) ( ) =
 4 2 2 32
 5 1 5 1 0 1
P(X = 5) =   ( ) ( ) =
 5 2 2 32

Example 9.2: It is known that screws produced by a certain company will be defective with probability .01,
independently of each other. The company sells the screws in packages of 10 and offers a money-
back guarantee that at most 1 of the 10 screws is defective. What proportion of packages sold
must the company replace?
Solution: If X is the number of defective screws in a package, then X is a binomial random variable with
parameters (10, .01). Hence, the probability that a package will have to be replaced is

PHM111s - Probability and Statistics

  10   10 
1 − P{X = 0} − P{X = 1} = 1 −   (0.01) 0
(0.99)10
−   (0.01)1 (0.99)9  0.004
0 1
Thus, only .4 percent of the packages will have to be replaced.

Example 9.3: The following gambling game, known as the wheel of fortune (or chuck-a-luck), is quite popular at
many carnivals and gambling casinos: A player bets on one of the numbers 1 through 6. Three
dice are then rolled, and if the number bet by the player appears i times, i = 1, 2, 3, then the player
wins i units; if the number bet by the player does not appear on any of the dice, then the player
loses 1 unit. Is this game fair to the player? (Actually, the game is played by spinning a wheel that
comes to rest on a slot labeled by three of the numbers 1 through 6, but this variant is
mathematically equivalent to the dice version.)
Solution: If we assume that the dice are fair and act independently of each other, then the number of times that
1
the number bet appears is a binomial random variable with parameters (3, ) . Hence, letting X denote
6
the player’s winnings in the game, we have
 3  1 0 5 3 125
P(X = -1) =   ( ) ( ) =
 0 6 6 216
 3  1 1 5 2 75
P(X = 1) =   ( ) ( ) =
 1 6 6 216
 3  1 2 5 1 15
P(X = 2) =   ( ) ( ) =
 2 6 6 216
 3 1 3 5 0 1
P(X = 3) =   ( ) ( ) =
 3 6 6 216
In order to determine whether or not this is a fair game for the player, let us calculate E[X]. From the
preceding probabilities, we obtain
−125 + 75 + 30 + 3 −17
E[X] = =
216 216
Hence, in the long run, the player will lose 17 units per every 216 games he plays.

Theorem: The mean and variance of the binomial distribution b(x; n, p) are
μ = np and σ2 = npq.
Example 9.4: For the number of transmitted bits received in error, n = 4 and p = 0.1, so
E(X) = 4(0.1) = 0.4 and Var (X) = 4(0.1)(0.9) = 0.36.

2. Poisson Distribution
A discrete probability distribution that is useful when n is large and p is small and when the independent
variables occur over a period of time is called the Poisson distribution.

Formula for the Poisson Distribution

The probability of X occurrences in an interval of time, volume, area, etc., for a variable where  (Greek letter
lambda) is the mean number of occurrences per unit (time, volume, area, etc.) is
e−   x
P( x;  ) = , x = 0, 1, 2, . . .
x!
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If X has Poisson distribution,  = E( X ) =  and  2 = Var ( X ) = 
Example 9–5 A sales firm receives, on average, 3 calls per hour on its toll-free number. For any given hour, find
the probability that it will receive the following:

a. At most 3 calls b. At least 3 calls c. 5 or more calls

Solution

a. “At most 3 calls” means 0, 1, 2, or 3 calls. Hence,

e−3 30 e−3 31 e−3 32 e−3 33
P(0; 3) + P(1; 3) + P(2; 3) + P(3; 3) = + + +
0! 1! 2! 3!
= 0.0498 + 0.1494 + 0.2240 + 0.2240 = 0.6472

b. “At least 3 calls” means 3 or more calls. It is easier to find the probability of 0, 1, and 2 calls and then
subtract this answer from 1 to get the probability of at least 3 calls.
P(0; 3) +P(1; 3) + P(2; 3) = 0.0498 + 0.1494 + 0.2240 = 0.4232
and 1 - 0.4232 = 0.5768

c. For the probability of 5 or more calls, it is easier to find the probability of getting 0, 1, 2, 3, or 4 calls and
subtract this answer from 1. Hence,
P(0; 3) + P(1; 3) + P(2; 3) + P(3; 3) + P(4; 3) = 0.0498 + 0.1494 + 0.2240 + 0.2240 + 0.1680 = 0.8152
and 1 - 0.8152 = 0.1848

Thus, for the events described, the part a event is most likely to occur and the part c event is least likely to
occur.

The Poisson distribution can also be used to approximate the binomial distribution when the expected value
 = np is less than 5 (The same is true when nq< 5.)

Example 9–6 If approximately 2% of the people in a room of 200 people are left-handed, find the probability that
exactly 5 people there are left-handed.

Solution

Since  = np , then  = (200)(0.02) = 4. Hence,

(2.7183)−4 (4)5
P(5;4) = = 0.1563
5!
 200 
which is verified by the formula   (0.02)5 (0.98)195  0.1579. The difference between the two answers is
 5 
based on the fact that the Poisson distribution is an approximation and rounding has been used.

3. Hypergeometric Distribution

When sampling is done without replacement, the binomial distribution does not give exact probabilities, since
the trials are not independent. The smaller the size of the population, the less accurate the binomial probabilities
will be.
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Formula for the Hypergeometric Distribution
Given a population with only two types of objects (females and males, defective and nondefective, successes and
failures, etc.), such that there are a items of one kind and b items of another kind and a + b equals the total
population, the probability P(x) of selecting without replacement a sample of size n with x items of type a and n-x
items of type b is
 a  b 
 x  n − x 
h( x) =   
 a + b
 n 
 
na
The mean of the hypergeometric distribution h( x) are  = E( X ) = .
a+b
Example 9–7
If 5 cards are drawn at random, we are interested in the probability of selecting 3 red cards from
 26 
the 26 available in the deck and 2 black cards from the 26 available in the deck. There are  
3
 26 
ways of selecting 3 red cards, and for each of these ways we can choose 2 black cards in  
2
ways. Therefore, the total number of ways to select 3 red and 2 black cards in 5 draws is the
 26   26 
product     . The total number of ways to select any 5 cards from the 52 that are
3 2
 52 
available is   .
5
Hence, the probability of selecting 5 cards without replacement of which 3 are red and 2 are black is given by
 26  26 
 3  2 
   = 0.3251.
 52 
5
 
Example 9–8 We have a lot of 100 items of which 12 are defective. What is the probability that in a sample of
10, 3 are defective?
Solution
Using the hypergeometric probability function, we have

 12  88 
 3  7 
P(3D) =
   = 0.08.
 100 
 10 
 

PHM111s - Probability and Statistics