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Ch4 1 DiscreteProbabilityDistribution

This document discusses several important discrete probability distributions including the Bernoulli, binomial, multinomial, hypergeometric, Pascal, geometric, and Poisson distributions. For each distribution, it provides the definition, probability mass function (PMF), examples, and how to calculate the expected value. It also includes exercises with solutions applying these distributions to model real-world random phenomena.

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9 views39 pages

Ch4 1 DiscreteProbabilityDistribution

This document discusses several important discrete probability distributions including the Bernoulli, binomial, multinomial, hypergeometric, Pascal, geometric, and Poisson distributions. For each distribution, it provides the definition, probability mass function (PMF), examples, and how to calculate the expected value. It also includes exercises with solutions applying these distributions to model real-world random phenomena.

Uploaded by

msaz4601
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© © All Rights Reserved
We take content rights seriously. If you suspect this is your content, claim it here.
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Discrete Probability

Distributions
Dr. Bülent Yılmaz
Introduction
• Random experiments model a lot of real life
phenomenon, these special distributions are
used frequently in different applications.
• Rather than trying to memorize the PMF,
you should understand the random
experiment behind each of them.
Special distributions
• Bernoulli distribution
• Binomial distribution
• Multinomial distribution
• Hypergeometric distribution
• Pascal distribution
• Geometric distribution
• Poisson distribution
Bernoulli distribution
• A Bernoulli random variable is a random
variable that can only take two possible
values, usually 0 and 1.
• This random variable models random
experiments that have two possible outcomes,
sometimes referred to as "success" and
"failure."
Examples
• You take a pass-fail exam. You either pass
(resulting in X=1) or fail (resulting in X=0).
• You toss a coin. The outcome is either heads
or tails.
• A child is born. The gender is either male or
female.
Definition
• A random variable X is said to be a Bernoulli
random variable with parameter p, shown as X
∼ Bernoulli(p), if its PMF is given by

where 0 < p < 1


PMF of Bernoulli random variable
Bernoulli random variable, is also called the indicator random variable.
Indicator random variable IA = 1 if event A occurs, and 0 otherwise.
EX for Bernoulli distribution
can only take two possible values, usually 0 and 1

• For the Bernoulli distribution, the range of X is


RX={0,1}, and PX(1)=p and PX(0)=1−p.
• EX = 0⋅PX(0) + 1⋅PX(1) = 0⋅(1−p) + 1⋅p
EX = p
Binomial distribution
• Suppose that I have a coin with P(H) = p.
• I toss the coin n times and define X to be the
total number of heads that I observe.

where 0 < p < 1


Exercise
A large chain retailer purchases a certain kind of electronic
device from a manufacturer. The manufacturer indicates that
the defective rate of the device is 3%.
a) The inspector randomly picks 20 items from a shipment.
What is the probability that there will be at least one
defective item among these 20?
b) Suppose that the retailer receives 10 shipments in a
month and the inspector randomly tests 20 devices per
shipment. What is the probability that there will be
exactly 3 shipments each containing at least one
defective device among the 20 that are selected and
tested from the shipment?
a) The inspector randomly picks 20 items from a shipment. What
is the probability that there will be at least one defective item
among these 20?

X: the number of defective devices among the 20.


X follows a Binomial(x;20,0.03) distribution.
P(X>=1) = 1-P(X=0) = 1- b(0;20,0.03)
= 1 – (0.03)0 (1-0.03)20-0 = 0.4562
b) Suppose that the retailer receives 10 shipments in a month and the inspector
randomly tests 20 devices per shipment. What is the probability that there will be
exactly 3 shipments each containing at least one defective device among the 20 that
are selected and tested from the shipment?

Y: the number of shipments containing at least


one defective item. Y follows another
Binomial(y;10,0.4562)

P(Y=3) = C(10,3) 0.45623 (1-0.4562)7 = 0.1602


Binomial(x;n,p) random variable is a sum of n
independent Bernoulli(p) random variables

• To generate a random variable


X∼Binomial(x;n,p), we can toss a coin n times
and count the number of heads.
• Counting the number of heads is exactly the
same as finding X1+X2+...+Xn, where each Xi is
equal to one if the corresponding coin toss
results in heads and zero otherwise.
EX for Binomial distribution
• X1,X2,...,Xn are independent Bernoulli(p)
random variables, then the random variable X
defined by X=X1+X2+...+Xn has a b(x;n,p)
distribution.
• Thus, we can write EX = E[X1+X2+⋯+Xn] =
EX1+EX2+⋯+EXn by linearity of expectation
= p + p + ⋯ + p = np
PMF of Binomial distribution

n = 10, p = 0.3
PMF of Binomial distribution

n = 20, p = 0.6
Multinomial Distribution
If a given trial can result in the k outcomes E1,
E2, E3, …, Ek with probabilities p1, p2, p3, …, pk,
then the probability distribution of the random
variables X1, X2, …, Xk, representing the number
of occurrences for E1, E2, E3, …, Ek in n
independent trials, is
f(x1, x2, …, xk; p1, p2, p3, …, pk) =
(n!/(x1!x2!...xk!)) p1x1p2x2p3x3pkxk
Exercise f(x1, x2, …, xk; p1, p2, p3, …, pk) =
(n!/(x1!x2!...xk!)) p1x1p2x2p3x3pkxk

The complexity of arrivals and departures of planes at an


airport is such that computer simulation is often used to
model the ideal conditions. For a certain airport with three
runways (pist), it is known that in the ideal setting the
following are the probabilities that the individual runways
are accessed by a randomly arriving commercial jet
Runway 1: p1 = 2/9, Runway 2: 1/6, Runway 3: 11/18
What is the probability that 6 randomly arriving airplanes
are distributed in the following fashion?
Runway 1: 2 airplanes, Runway 2: 1 airplane, Runway 3: 3
airplanes
Solution
f(2,1,3;2/9,1/6,11/18,6) =
(6!/(2!1!3!)) (2/9)2 (1/6)1(11/18)3 = 0.1127
Hypergeometric distribution
Exercise
Pascal distribution
Negative binomial
• Generalization of the geometric distribution
• Random experiment of repeated independent
trials until observing m successes.
• Suppose that I have a coin with P(H)=p. I toss
the coin until I observe m heads, where m∈ℕ.
• We define X as the total number of coin tosses
in this experiment. Then X is said to have
Pascal distribution with parameter m and p.
We write X∼Pascal(m,p).
• To find the probability of the event A={X=k}
– By definition, event A can be written as A=B∩C,
where B is the event that we observe m−1 heads
(successes) in the first k−1 trials, and C is the
event that we observe a heads in the kth trial.
• Note that B and C are independent events
because they are related to different
independent trials (coin tosses). Thus we can
write P(A)=P(B∩C)=P(B)P(C).
• Now, we have P(C)=p. Note also that P(B) is
the probability that I observe m−1 heads in
the k−1 coin tosses.
• This probability is given by the binomial
formula, in particular

where 0 < p < 1


Pascal Distribution
m=3 and p=0.5
Exercise
Solution
Geometric distribution
• Suppose that I have a coin with P(H) = p.
• I toss the coin until I observe the first heads.
• We define X as the total number of coin tosses
in this experiment.
• Then X is said to have geometric distribution
with parameter p.

where 0 < p < 1


PMF of Geometric distribution

p = 0.3

0.7*0.3

0.7*0.7*0.3

0.7*0.7*0.7*0.3
EX for Geometric distribution
I toss the coin until I observe the first heads.

• For the geometric distribution, the range of X


is RX={1,2,3,…}, and PMF PX(k)=qk-1p -> q=1−p.
EX for Geometric distribution
Exercise
Exercise
Poisson Distribution
• We are counting the occurrences of certain
events in an interval of time or space.
• Suppose that we are counting the number of
customers who visit a certain store from 1pm to
2pm. Based on data from previous days, we know
that on average λ=15 customers visit the store.
• Of course, there will be more customers some
days and fewer on others. Here, we may model
the random variable X showing the number
customers as a Poisson random variable with
parameter λ=15.
PMF of Poisson distribution
• A random variable X is said to be a Poisson
random variable with parameter λ, shown as
X∼Poisson(λ), if its range is RX={0,1,2,3,...},
and its PMF is given by
λ=1

λ=5

λ=10
EX for Poisson distribution
Exercise
• The number of emails that I get in a weekday
can be modeled by a Poisson distribution with
an average of 0.2 emails per minute.
• What is the probability that I get no emails in
an interval of length 5 minutes?
λ=5(0.2)=1
P(X=0) = PX(0) = e−λλ0 / 0! = e−1⋅1 / 1 = 1 / e ≈ 0.3679
Exercise & Solution
• What is the probability that I get more than 3 emails
in an interval of length 10 minutes?
λ = 10 (0.2) = 2
P(Y>3) = 1 − P(Y≤3)
1−(PY(0)+PY(1)+PY(2)+PY(3))

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