GEC410 Note4 Module1
GEC410 Note4 Module1
Bernoulli Distibution
The Bernoulli distribution is a discrete probability distribution that models a random
experiment with two possible outcomes: success (usually denoted as 1) and failure
(usually denoted as 0). The distribution is characterized by a single parameter, p,
which represents the probability of success.
P( X = x) = p x q1− x ; x = 0,1
Binomial Distribution.
The binomial distribution is a generalization of the Bernoulli. Suppose we repeat a
Bernoulli trial/ experiment several times, say n times and also suppose we are
interested in the number of successes out of the n attempts.
Let X denotes the number of successes. Obviously, the possible values of X are 0,
1, 2 ,…., n. X is a random variable and the probability law which describes the
probability behaviour of X is called the Binomial distribution
Properties of Binomial Distribution
(a). There is a fixed number, n of trials.
(b). The trials are independent.
(c). Only 2 outcomes say ‘’success’’ and ‘’failure’’ are possible at each trial.
(d). The probability, p of success is constant at every trial.
(e). The binomial random variable X, is the number of successes that occur in n trials.
𝑓(𝑥) =
(𝑛𝑥)𝑝 𝑥 (1
− 𝑝)𝑛−𝑥 , 𝑥 = 0,12, … . . 𝑛
{
0 𝑒𝑙𝑠𝑒𝑤ℎ𝑒𝑟𝑒
The Mean and Variance of Binomial Distribution.
𝑚𝑒𝑎𝑛 = 𝑛𝑝 𝑣𝑎𝑟𝑖𝑎𝑛𝑐𝑒 = 𝑛𝑝(1 − 𝑝)
Now let w=x-1 and m=n-1. We see that m-w=n-x. We can now rewrite the
summation as
We now see that the summation is the sum over the complete pmf of a binomial
random variable distributed Bin(m, p). This is equal to 1 (and can be easily verified
using the Binomial theorem). Therefore, we have
Example 1.
A fair coin is tossed 4 times. Let X be the number of heads that appear.
(a). Obtain the probability distribution of X.
(b). Verify that (i). E[X] = np (ii). Var(X) = np(1-p).
Solution.
1
𝑛 = 𝑛𝑢𝑚𝑏𝑒𝑟 𝑜𝑓 𝑡𝑟𝑖𝑎𝑙𝑠 𝑝 = 𝑝𝑟𝑜𝑏𝑎𝑏𝑖𝑙𝑖𝑡𝑦 𝑜𝑓 𝑔𝑒𝑡𝑡𝑖𝑛𝑔 𝑎 ℎ𝑒𝑎𝑑 =
2
1 1
1−𝑝=1− =
2 2
1 1 𝑥 1 4−𝑥
𝑋 𝑖𝑠 𝑎 𝐵𝑖𝑛𝑜𝑚𝑖𝑎𝑙 (4, ) 𝑤𝑖𝑡ℎ 𝑝𝑑𝑓 𝑓(𝑥) = (𝑥4) ( ) ( ) 𝑥 = 0,1,2,3,4
2 2 2
1 0 1 4 1 4 1
𝑓(0) = (40) ( ) ( ) = ( ) =
2 2 2 16
1 1 1 3 1 4 4
𝑓(1) = (41) ( ) ( ) = 4 ( ) =
2 2 2 16
1 2 1 2 4 .3 1 4 6
𝑓(2) = (42) ( ) ( ) = ( ) = 16
2 2 2 .1 2
1 3 1 1 4 .3 .2 1 4 4
𝑓(3) = (43) ( ) ( ) = ( ) = 16
2 2 3 .2 .1 2
4 1 4 1 0 1 4 1
𝑓(4) = (4) (2) (2) =( ) =
2 16
Thus the probability distribution of X is as follows;
X 0 1 2 3 4 Total
f(x) 1 4 6 4 1 1
16 16 16 16 16
1 4
1−𝑝 =1− =
5 5
1
𝑋 𝑖𝑠 𝐵𝑖𝑛𝑜𝑚𝑖𝑎𝑙(𝑛 = 1, 𝑝 = ) and the probability distribution function is
5
1 𝑥 4 6−𝑥
𝑓(𝑥) = (𝑥6) ( ) ( ) 𝑥 = 0,1,2,3,4,5,6. (a).
5 5
p(exactly 2 bolts are defective)
1 2 4 4 6 .5 (44 ) 7680 768
𝑓(𝑥 = 2) = 𝑓(2) = (62) ( ) ( ) = = =
5 5 2 .1 (56 ) 31250 3125
(b). p(not more than 2 bolts are defective)
1 0 4 6 1 1 4 5 768
𝑓(𝑥 ≤ 2) = 𝑓(0) + 𝑓(1) + 𝑓(2) = (60) ( ) ( ) + (61) ( ) ( ) + =
5 5 5 5 3125
4 6 45 768 4096 6144 768 14080
(5) + 6 56 + 3125 = 15625 + 15625 + 3125 = 15625
(c). p(at least 2 bolts are defective)
4096 6144 240
𝑓(𝑥 ≥ 2) = 1 − 𝑓(𝑥 < 2) = 1 − 𝑓(0) − 𝑓(1) =1− − =
15625 15625 15625
(d). p(between 2 and 4 bolts are defective)
𝑓(2 ≤ 𝑥 ≤ 4) = 𝑓(2) + 𝑓(3) + 𝑓(4)
768 1 3 4 3 1 4 4 2 768 6 .5 .4 (4)3 6 .5 .4 .3 (4)2
= + (63) ( ) ( ) + (64) ( ) ( ) = + (5)6
+
3125 5 5 5 5 3125 3 .2 .1 4 .3 .2 .1 (5)6
768 1280 240 5360
= + + =
3125 15625 15625 15625
(e). p(all the bolts are defective)
6 1 6 4 0 1 6 1
𝑓(𝑥 = 6) = 𝑓(6) = (6) (5) (5) =( ) =
5 15625
Example 3.
Find the probability of obtaining exactly 12 sixes in 20 throws of a die.
Solution.
1 5
𝑥 = 12, 𝑛 = 20, 𝑝 = , 1 − 𝑝 =
6 6
𝑛 𝑥
𝑓(𝑥) = (𝑥 )𝑝 (1 − 𝑝)𝑛−𝑥 , 𝑥 = 0,12, … . . 𝑛
20 1 12 5 8
𝑓(12) = (12) ( ) ( )
6 6
Example 4.
Find the probability of obtaining exactly 4 heads in 10 throws of a coin.
Solution.
1 1
𝑥 = 4 , 𝑛 = 10, 𝑝 = , 1 − 𝑝 =
2 2
𝑛 𝑥
𝑓(𝑥) = (𝑥 )𝑝 (1 − 𝑝)𝑛−𝑥 , 𝑥 = 0,12, … . . 𝑛
10 1 4 1 6
𝑓(4) = ( 4 ) (2) (2)
Example 5.
An engineering experiment has 80% probability of success. If the experiment is
repeated 5 times, find the probability of obtaining: (i). No success (ii). No failure
(iii). Two successes and three failure.
Solution
Let X denotes the number of times he hits the target. Then X has a binomial
random variable with n = 5 and p = 0.8, 1 – p = 0.2
𝑓(𝑥) = (𝑥5)(0.8)𝑥 (0.2)5−𝑥 𝑥 = 0, 1, 2, 3, 4, 5.
(i). 𝑓(𝑥 = 0) = (50)(0.8)0 (0.2)5 = 0.00032
(ii). 𝑓(𝑥 = 5) = (55)(0.8)5 (0.2)0 = 0.32768
(iii). 𝑓(𝑥 = 2) = (52)(0.8)2 (0.2)3 = 0.0512
Exercise 1
In an aircraft maintenance inspection, there are 15 different components that have a
90% chance of being in good condition. What is the probability that at most 12
components are in good condition?
Mean
The Variance
We derive the variance using the following formula:
We have already calculated E[X] above, so now we will calculate E[X2] and then
return to this variance formula:
The first sum is E[X]=λ and the second we also calculated above to be 1.
Example 2.
The number of accidents occurring on a bridge in a year has a Poisson with mean
of 3. Compute the probability that in a year;
(i). Only one accident occurred (ii). At most one accident occurred. (iii). At least
one accident occurred.
Solution.
Let X = The number of accidents occurring on a bridge in a year Then X follows a
Poisson distribution with parameter λ, and its pdf given that the mean of X = E[X]
𝑒 −33𝑥
= 3 accidents 𝑓(𝑥) = , 𝑥 = 0, 1, 2, 3, … …
𝑥!
(i). Probability(Only one accident occurred):
𝑒 −3 31
𝑓(𝑥 = 1) = = 3𝑒 −3 = 0.149
1!
(ii) Probability(At most one accident occurred.):
𝑓(𝑥 ≤ 1) = 𝑓(𝑥 = 0) + 𝑓(𝑥 = 1)
𝑒 −3 30 𝑒 −3 31
= + = 𝑒 −3 + 3𝑒 −3 = 0.199
0! 1!
(iii) Probability(At least one accident occurred.):
𝑓(𝑥 ≥ 1) = 𝑓(𝑥 = 1) + 𝑓(𝑥 = 2) + ⋯
𝑓(𝑥 ≥ 1) = 1 − 𝑓(𝑥 < 1) = 1 − 𝑓(𝑥 = 0)
𝑒 −3 30
𝑓(𝑥 ≥ 1) = 1 − = 1 − 𝑒 −3 = 0.95021
0!
Example 3.
It is known that 3 cars, on the average pass through a university gate every 5
minutes. What is the probability that four or more cars will pass through the gate in
a given 5 – minute interval?
Solution.
Let X = number of cars that pass through the gate every 5 minutes. Then X follows
a Poisson distribution with parameter λ, and its pdf given that the mean of X =
𝑒 −3 3𝑥
E[X] = 3 cars 𝑓(𝑥) = , 𝑥 = 0, 1, 2, 3, … …
𝑥!
The required probability is: p(4 or more cars pass through the university gate in a
given 5 – interval)
𝑓(𝑥 ≥ 4) = 1 − 𝑓(𝑥 < 4) = 1 − [𝑓(0) + 𝑓(1) + 𝑓(2) + 𝑓(3)]
𝑒 −3 30 𝑒 −3 31 𝑒 −3 32 𝑒 −333 𝑒 −3
=1−[ + + + ] = 1− [6 + 18 + 27 + 27] = 0.35
0! 1! 2! 3! 6
Example 2.
In a manufacturing company, the probability that any one call is wrongly
connected is 0.004. For a day when 1500 independent calls are connected, find the
probability that five wrong connections are made.
Solution.
𝑝 = 0.004 𝑛 = 1500 𝜆 = 𝑛𝑝 = 0.004 × 1500 = 6.
𝑒 −6 6𝑥
𝑓(𝑥 ) =
𝑥!
𝑒 −6 65
𝑓 (5) = ≈ 0.1606
5!
Classwork
The number of alpha particles emitted per minute by a radioactive substance is
said to follow a poisson distribution with parameter 𝜆 equals 5 alpha particles per
minute. Obtain the probability that
i. Exactly 4 alpha particles are emitted in an hour
ii. Less than 4 alpha particles are emitted in an hour
iii. More than 5 alpha particles are emitted in an hour.
C CONTINUOUS PROBABILITY DISTRIBUTIONS.
1. Continuous Uniform Distribution.
The continuous uniform distribution models any random variable that is equally
likely to take any value in a given interval say [a, b].
1
𝑎<𝑥<𝑏
𝑓(𝑥) = {𝑏−𝑎
0 𝑒𝑙𝑠𝑒𝑤ℎ𝑒𝑟𝑒
Properties.
𝑏 𝑏 𝑑𝑥 1 𝑏 1 𝑏
∫𝑎 𝑓(𝑥)𝑑𝑥 = ∫𝑎 𝑏−𝑎 = 𝑏−𝑎 ∫𝑎 𝑑𝑥 = 𝑏−𝑎 𝑥| = 1
𝑎
The mean is
𝑏 𝑏 𝑥 𝑑𝑥 1 𝑏 1 𝑥2 𝑏 𝑎+𝑏
𝐸[𝑋] = ∫𝑎 𝑥𝑓(𝑥)𝑑𝑥 = ∫𝑎 = ∫ 𝑥𝑑𝑥 = | =
𝑏−𝑎 𝑏−𝑎 𝑎 𝑏−𝑎 2 𝑎 2
The variance is
𝑏 𝑏 𝑥 2 𝑑𝑥 1 𝑏 2 1 𝑥3 𝑏 𝑏 3 −𝑎3
𝐸[𝑋 2 ] = ∫𝑎 𝑥 2 𝑓(𝑥)𝑑𝑥 = ∫𝑎 = ∫ 𝑥 𝑑𝑥 = | =
𝑏−𝑎 𝑏−𝑎 𝑎 𝑏−𝑎 3 𝑎 3(𝑏−𝑎)
𝑏 3 −𝑎 3 (𝑏−𝑎)(𝑏 2 +𝑎𝑏+𝑎 2 ) 𝑏 2 +𝑎𝑏+𝑎 2
𝐸[𝑋 2 ] = = =
3(𝑏−𝑎) 3(𝑏−𝑎) 3
𝑏2 +𝑎𝑏+𝑎2 𝑎+𝑏 2 (𝑏−𝑎)2
𝑉[𝑋] = 𝐸[𝑋 2 ] − (𝐸[𝑋]) =2
−( ) =
3 2 12
Example.
Let X be a random variable whose pdf is
1
−1≤𝑥 ≤1
𝑓(𝑥) = {2
0 𝑜𝑡ℎ𝑒𝑟𝑤𝑖𝑠𝑒
Obtain (a). E[X] (b). E[X2] (c). V[X]
Solution.
(a). By definition of the mean of X.
𝑏 1 1 1 1 1 𝑥2 1 1
𝐸[𝑋] = ∫𝑎 𝑥𝑓(𝑥)𝑑𝑥 = ∫−1 𝑥 ( ) 𝑑𝑥 = ∫−1 𝑥𝑑𝑥 = [ ] = [12 − (−1)2 = 0
2 2 2 2 −1 4
(b). By definition of E[X2]
𝑏 1 1 1 1 1 𝑥3 1 1
𝐸[𝑋 2 ] = ∫𝑎 𝑥 2 𝑓(𝑥)𝑑𝑥 = ∫−1 𝑥 2 ( ) 𝑑𝑥 = ∫−1 𝑥 2 𝑑𝑥 = [ ] = [13 −
2 2 2 3 −1 6
(−1)3 ]
2 1
𝐸[𝑋 2 ] = =
6 3
(c). By the definition of the variance of X.
1 1
𝑉[𝑋] = 𝐸[𝑋 2 ] − (𝐸[𝑋])2 = − 0 =
3 3
2. The Normal Distribution.
It is the most important continuous distribution. The range of X is the real line.
The probability Distribution function is as follows
1 𝑥−𝜇 2
1 − ( )
𝑓 (𝑥 ) = 𝜎 𝑒 2 𝜎 − ∞ < 𝑥 < ∞.
√2𝜋
General properties.
1. 𝐸[𝑋] = 𝜇 𝑉[𝑋] = 𝜎 2
2. The pdf is completely specified when 𝜇 𝑎𝑛𝑑 𝜎 2 are known.
3. 𝑊ℎ𝑒𝑛 𝜇 = 0 𝑎𝑛𝑑 𝜎 2 = 1 X has a standard normal distribution. Thus the pdf
of X becomes
1 2
1
𝑓(𝑥) = 𝑒 −2𝑥 − ∞ < 𝑥 < ∞.
√2𝜋
The importance of the standard normal distribution is the fact that it is tabulated.
4. f(x) is symmetrical about the point µ.
𝑥−𝜇
5. If X has a normal distribution with mean µ and variance σ2 then has a
𝜎
standard normal
distribution.
The graph of the normal distribution (which is bell- shaped) is called the normal
curve.