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STA 1201N - Lecture 6 - 095404

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11 views12 pages

STA 1201N - Lecture 6 - 095404

Uploaded by

kennedytisungeni
Copyright
© © All Rights Reserved
We take content rights seriously. If you suspect this is your content, claim it here.
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Download as PDF, TXT or read online on Scribd
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STA 1201N

CUNIMA

August 29, 2022


DISCRETE PROBABILITY DISTRIBUTION
Binomial Distribution

Basics of a Binomial Distribution


Consider a fixed number of n mutually independent Bernoulli
trials.
Suppose these trials have the same probability of success, say p.
A random variable X is called a binomial random variable if it
represents the total number of successes in n independent
Bernoulli trials.

CUNIMA STA 1201N August 29, 2022 2 / 12


DISCRETE PROBABILITY DISTRIBUTION
Binomial Distribution

Basics of a Binomial Distribution


If we have x successes in n trials, then the probability of each
n − tuple with x successes and n − x failures is p x (1 − p)n−x
 
There are xn tuples with x successes and n − x failures in n
trials.
Hence,the PDF
 of a binomial distribution is given by
P(X = x ) = xn p x (1 − p)n−x , x = 0, 1, 2, ..., n.
We will denote a binomial random variable with parameters p
and n as X ∼ BIN(n, p)

CUNIMA STA 1201N August 29, 2022 3 / 12


DISCRETE PROBABILITY DISTRIBUTION
Binomial Distribution

Example
On a five-question multiple choice test there are five possible
answers, of which one is correct. If a student guesses randomly
and independently, what is the probability that she is correct
only on two questions?

CUNIMA STA 1201N August 29, 2022 4 / 12


DISCRETE PROBABILITY DISTRIBUTION
Binomial Distribution

Solution
1 4
Here the probability of success is p = and 1 − p =
  5 5
5
There are 2 different ways she can be correct on two questions.
Therefore, the probability that she
 
is correct on two questions is:
5
P(X = 2) = 2 p 2 (1 − p)3
1 4
= 10( )2 ( )3
5 5

CUNIMA STA 1201N August 29, 2022 5 / 12


DISCRETE PROBABILITY DISTRIBUTION
Binomial Distribution

Expected Value, Variance and Standard Deviation of X ∼ BIN(n, p)


E (X ) = np
Var(X)=np(1-p)
q
Standard deviation σ = np(1 − p)

CUNIMA STA 1201N August 29, 2022 6 / 12


DISCRETE PROBABILITY DISTRIBUTION
Binomial Distribution

Practice Question
A company produces processing chips for cell phones. At one of its
large factories, 2% of the chips produced are defective in some way.
A quality check involves randomly selecting and testing 500 chips.
1 What is the mean (expectation) of the number of defective
processing chips in these samples?
2 Hence, find the standard deviation of the number of defective
processing chips in these samples

CUNIMA STA 1201N August 29, 2022 7 / 12


DISCRETE PROBABILITY DISTRIBUTION
Negative Binomial Distribution

Basics
In a series of Bernoulli trials (independent trials with constant
probability p of a success), the negative binomial distribution is
the distribution of the number of trials needed to get the rth
success, or it may be defined as the distribution of the number
of trials (X) needed to get a fixed number of successes (r).
Let p be the probability of success which stays constant from
trial to trial
Hence, 1 − p is the probability of failure

CUNIMA STA 1201N August 29, 2022 8 / 12


DISCRETE PROBABILITY DISTRIBUTION
Negative Binomial Distribution

Basics
For the rth success to occur on the x th trial:
The first x − 1 trials

must

result in r − 1 successes.
x −1
r −1
p (1 − p)(x −1)−(r −1)
r −1

The x th trial must be a success, which has a probability of p.


Then the probability that rth 
success

occurs on the x th trial is:
x −1
P(X = x ) = p. r −1 p (1 − p)(x −1)−(r −1)
r −1
 
−1
= xr −1 p r (1 − p)x −r , for x = r , r + 1, r + 2, ...
This is the PDF of a negative binomial distribution.

CUNIMA STA 1201N August 29, 2022 9 / 12


DISCRETE PROBABILITY DISTRIBUTION
Negative Binomial Distribution

Practice Question
A person conducting telephone surveys must get 3 completed
surveys before their job is finished. On each randomly dialed
number, there is a 9% chance of reaching an adult who will
complete the survey. What is the probability that the 3rd
completed survey occurs on the 10th call?

CUNIMA STA 1201N August 29, 2022 10 / 12


DISCRETE PROBABILITY DISTRIBUTION
Negative Binomial Distribution

Solution
Here r = 3, p =
 0.09,
 and x = 10
P(X = 10) = 10−13−1
0.093 (1 − 0.09)10−3 = 0.01356

CUNIMA STA 1201N August 29, 2022 11 / 12


DISCRETE PROBABILITY DISTRIBUTION
Negative Binomial Distribution

Expectation and Variance of a Negative Binomial Distribution


r
E (X ) =
p
r (1 − p)
Var (X ) =
p2

CUNIMA STA 1201N August 29, 2022 12 / 12

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