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Chapter 7 discusses Standard Discrete Probability Distributions, focusing on the Poisson distribution, its properties, and applications in real-life situations. It covers the moment generating function, mean, variance, and the additive property of Poisson distributions, as well as the geometric and negative binomial distributions. The chapter aims to help readers understand discrete random variables and compute probabilities for these distributions.

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0% found this document useful (0 votes)
14 views25 pages

Adobe Scan 30-Mar-2025

Chapter 7 discusses Standard Discrete Probability Distributions, focusing on the Poisson distribution, its properties, and applications in real-life situations. It covers the moment generating function, mean, variance, and the additive property of Poisson distributions, as well as the geometric and negative binomial distributions. The chapter aims to help readers understand discrete random variables and compute probabilities for these distributions.

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ap8011184
Copyright
© © All Rights Reserved
We take content rights seriously. If you suspect this is your content, claim it here.
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Chapter 7..

Standard Discrete Probability


Distributions : Countably Infinite
Sample Space
Siméon-Denis Poisson (1781-1840) was a French
mathematician who obtained many important results.
Paisson applied differential equations to problems in
ohysics and published between some 400 papers in that
Subiect, mathematics, and astronomy. Today he is better
known for his presentation of the exponential limit of the
binomial distribution, the distribution is known as the
Poisson distribution. His name is one of the 72 names
inscribed on the Eiffel Tower. Siméon-Denis Poisson

Contents .
7.1 Poisson Distribution
7.2 Moment Generating Function (M.G.F.) of P(m)
7.3 Additive Property of Poisson Distribution
7.4
Recurrence Relation between Probabilities of Poisson Distribution
7.5 Poisson Distribution as a Limiting Form of Binomial Distribution
7.6 Mode of P(m)
7.7 Geometric Distribution
7.8 Recurrence Relation between Probabilities of Geometric Distribution
7.9 Distribution Function of Geometric Distribution
7.10 Lack of Memory Properiy of Geometric Distribution
7.11 Real Life Situations of Geometric Distribution
7.12 Negative Binomial Distribution
7.13 Real Life Situalions for Negative Binomial Distribution
Key Words :
Rare Event, Poisson, Geometric distribution forget fullness properly.
Objectives:
Understand the concept of discrete random variable taking countably infinite values.
Poisson distribution as the limiting form of binomial distribution.
Understand the specific situations for the use of these models.
Compute probabilities for Poisson and geometric distributions.
Understand the situations where negative binomial distribution is Used.
Learn interrelations among the different probability distributions.
(7.1)
Standard Discrete Probabilty
7.2
F.Y.B.Sc. Statistics (Paper- )
7.1 Poisson Distribution probability distribution
We are now familiar
with discrete
discrete
with concept of random variable defined on
to be of
takin
Countablyg in
ini
fini
values. In this section, we dealprobability distributions is found immensc
studying the events occurring in day to day life. Some typical probability distributionsuse t
sample space. The theory of Among
life situations and areas of research. these,
Widely applicable in real an
distribution plays an important role. where chance of occurrence of event in asho
number of situations opportunities to oce
We experience However, there are infinitely many
time interval is very
small.
follows Poisson distribution. For example;
an event
number of occurrences of such items found in a good lot of large size.
defective
(a) Number of
componentsTalls.
(b) Number of times system of
in a queue.
(c) Number of persons standing snake-bite in a certain village.
deaths due to
(d) Number of
to radiation, residing near a nuclear power plan
affected due
(e) Number of persons applications of Poisson distribution. Poike
give idea about
The examples stated abovestatistical quality control, especially in constructing conhy
distribution is applicable in
charts and acceptance sampling plans. reliability.
It is also applicable in the theory of
It is found to be useful in theory of queues. (April 2012
Definition of Poissun distribution:
variable X taking values 0, 1, 2 ... is said to follow Poisson
A discrete random function (p.m.f.) is given by
distribution with parameter mif its probability mass
em x=0, 1,2
P[X=x]= x!
m >0
= 0 otherwise

Note:
1. X follows Poisson distribution with parameter m is symbolically written a
X’P(m). Its p.m.f. is denoted by P(x).
2. We require to use the following results repeatedly in the further derivations.
m² m
em = 1+ m+ t 3t..
a' a
log, (1 -a) = -a+ t.it lal<l
3. We shall verify that P(x) is ap.m.f.
em > 0
(i) P(x) 20, Vx
KY8SCStatistics (Paper- ) 7.3 Standard Discrete Probability ...

e-m my
(i) =0
X!
x=0

=e-m m
x=0
x!

= en1+m+t..
= em em = 1
Mean and variance:

ECx) Mean = = E(X) = x P(*)


X=0

zero)
X!
(Since term corresponding to x = 0 is
X=1
= memem =m

E(X) = m
Melkno
L, =E (X) = x² P(x)
X=0
CO-1)
= X=0
[x(-)+x
1)
e"m
= x(x-1) emx! m' +X
x=0
x=0

m-2
= en m²K-2=0X-2)! + E(X)

= e-n m² em + m
+m-m²= m
,= Var (X) = E (X*) -[E(X)]² = m²
Var (X) = m
are equal and each is equal
Note : Thus, the mean and variance of Poisson distribution
to the parameter of the distribution.
llustrative Examples
Example 7.1 : The average number of misprints per page ofa book is 1.5. Assuming the
distribution of number of misprints to be Poisson, find
0) the probability that a particular book is free from misprints.
W) number of pages containing more than one misprint if the book contains 900 pages.
Solution : Let X: Number of misprints on a page in the book.
Given: X ’P (m= 1.5) E(X) =m=l.5.
Standard Discrete Probability
7.4
F.Y.B.Sc. Statistics (Paper- )
Here the p.m.f. is given by, e-l5 (1.5)
P[X=x] =T x!
e-1.5 (1.5) =e-l5= 0.223130 (From statistical tah)
P[X=0] 0!
... 15.0 are given in the statisticl
(i) 0.1, 0.2, 0.3
m=
probabilities for
Note : The
Poisson
tables. P[X> 1] = 1-P[X<1]0) + P(X= 1))
(ii) = 1-(P(X=e-15(1.5)
= 1-1e-s4 1! From statistic
1-f0.223 130 + 0.334695} tables
=
= 0.442175 misprint.
more than one
pages in the book containing (900) (0.442175)
.". Number of (900) P [X > 1 =
=
= 397.9575 398

probability using MS-Excel : using MS-Excel as follows:


Poisson probability can be obtained
gives the following window.
The above Excel spread sheets. It
menu bar on |POISSON as functin
1. Clickf at category and
statistical function as function
2. Then choose
name.
Insert Function

Search for a function: then GO


descrip tion of what you want to do and
Type a brief
dick Go
category: Statistical
Or select a
Select a fuDcticn:
NORMSDIST
NORMSINV
PEARSON
PERCENTILE
PERCENTRANK
PERMUT
POISSON(,mean,cumulative)
distribution.
Returns the Poisson

OK
Cancel
function
Helponthua

Eio. 7.1
7.6
F.Y.B.SC. Statistics (Paper- )
Standard Discrete
() P[3sXsS] = P3) +P(4) +P(5)
0,140374+ 0.175467+0.175467
0.491308
(i) P(X> 3] = 1-P[XS3]1
=1-[P(0) +P(1) +P(2) +P(3))
0.734974
Probability bar diagram of Poisson distribution with m =5 0.2001
0.1951
Y Y
0.18 0.1404 1462 0.21
0.17 0.20 0.1539
0.16 0.19 o0.1521
0.15 0.18
0.14 0.17
0.13 0.10 0.16|
0.12 0.0842 0.15
P(X) 0.11| 0.14 0.0989
P(X) 0.13
0.10 0.0653 0.12 0.0789
0.09 0.11
0.08 a0.10
0.07 0.0337 0.09 0.0551
0.06 0.08
0.05 -0.0181 0.07
0.0269
0.04 0067 0.06 0.0202
0.03 0.05
0.04 e0.0045
0.023 0.03 S
0.01 0.02
0.01
0, 0)0 3456789 10 11 1213 14 X (0,
0)|0123 4 56 789 10 11 12
Probability histogram af Poisson Probability histogram of Poisson
distribution with m=5 distribution with m=3.9
Fig. 7.3 (a)
The p.m.f. P (x) Vs x of
Fig. 7.3. Poisson (m = 5) is plotted in theFig. 7.3 (b)
form of a bar diag
7.2 Moment Generating Function
Suppose X- P(m), then (M.G.F.) of P(m)
My (t) = E(c)
=2e P()= 5 m
X!
(me)' en
0 Behy (me'
eme 40 X!

M(0) =emeb|
EY.B.Sc. Statistics (Paper - m 7.7 Standard Discrete Probability ...
Deduction of raw moments:
First four raw moments can be obtained by expanding m.g.f. My () in powers of t as
follows:
My (t) = em(e'- 1)

= ea
where, a=m(t +5t..)
a a
= I+a+ t3t 4! +......

Substituting value of a, we have


m
M, (0 = l+m(t+tjt...)+t*

= 1+mt + m m² m

m² m² 3m m
+t+3 t312! t 41) t+
= coefficient of t= m

, = coefficient of = m+ m?
3
= coefficient of aT= m+3m² + m'

= Coefficient ofT =m+7m² +6m + m


Central moments of P(m):
The expressions for first four central moments are derived as follows :
i = 0

H = , -(H) = m² +m-(m)² = m
Hs =4-3u, H, + 2(,)
= (m + 3m² + m) -3 (m²+ m) m + 2 (m)³ = m

= (m +6m+7m? + m) -4 (m' +3m²+ m) m + 6 (m² + m) m²-3m


. = 3m² + m
Standard Discrete Probablity
7.8
alternative method
F.Y.B.Sc. Statistics (Paper - II)
The first four raw moments can be
obtained using
discussed belo
Alternative method:

t=0

m(e- 1)
me e
m

dt?

[d m(e 1)
d me e t=0

t=0
= Lm (me + 1) e t=0
= m (m + 1) =m² + m

Proceeding further on these lines, one can find , and ,


Cumulant generating function (C.G.F) of P(m) : m(e- 1)
IfX’ P(m) then, we have shown that m.g.f. is M, (t) =e
Hence, the cumulant generating function (c.g.f.) will be,
K, () = log. M, ()
= loge Le
= m(et-1)

Now, k, =h cumulant = coefficient of =m, for all r


i.e. k, = k,=k, = k =.... =m.
commo
Thus, we have proved all cumulants of Poisson distribution are equal andthe
distribution.
value is parameter m. This is regarded as characteristic property of Poisson
probabiliy
means a Poisson distribution satisties this property and conversely any discrete
distribution satisfying this propery must be Poisson distribution.
-)
Statistics(Paper 7.9 Standard Discrete Probability ...
VASC.
CentralI moments using first 4 cumulants are obtained as follows :
, = k, = m
= k, = m
H= k, = m

H= k, +3 k; = m+3m²
Note : Obtaining central noments of Poisson r.v. using cumulants is the easiest method.
oefficients of skewness and kurtosis :
m² m
B, = m
Y=

Since, u; = m>0, Poisson distribution is positively skewed.


3m² + m
B, = m² =3+>3 =B-3 = m>0
Hence, Poisson distribution is leptokurtic. Further as m ,B. X,Y ’0 and B, ’3.
hus, for large m, the distribution becomes symmetric and mesokurtic.
7.3 Additive Property of Poisson Distribution
Statement : If X, and X, are two independent Poisson variables with parameters mË and
m+ m.
mrespectively, then X, + X) follows Poisson distribution with parameters
Proof: X, is Poisson variate with parameter m,
(et- 1)
Mx, () = m
(e - 1)
Similarly. Mx, (t) = M,
Note that., M+x, () = M, () . M, () [: X, and X, are independent]
eM, (e-) m, (et- 1)
(m, + m,) (e-l)= M.G.E. of Poisson (m t m).
e

Iherefore, by uniqueness property we conclude that (X + X) has Poisson distribution


with parameter (m, + m).
Generalization of additive property
Let X, X, ... X, ...X be k independent variables following Poisson distribution with
k

ameters m, m, .. m,. . myrespectively. Then X+ X, t ... t XË +.. + X7 =2 Xi


i=l
k
ollows Poisson distribution with parameter
F.Y.B.Sc. Statistics (Paper- I1) 7.10 Ceandard Discrete Probabilis
Proof : M,+t.*x (0) = M() M, (0) ... My ()
X,, X,, ..., X7 are
= m(et- ) m, (et -1 ) m(e- 1)
independent variable
= e(Mtm, +... + m) (el-1)
It is also the M.G.E. of Poisson distribution with parameter (m, + m, +
k
Thus, X; has Poisson distribution with parameter m;
i=1 i=1

Remark 1:IfX, and X, are independent Poisson variates, one may be qurious abouw a
distribution of X-X. It is worth noting that X, X, does not follow Poisson distribution
is obvious because X, X, can take negative integral values, whereas a Poisson variate ne
takes negative values.

Result : If X, and X, are two independent Poisson variates with parameters m, and n
respectively, then conditional distribution of X, given X + X, = n is binomial wi
m
parameters n and n being non-negative integer.
m, + m,
Proof : Since X, and X, are independent Poisson variables, X, + X, has Poison
distribution with parameter m, + m,.
-(m, + M2) (m, + m)
P [X, + X, =n] = n!

P[X, =k, X, + X, =n]


Now, P [X, = k/X, + X, =n]= P[X, + X, =n]

. P(A/B) = PP(B)
(AnB) ;P (B)÷0

:. P[X = kIX + X, = n] = P[X, = k, X, =n-k]


P[X, + X, = n]
[ X, and X, are independen
P[X = k] P[X, =n -k]
P[X + X, = n]
m K
e mË e m2 m
k! (n- k)! n! mËK m;
m+ m, k! (n-k)!(m, + m)"
(m, + n,)
n!
(Paper - ) Standard Discrete Probability ..
WASC.Statistics
7.11

m
PIX, =kX,+X; =n] = m, +m,
k=0, I.. n

= p.m.f. ofBn m+ m,
n m, m,
Note : E(X,X, +X,=n) =n m, + m, Var (X,IX,+ X,=n) (m, + m
Eample 7.3 :Suppose X; ’ P(m = 1.2 i) for i =1, 2,3, 4 and X; are independent of

oher. If'S = X, find ) P(S=12), (Gi) P(S> 3), (i) P(S -2<2)
Solution : X;’ Poisson (m; = 1.2 i) and X; ar independent r.v. By additive property
4 4

S=i=1 X’ Poissonm= i=1


m
4
S Poisson m = 1.2
i=l

ie. S ’ Poisson m = 1.2 (10) = 12]

() P[S =12]. = e-l?x!(12)'2


= 0.10557
[From statistical tables]

(0) P(S> 3) = 1-P(S<3)


= 1-[P (S=0) + P(S= 1) + P(S= 2) + P(S = 3)]
12,
e 120 e-l"!12e2!3
e 12
= 1-0
= 1- [0.000006 +0.000074 +0.000442 + 0.001770]
= 0.997708
P[S-2< 2] = P[S <4]
= P[SS3]
+0.001770
= 0.000006 +0.000074 + 0.000442
= 0.002292
variables with means 2 and 4
Example 7.4 : If X and Y are independent Poisson random
respectively, find

(ü) P{3(0X + Y) 29)


Solution : Let Z = X+Y’ P(m =2 +4 =6)
EY.B.Sc. Statistics (Paper-I1) 7.12
standard Discrete Probak
= P(Z=0) + P(Z= 1)
= 0.017352
P (3Z>9] = P(Z23)
= 1-P(Z<3)
= 0,93803

7.4 Recurrence Relation between Probabilities of


Poisson Distribution
The relation between P[X = xl and P[X = X+ 1] is called recurrence relation k
probabilities. If Xis a Poisson variate with parameter m, we shall establish this relation
P[X= x]= x!
X
em+1
and P [X=x+ 1] = (x + 1)! -x
P[X =x+ lJ (e-"m+)/(x + 1)!
P[X= x] (e-"m)/x!
m
P[X =x + 1] = X+1 P[X=x] ; x=0, 1,2-.
Note : Using above recurrence relation one can find P [X = x + 1] from PIX:
provided the value of mis known (or estimated).
If P[X= 0] =em is calculated separately, then using the above recurrence relatin
can find the remaining probabilities as follows :
Putting x = 0, P[X=|] = P[X=0]=me-m
m
Putting x=1, P[X=2] = PX =1]
Continuing in this manner P[X =31, P[X =4] etc. can be calculated. It is used in
of Poisson distribution to the given data.
Example 7.5 : For a Poisson distribution P(X = )= 003 and P(X= 2) =02
P(X=0) and P (X = 3).
Solution : We know that if X P(m)
m
P[X =x+I| = P[X= x] for x=0, 1, 2,3..
P[X= 2) = P[X= 1]
EYB.SC. Statistics (Paper - I1) 7.13 Standard Discrete Probability ...

0.2 = (0.03)
0.4 40
m = 0.033

P[X =1]= (6)


Now, P[X= 0]
0.03 = m P[X= 0]
0.03 (0.03) (3)
P [X = 0] = = 0,00225
m 40

Also, P[X=3] = P[X=2]


40
P[X=3] = 0 (0.2) = 0.888889
Example 7.6 : Let Xbe Poisson variate with parameterm.
3
IF P(X =5]=o PIX=4|, find P(X >3).
Solution : By recurrence relation between probabilities,
m
P[X=5] =RPX=4]
But P[X = 5] = 0 PIX=4] (Given)

: By comparison,
3
5=10
m = 1.5

Hence p.m.f. is given by.


e-15(1.5) ;x=0, 1, 2, 3...
P[X = x] = x!

Now. P(X>3) =1-PX<3)


= 1-(P(X=0) +P(X= 1) +P(X=2) + P(X=3))
= 1-(0.223 130 + 0.334695 + 0.251021 +0.12551)
= 0.063644

i3 Poisson Distribution as a Limiting form of Binomial


Distribution (April 2012)
Suppose Xis a binomial random variable with parameters nand p. If n is large and p
Dmall, then computation of probabilities using p.m.f. of binomial distribution is very
difficult. For instance when n=50, p=0.02, P[X= 10)=|Ga 0.02)1o (0,98)0. Calculation
of such
probabilities is laborious.
Standard Discrete Probability
7.14
E.Y.B.Sc. Statistics (Paper- 1) shown thar
Mathematician Poisson haS
conditions, the P.mt of
In these situations
Frcnch
binomial
a distribution can be approximated by p.m.f. of Pos under certain
distribution. distribution with
random variable Xhas binomial constant, then parameters I
Result : Suppose m(> 0) remains the
P. If n 3nd
binomial P’0
distribution in such a way
P(x) =
that np
p.mf.
p q - x approaches to the p.m.f. of poisson distributi
o

with parameter m, which is x!


...n.
Proof : P(x) = p qn-x;q=l-p ;x=0. 1, 2
n(a1)(n-2) ... (n-x+D p(1- p) -x
x!

- - ) - ) . . 1 )(np) (1 - p) -x
Taking limit asn ’ , wehave
lim P(x) = lim
n’0
(1-)1-)...1-D
Im) -X
m
where, D = m1 n/
p= n

m) n-x lim
n

lim1-n
e-m
Now. n m
(1-)
() (1) ... (1)
lim p(x) = mX e m where, m is consta
n0

e-m mx
X=0, 1, 2...
x!
which is the p.m.f. of Poisson distribution.
Example 7.7 : A manufacturer of cotter pins knows that 1%o of his product is defective
He sells the cotter pins in boxes of 100 pins cach and guarantees that not more than 2 pins
abox will be defective. Find the probability that a box will meet the guarantee.
Solution: LetX: Number of defective cotter pins in a box of 100 pins.
Cotter Pins P : Probability of getting defective cotter pin
X ’ B [n= 100, p = 0.01]
Defective Non-defective PoisM
Since sufficiently large (n > 20) and p is very small (< 0.05)
n is by
approximation to binomial distribution.
Here n= 100. p= 0.01, m= np 1.
X ’ Poisson (m= 1)
EY.B.SC. Statistics (Paper- ) 7.15 Standard Discrete Probability .
Hence p.m.f. is given by
P(X =x]= e1 =0, 1,2 ..
Pla box will guarantee)
= P(Xs2)
= P[X= 0] + P [X = 1]+P [X=2]
+ +
0! 1! 2!
= 0.367879 + 0.367879 + 0.183940= 0.919698
Example 7.8 : 5% of the families in Kolkata do not use gas as a fuel. If a sample of 50
families are selected at random in Kolkata, what will be the probability that less than 4
families in the sample do not use gas as a fuel ?
Solution : Suppose X : number of families not using gas as fuel out of 50 selected
families.
p=Probability of not using gas as fuel = 0.05.
.X B|n = 50, p=0.05]
We observe that n is large (n > 20) and p is small. Hence using Poisson approximation
to binomial distribution,
X’ P [m = np =(50) (0.05) = 2.5]
.: The p.m.f. is given by
e25 (2.5)
P [X = x] = x!
;X=0, 1,2..

.:: P[X<4] = P[XS 3]


= P(0) + P() + P(2) + P (3)
= 0.757373
Real life situations of Poisson distribution: (April 2012)
Poisson distribution is used in the situations when the event under consideration is a rare
event in a short interval of time. Some real life situations are :
I. Number of twin births occurring in a hospital during a month.
2. Number of patients suffering from bad reaction due to an injection.
3. Number of suicides in a city in a year.
4. Number of traffic accidents on Pune-Mumbai Express highway.
5. Number of printing mistakes on a page of a book.
6. Number of a particles emitted from a radioactive source.
1. Number of blood donors of group AB.
Standard [Discrete

F.Y.B.Sc. Statistics
(Paper - I)
7.16
Probabil
lustrative Examples cases in 432 municipal
distribution: distribution of meningitis
Fitting of Poisson Mumbai, the
Example 7.9: In 3 2
4 5 and above
follows:
in 1996 was as 0 4 (0
Number of cases (X) 48 15
142 frequenciec
wards () 223 expected
Number of
the above data and obtain
distribution to
Fita Poisson distribution means estimating the parameters and fire
Poisson or using the p.m.f. of Po
Solution : Fitting avariable for given data assuming follows :
the probabilities of
the
Poisson distribution is as
of fiting
distribution. The procedure e MmX ;X=0, 1, 2,..
p.m.f. is P[X = x] = x!
m>0
: otherwise
=0
estimated by
Step 1: The parameter mis [: E(X)=1
m = X
= 0.6921296
P (X = 0]) = PO) = e-m = 0.5005
Step 2 : relation
Step 3:Using the recurrence
m
P[X=X + 1] = x+1 P[X= x],
Find the remaining probabilities.
Step 4: Prepare the table as follows :
m Expected freg. = NP)
X=x m 0.6921296 P(X= x] =P()x+1
X+1 x+1
0.6921296 216.216
0.500500 = P(0)
0.3460645 0.346411- p$) 149.650

2 0.2307097 51.7884
0.119881-p
3 0.1730323 0.027658 11.9481
4 0.1384258 0.004786 2.0674
5 and above 0.000765 0.3307
Total 432
Note : The column of P(x) is to be obtained as follows : recurrn
We first write the value of PO) in front of X = 0. P ) is obtained by using

relation between the probabilities. Hence P() = PO). Similarly P2), P(3) andal
remaining values in the column are caleulated.
eVB.SC. Statistics
(Paper - ) 7.17 Standard Discrete Probability .
Miscellaneous Problems:
yample 7.10 : If X and Y are two independent Poisson variates such that
80
and P( 2IX + Y=
var(X +
Y)=3 (X= 6) =AR .find means of Xand Y.
Solution :Suppose X ’P (m) and Y’ P (m,)
Xand Yare independent. Hence, by additive property of Poisson distribution.
X+Y ’ P(m, t m)
Var (X + Y) = m, + m, = 3
The conditional distribution of Xgiven X+ Y=n is,
m
B nm+ m? Here, n=6

80
P(X= 2IX +Y=6) =-6Givo)
(3 - m,) 80
81 243

m(3m,) 4 = 16
m,-(3-m)² = 4
m6m +9 m, 4=0
(m, - )² (m,-4) = 0
Hence, m =1 or m, = 4

But, m, # 4 ( m, +m, = 3, m,> 0, m, >0)

m, = 1

Since, m, +m, =3 we get, m, = 2


Thus, E (X) = m, = 1and E (Y) = m, =2

Example 7.11 : Let X and Y be two independent Poisson random variables with means
4 and 6 respectively. Find
(P.U. 1999]
6) Standard deviation of X+ Y, (i) P[Y = 3 |X +Y= 4]
Solution : (6) Since Xand Yare independent Poisson variates, by additive property,
X+Y P(m =4 +6= 10)
E(X+ Y) = 10 = Var (X + Y)
S.D. of X+Y = VI0
F.Y.B.Sc. Statistics (Paper - )
7.18
Standard Discrete Probable
The conditional distribution of Ygiven X + Y=n is Bn. m2
(ii) m + m,

p=0 6 = 0.6
Here n = 4, m, =4, m, =6,

. P[Y= 3 |X + Y = 4]
- (0.6) (0.4)
= 4x0.216 x O0.4
= 0.3456

= 0.03 1093 and P(X =2)


Example 7.12 : For a Poisson distribution P(X =1l)
Find P(X= 0) andP (X =3). =0.079
Solution: We know that if X’ P(m)

P(X=x+ 1] = X+1 P (X = x) for x = 0, 1,2,3


m
P(X=2] =7 P [X= 1]
0.079288 = 2
(0.031093)
m = 5.100055

Now, P[X= 1] =m P[X =0]


0.031093 = m P[X=0]
0.031093 0.031093 = 0.0060966
P[X = 0] = m 5.100055

Also, P[X=3] = m P[X=2]


P [X=3] = 5.100053
3
x0.079288 = 0.13479 1

Example 7.13 : Let X be Poisson variate with parameter m.


If P[X = 5] = 0P[X = 4), find P (X> 3).
Solution : By recurrence relation between probabilities,

P[X= 5] = m P[X =4] (Gie

But, P[X =5] = o3 PX =4]


.. By 3
comparison, 5 = 10
m = 1.5
(Paper-m 7.19 Standard Discrete Probability. .
tistics
EYBSC. Sta
given by,
Hence p.m.f. is
e-l5 (1.5)x :X=0, 1, 2, 3...
P[X=x] = X!
1-P(X<3)
Now, P(X> 3) =
=1-(P(X=0) +P(X= 1) + P(X= 2) +P (X = 3))
= 1-(0.223 130 + 0.334695 + 0.25 1021 +0.12551 }
=0.063644

P(m)
7.6 MODE OF
Let X’ P(m) using p.m.f. we have,
P(x) e-mm/x! m
.. (1)
P(x - 1) emm-1/(x-1)!x
We shall obtain the value of
The value of parameter m may be integral or fractional.
node in both the cases.
Case (i) : When m is not integer (fraction)
P(X) m
if x < m by (1)
>1 i.e. for x=0, 1,2,... , [m]
P(x - 1) X

where [m] represents integral part of n.


:. P(x) >P(x- 1) for x =0, 1, 2... [m]
or P(x- 1) <P (x) for x = 0, 1, 2 ... [m]
<P [m] ..(2)
.:. P(0) < P1)<P(2)
P(X) if x > m
On the other hand p(x-1)
:. P(x-1) > P (x) for x= [m] + 1, [m]+2,
... (3)
:. P([m) > P([m] + 1)> P(m] +2) >
From (2) and (3) we get,
P(O) <P() <P(2)... <P [m]>P((m] + 1) > P(m] +2) >.
Therefore, if mis not an integer, its integral part [m] is mode.
Case (ii) : m is an integer
Note that, P(x) >1; ifx<m
POx- 1)
= 1 ; ifx =m
< I ifx> m
Like case (i) we get,
PO) <P(l) <P(2) .. <P(m- 1) = Pm) > P(m + )> P(m +2) > ******.
F.Y.B.Sc. Statistics (Paper- ) 7.20 Standard Discrete Probability
Thus, the p.m.f. reaches maximum at x = m, moreover,
P (m) = P (m- 1)
m-1.
Hence, p.m.f. is maximum for values of Xat m and
Thus, when m is an integer, there are tWo values of mode viz. m and m1
Example 7.14 : A Poisson variate X has maximum probability at X==4
Var (X) and fourth cumulant of X. andX=5. F
Solution : Clearly, the Poisson distribution is bimodal at X = 4 and X = 5. Hen
Poisson parameter m =5 (positive integer).
. X ’ P(m=5)
Var (X) = m = 5
All cumulants of poisson distribution = m
.. 4thcumulant= m=5.
Example 7.15 : If X is a Poisson variable with unit mean, then show
E[IX- 11)=.
2
In other words, show that mean deviation about mean = e (standard deviation).
Solution : X’ P (m= 1), E(X) = Var(X) =m= 1. S.D. (X) =1
Mean deviation about mean = E [IX - 11]

Ix- 11 P(X)

= l0 1| P(0) + (*1) P(x)


= P(0) + (x- 1) P(x) (0- 1) P(0)

= 2 P(0) + E (X- 1)
= 2e-l + E(X) 1
( E(X) =0
= 2e- +1-1
= 2e-!
Example 7.16 : If X’ Poisson (m = 3.4) find its mean, mode and mcdia.
Solution : Mean = m=34, Mode =|m] = [3.4| =3.
To find median we evaluate cumulative probabilities.
statistics(Paper--I) 7.21 Standard Discrete Probability ...

P() P(X Sx)


0.033373 0.033373 Note that, P(X S 3) m 0.558357 > 1/2 and
0.113469 0.146842
P(X 23)1-POXs2)
0.192898 0.33974 0.66026> 1/2
0.218617 0.558357 Hence, median = 3.

27Geometric Distribution
may get a head at
uenose a coin is tossed till a head (H) occurs for the first time, We
Let X denote the number of failures before
A I trial. 2 trial or at the s trial and so on. discrete
a hecad for the first time. We want to find probability distribution of the
geting trial is p. probability
single
njom variable X. Suppose, the probability of getting head in a
trial, q = 1-p
of getting tail in a single trials
[p+q= 1].
Assuming that the are independent, the probability distribution of X will be as
follows :
X 0 1 2 3 X

P (X) qp qp qp qP
distribution with parameter p. Since,
Such a probability distribution is called Geometric
these probabilities form a geometric progression. theory (see real
Geometric distribution is applied in the field of reliability and queueing
life situations).
Probability mass function of geometric distribution probability of success p in a single
Consider a sequence of Bernoulli trials, with constant
X represent the number of failures before the first success. If we have X failures
trial. Let corresponding sequence
before the first success, then (X + 1)h trial results into success and
will be,
FF ........... F S

x trials (x+ Iyth trial


Hence, P(X= x) = q'p;x =0, 1, 2, 3 ..
distribution with parameterp is
Thus, probability mass function (p.m.f) of geometric
given by,
P(OX=X) = q p x=0, 1, 2, 3..., 0<p<l;q=l-p
=0 otherwise.
Note : 1.The r.v. Xfollows Geometric distribution with parameter p and taking values
0,1.2,.issymbolically written as X’G (p).
Ihe support of the distribution is (0, 1, 2, ...) and the parameter space is (pl0<p<).
Another form of p.m.f. : Suppose Yrepresents nunber of trials required tor geting
elinst success. Then, Y=X+l and Y= 1,2, 3, s
F.Y.B.Sc. Statistics (Paper - I) 7.22 Standard Discrete Probabilty
The support of probability distribution of y is (1, 2, ...).
Hence p.m.f. of yis given by,
P(Y=y) = - p : y= 1, 2, 3 ... ;0<p<l, q=1 -p
= 0 otherwise.

Thus, the number of trials to get the first success in an infinite sequence of
trials, follows geometric distribution. Bernoul
3. We canverify that P(X= x) = 1as follows:
X=0

X PX=x) = qp
X=0 X=0 Cancela
= p(1 +q +q+q'+...)
= p(l-9) =pp CC1-x)
= 1 (1-92-Pp".
4. The probabilities P (X = x} happen to be terms in geometric series with
common
ratio q. Hence, the probability distribution is named as geometric distribution.
5. In geometric distribution P (X= x) denotes the probability that there are x failures
before the first success. P (Y = y) denotes the probability that y trials are necded for getine
the first success. Hence, it is called waiting time distribution.
6. Mode : The p.m.f. at X = 0 is p and it goes on decreasing as the
values of X
increase. Hence p.m.f. is maximum at x =0.
Mode of X=0 and Mode of Y= 1.
Mean and variance :

Mean =EQX) = xq p= pq2 xq*


0

= pq (1 +2q +3q? +...)


= pq (1-q)2 = P (.q<)
. E(X)= 9
Variance : In this case finding E(X²) directly is
diffcult.
factorial moment. We have, Therefore, we use so

E(X) = 20 xpq* = P (Dividing by p


(Paper - II) 7.23 Standard Discrete Probability ...
EY8SC.Sttatistics
Differentiating both sides of () w.r.t. q we have,
Exx-)q-2 = (-2) (-1)
(1-q)'
...(ii)

Multiplying both sides by pq', we get


2pq? ... (üi)

E[X(X- 1)] = 24'p 24²

H, =E(X?) = E[X (X-1) +X] = E[X (X- 1)]+E(X)]


2q'9
=pp
Var (X) = , - (u)=29_
-

Var (X) =p
form of the geometric distribution :
Note : (1) Mean and variance for the other
Ifp.m.f. of y is
P[Y =yl = pq-: y= 1,2, 3,...
0<p<l, q=1-p

then. E() = yp@-l=


1
geometric distribution,
Interpretation : If probability of success p = 7; then using
intuitively we get same
average number of trials required to get first success is 4. Even
answer. Thus, the intuitive answer is supported by statistical reasoning.

Similarly. Var(Y) =p
Note that Y = X+1

E() =E)+1=+1l=
:. E)=p
and Var (Y) =Var (X + 1) = Var (X)
EYRSC Statisties (Psper 724
Standard Discrete
Jesihctimpsi

Var (X) 2 E(X)


Moment generating function [M.GE] of G(p): |From nte (l
M,0 = E(e

- 0e p)

2et q' p = p0 (qe)

-pll+(qe) +(qe' +(q e)' +..]


=p|l-q e] (if lq ell <l ie. for t<-loga)

M, (0)= -ge
Deductions :
dM() d pqet
dt -d -gel 1-ge'yqe) =-qe'
dM)
H dt L -qe)
M() dpget from (
dt dt (1-qe')

(l-qe'y
MO)

p'a(p+ 24) gt)


p

Var () H-h
Statistics (Paper- ) 7.25 Standard Discrete Probability

Yis ageometric r.v, with p.m.f. p (Y = y) = pqy-l;y= 1,2, 3 ..... 0<p<l,


Note:

ey pq- I pe'
q=l-p.then My ,() =E(ey) = 1 =1-qe
2. Altematively since Y=X +1, M, () =M,+ |() =e' M,(0) = e'el -oe
lant generating function [C.G.F.] of G (p)
We know that the m.g.f. is given by,
M, (0 = 1-ge t<-log q
1
p+q-q el
1+p P
1
M, (t) =

Therefore the cumulant generating function will be,


K, () = log. [M, (t)]
1
= loge
1-et-1)
K, (0) =-log| 1(e-1)
Deductions :

K(0 =-log 1-He value of et

Using, log (1 - x) = -(x++t...)


we have,

K,0 = +

Comparing coefficients of we get


g(l+9 g(p+6q)
kË = pi' kË =
P

Hence
FY.B.Se. Statistics (Paper- I)
Nature of geometric distribution :
7.26
standard Discrete Probabile

10 10 16
p=34 p= 1/2 p= 1/4
Fig. 7.4
7.3 Recurrence Relation Between Probabilities of
Distribution
We establish the relation between P (X = x) and P(X =x+ ).
Geometri.
Note that :
P(X=x) = q p 0<p<l;x=0, 1, 2, 3......
P (X = x + 1) = pq* + 1
P(X=x+1)
P (X = x)
P (X=x + 1) = q P(X = x)
This is the recurrence relation between probabilities of geometric distribu:ion If
know P (X = 0) = p, then we can obtain P (X = ), P (X = 2) and so on using
aboye
relationship.
Note : The same recurrence relation holds good for another form of p.m.f. of geometric
distribution.
7.9 Distribution Function of Geometric Distribution

F, (y) = P(Y<y) = q-'p


r=1

= p(1+q+q +... + qy-)


The bracket contains sum of first x terms of G.P. with first term 1and
common ratoq
:. I-qy
Fy (y) =P1-q
. F,(y) = 1-q iy=1, 2, 3, ...
F(y) = 0 if y<I
=1-q if 1<y<2
if 2sy <3

=1-q if rsy<r+1

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