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Distributions

of Random Variables
Content
Uniform distribution
Binomial distribution
Poisson distribution
Normal distribution
Uniform Distribution
Uniform Distribution
X is said to be uniformly distributed in (a; b), if
its density function is:
Mean of Uniform Distribution
Variance of Uniform Distribution
Binomial Distribution
Binomial Distribution
For the binomial model to be applied the
following four criteria must be satised:
the trial is carried out a xed number of times n.
the outcomes of each trial can be classied into
two types conveniently named success or failure.
the probability p of success remains constant for
each trial.
the individual trials are independent of each
other.
Example
We consider throwing a coin 7 times what is the
probability that exactly 4 heads occur? This
problem can be modelled by the binomial
distribution since the four basic criteria are
assumed satised as we see.
here the trial is throwinga coin. This is carried out 7
times
the occurrence of a head on any given trial (i.e. throw)
may be called a success
the probability of success is p = 1/2 and remains
constant for each trial
each throw of the coin is independent from the others
Probability of failure on a trial is denoted as
1 p,
Where p = the probability of success


How to calculate probabilities of the number of
successes occurring in n trials?
-> beginning with n = 1.

n = 1
With only one trial we can observe either 1
success (with probability p) or 0 successes
(with probability q).

n = 2
There are 3 possibilities: 2, 1 or 0 successes.
Let S denote a success and F denote a failure.
In Total:
List the outcomes for the case n = 3
Hasil:

the terms which arise in the binomial
expansion of (p+q)
3
=

List the outcomes for the case n = 4
ways of selecting two objects from 4 so that the
coefficient 6 combines with p
2
and q
2
to give the
probability of two successes (and hence two
failures) in four trials.
The Binomial Probabilities
Let X be a discrete random variable, being the
number of successes occurring in n
independent trials of an experiment. If X is to
be described by the binomial model, the
probability of exactly r successes in n trials is
given by
P(x) = p
r
q
n-r
n !
(n r )!r !
Number of
outcomes with
exactly r
successes
among n trials
Rationale for the Binomial
Probability Formula
P(x) = p
r
q
n-r
n !
(n r )!r !
Number of
outcomes with
exactly r
successes
among n trials
Probability of r
successes
among n trials
for any one
particular order
Binomial Probability
Formula
Binomial Probability Histogram: n=100, p=.95
0
0.01
0.02
0.03
0.04
0.05
0.06
0.07
0.08
0.09
0.1
0.11
0.12
0.13
0.14
0.15
0.16
0.17
0.18
70 72 74 76 78 80 82 84 86 88 90 92 94 96 98 100
Binomial Probability Histogram: n=100, p=.5
0
0.01
0.02
0.03
0.04
0.05
0.06
0.07
0.08
0.09
3
0
3
2
3
4
3
6
3
8
4
0
4
2
4
4
4
6
4
8
5
0
5
2
5
4
5
6
5
8
6
0
6
2
6
4
6
6
6
8
7
0
Exercises (1)
Using the binomial model, and assumingthat a
success occurs with probability 1/5 in each trial,
find the probability that in 6 trials there are
0 successes
3 successes
2 failures.
Mean and variance of the binomial
distribution
Expected value:


Variance:
Example
A die is thrown repeatedly 36 times in all. Find
E(X) and V (X) where X is the number of sixes
obtained.
Exercises (2)
The probability that a car travelling along a
certain road will have a tyre burst is 0.05. Find
the probability that among17 cars:
(a) exactly one has a burst tyre,
(b) at most three have a burst tyre,
(c) two or more have burst tyres.
Exercise (3)
A Transmission channel transmits zeros and ones in strings of length
8. (Call these words). possible distortion may change a one to a zero
or vice versa; assume this distortion occurs with probability .01 for
each digit, independently. An error-correcting code is employed in
the construction of the word such that the receiver can deduce the
word correctly if at most one digit is in error. What is the probability
the word is decoded incorrectly?

Assume that a word is a sequence of 10 zeros or ones and, as
before, the probability of incorrect transmission of a digit is .01. If
the error-correcting code allows correct decoding of the word if no
more than two digits are incorrect, compute the probability that
the word is decoded correctly.
Exercise (4)
An examination consists of 10 multi-choice
questions, in each of which a candidate has to
deduce which one of five suggested answers is
correct. A completely unprepared student may
be assumed to guess each answer completely
randomly. What is the probability that this
student gets 8 or more questions correct?
Poisson Distribution
The Poisson Distribution
Overview
When there is a large number of
trials, but a small probability of
success, binomial calculation
becomes impractical
Example: Number of deaths
from horse kicks in the Army in
different years

The mean number of successes
from n trials is = np
Example: 64 deaths in 20 years
from thousands of soldiers
Simeon D. Poisson (1781-
1840)
The Poisson Distribution
The Poisson distribution is defined by:

!
) (
x
e
x f
x


=
Where f(x) is the probability of x occurrences in an interval
is the expected value or mean value of occurrences within
an interval
e is the natural logarithm. e = 2.71828
28
Conditions Required
for the
Poisson Distribution to hold:
l
1. The rate is a constant, independent of time.
2. Two events never occur at exactly the same time.
3. Each event is independent. That is, the
occurrence of one event does not make the next
event more or less likely to happen.
The Poisson Distribution
Emission of o-particles
Rutherford, Geiger, and Bateman (1910) counted the number
of o-particles emitted by a film of polonium in 2608
successive intervals of one-eighth of a minute
What is n?
What is p?

Do their data follow a Poisson distribution?
The Poisson Distribution
Emission of o-particles
No. o-particles Observed
0 57
1 203
2 383
3 525
4 532
5 408
6 273
7 139
8 45
9 27
10 10
11 4
12 0
13 1
14 1
Over 14 0
Total 2608
Calculation of :

= No. of particles per interval
= 10097/2608
= 3.87

Expected values:


2680 P(x) =
e
-3.87
(3.87)
x
x!

2608
The Poisson Distribution
0.1
0
0.2
0.4
0.6
0.8
1
0 2 4 6 8
1
0
1
2
0.5
0
0.2
0.4
0.6
0.8
1
0 2 4 6 8
1
0
1
2
1
0
0.2
0.4
0.6
0.8
1
0 2 4 6 8
1
0
1
2
2
0
0.2
0.4
0.6
0.8
1
0 2 4 6 8
1
0
1
2
6
0
0.2
0.4
0.6
0.8
1
0 2 4 6 8
1
0
1
2
Mean and Variance for the
Poisson Distribution
Its easy to show that for this distribution,
The Mean is:

Also, its easy to show that The Variance is:.
l
L


So, The Standard Deviation is:
=
o =
2
o =
For a Poisson Distribution, the
variance and mean are equal!

Terminology: A Poisson Process
The Poisson parameter can be given as the mean
number of events that occur in a defined time period
OR, equivalently, can be given as a rate, such as = 2
events per month. must often be multiplied by a time
t in a physical process
(called a Poisson Process )
!
) (
) (
k
e t
k X P
t k


= =
= t = t
More on the Poisson Distribution
Example 1
1. If calls to your cell phone are a Poisson process with a
constant rate = 2 calls per hour, what is the probability
that, if you forget to turn your phone off in a 1.5 hour class,
your phone rings during that time?
Answer: If X = # calls in 1.5 hours, we want
P(X 1) = 1 P(X = 0)


P(X 1) = 1 .05 = 95% chance
2. How many phone calls do you expect to get during the class?
<X> = t = 2(1.5) = 3
05 .
! 0
) 3 (
! 0
) 5 . 1 * 2 (
) 0 (
3
3 0 ) 5 . 1 ( 2 0
= = = =


e
e e
X P
Example 2
= (5 defects/hour)*(0.25 hour)
= 1.25
p(x) = (
x
e
-
)/(x!)
x = given number of defects
P(x = 0) = (1.25)
0
e
-1.25
)/(0!)
= e
-1.25
= 0.287
= 28.7%
A production line produces 600 parts per hour with
an average of 5 defective parts an hour. If you test
every part that comes off the line in 15 minutes,
what is the probability of finding no defective parts
(and incorrectly concluding that your process is perfect)?
Normal Distribution
The Normal Distribution
Overview
Discovered in 1733 by de Moivre as an approximation to
the binomial distribution when the number of trails is large

Derived in 1809 by Gauss

Importance lies in the Central Limit Theorem, which states
that the sum of a large number of independent random
variables (binomial, Poisson, etc.) will approximate a
normal distribution

Example: Human height is determined by a large
number of factors, both genetic and environmental,
which are additive in their effects. Thus, it follows a
normal distribution.
Karl F. Gauss
(1777-1855)
Abraham de
Moivre (1667-
1754)
The Normal Distribution
Overview
A continuous random variable is said to be normally
distributed with mean and variance o
2
if its probability
density function is




f(x) is not the same as P(x)
P(x) would be 0 for every x because the normal
distribution is continuous
However, P(x
1
< X x
2
) = f(x)dx
f (x) =
1
o\2t
(x )
2
/2o
2
e
}
x
1
x
2

The Normal Distribution
Overview
0.00
0.05
0.10
0.15
0.20
0.25
0.30
0.35
0.40
0.45
-3 -2.5 -2 -1.5 -1 -0.5 0 0.5 1 1.5 2 2.5 3
x
f
(
x
)
The Normal Distribution
Overview
0.00
0.05
0.10
0.15
0.20
0.25
0.30
0.35
0.40
0.45
-3 -2.5 -2 -1.5 -1 -0.5 0 0.5 1 1.5 2 2.5 3
x
f
(
x
)
The Normal Distribution
Overview
Mean changes Variance changes