Kelmansky 62
Distribucin Binomial
Ejemplos
1
P ( B 2 | B1 ) = 0 P ( B2 ) =
10
n=5 p = 0.1
X ~ Bi (5, 0.1) , RX =
P ( X = 1 ) = pX ( 1 ) = P ( 1 roja)
RNNNN
NRNNN
5 5!
NNRNN 1 roja = 5 sucesos elementales = 1 = 1!4!
NNNRN
NNNNR
P( 1 roja ) = P ( R N N N N) + P ( N R N N N) +
P ( N N R N N) + P ( N N N R N) + P ( N N N N R )
= 5 P ( R N N N N) = 5 (0.1) (0.9)4
Luego
5!
P ( X = 1 ) = 1!4! (0.1)1 (0.9)5-1
Estadstica (Q) Diana M. Kelmansky 65
5
P (X = 2) = 2 (0.1)2 (0.9)5-2
5
P (X = k) = k (0.1)k (0.9)5-k k: 0, 1, 2, 3, 4, 5
Es de equiprobabilidad?
En general:
Si X ~ Bi (n,p)
n
i) pX (k) = k ( p )k ( 1- p )n-k k: 0, 1, . . ., n
n
Verifiquemos que p X (k ) = 1.
k =0
n n
n
p (k ) = p k (1 p ) n k = ( p + (1 p ) ) = 1n = 1.
n
X
k =0 k
k =0
ii) E ( X ) = n p
Ejemplo:
P ( 4a buena ) = 0.8
40000
P ( 4a buena / salieron 1a, 2a, 3a malas) = = 0.800048
49997
39997
P ( 4a buena / salieron 1a, 2a, 3a buenas) = =0.799988
49997
pX (0) = P ( X 0) = 0.349
...........................
...........................
X ~ Bi (10, 0.5)
Ejemplo.
X ~ Bi (10, 0.5)
P ( X 5 ) = 1 - P ( X 4) = 1 - 0.377 = 0.623
X ~ Bi (10, 0.2)
P ( X 5 ) = 1 - P ( X 4) = 1 - 0.967 = 0.033
X ~ Bi (10, 0.1)
P ( X 5 ) = 1 - P ( X 4) = 1 - 0.998 = 0.002
Estadstica (Q) Diana M. Kelmansky 69
Distribucin Hipergeomtrica
X ~ H ( M, N, n )
N M N
x n x
p X (x) = x : (max{0, n (M N)},L, min{n, N})
M
n
5 extracciones sin
reposicin
1 10 1 1 9 1 9
0 5 0 = 0 5 = 1 0 4 1
p X (0) = p X (1) = =
10 10 2 10 2
5 5 5
N M-n N N
E (X) = n Var (X) = ( ) n (1 )
M M -1 M M
N
E (X) = n igual que la distr. hipergeomtrica
M
N N
Var (X) = n (1 ) mayor que la distr. hipergeomtrica
M M
Estadstica (Q) Diana M. Kelmansky 71
Proceso de Poisson
( t)k e t
P(Xt = k) = p Xt (k) = k : 0, 1, L
k!
Xt ~ P ( t)
e k
k
ii) p X (k ) = =e
= e e = 1,
k =0 k =0 k! k = 0 k!
X3 ~ P (0.6)
0.6
0.8
lambda =0.5
0.3
0.6
0.4
0.2
p(x)
p(x)
p(x)
0.4
0.2
0.1
0.2
0.0
0.0
0.0
0 5 10 15 20 0 5 10 15 20 0 5 10 15 20
x x x
lambda =2 lambda =3 lambda =5
0.20
0.15
0.20
0.10
p(x)
p(x)
p(x)
0.10
0.10
0.05
0.0
0.0
0 5 10 15 20 0 5 10 15 20 0.0 0 5 10 15 20
x x x
lambda =10 lambda =15 lambda =20
0.12
0.08
0.06
0.08
p(x)
p(x)
p(x)
0.04
0.04
0.02
0.0
0.0
0.0
0 5 10 15 20 25 30 0 5 10 15 20 25 30 0 10 20 30 40
x x x
Dem:
k nk
n n!
p X (k ) = p k (1 p ) n k = 1
k k!(n k )! n n
n k
n(n 1)...(n k + 1) k
= 1 1
nk n n k!
n k
n n 1 n k + 1 k
= .... 1 n 1 n .
n n n k!
Observemos que:
n 1 n k +1
1 .... n
1
n n
n
e
1 n
n
k
1 n
1
n
e k
Entonces, p X (k )
= pY (k ) , como queramos demostrar.
k!
= n p = 100 . 1 / 36 = 2.78
n grande
p pequeo aproximo la binomial por P ( 2.78)
REGLAS PRCTICAS
- n 20 admisible
- p 0.05 n 100 n p 10 excelente
- p 0.01 n 100 n p 20 excelente