Introduction to Statistics

Mathematics

Chapter
Discrete Distributions

Important Discrete
Probability Distributions

Discrete Probability
Distributions

Binomial

Hypergeometric

Poisson

Binomial Probability
Distribution

n identical trials

Two mutually exclusive outcomes on

each trials

e.g.: 15 tosses of a coin; ten light bulbs

taken from a warehouse

e.g.: Head or tail in each toss of a coin;

defective or not defective light bulb

Trials are independent

The outcome of one trial does not affect the

outcome of the other

Binomial Probability
Distribution

Constant probability for each trial

(continued
)

e.g.: Probability of getting a tail is the same

each time we toss the coin

Two sampling methods

Infinite population without replacement

Finite population with replacement

Binomial Probability
Distribution Function
n!
n X
X
P X
p 1 p
X ! n X !

P X : probability of X successes given n and p

X : number of "successes" in sample X 0,1,L , n

p : the probability of each "success"

Tails in 2 Tosses of Coin
n : sample size
X
0

P(X)
1/4 = .25

2/4 = .50

1/4 = .25

Proof of the Probability

Note that, by the

binomial theorem,
the probabilities sum
to one, that is

n x n x
n

a
b

(
a

b
)

x 0 x
n

Proof :

n x
n x

p
(
x
)

p
(
1

p
)

x 0
x
n

( p ( 1 p ))n

Binomial Distribution
Characteristics

Mean

E X np
E.g. np 5 .1 .5

Variance and
Standard Deviation

2 np 1 p

np 1 p

.6
.4
.2
0

P(X)

n = 5 p = 0.1
X

E.g.

np 1 p 5 .1 1 .1 .6708

Expectation
n
E ( X ) x p x (1 p ) n x
x 0
x
n

( n x )!n(! x 1)! p x (1 p ) n x
x 1

np

x 1

np

n 1

k 0

np

( n 1)!
( n x )!( x 1)!

p x 1 (1 p ) n x

( n 1)!
( n 1 k )!( k )!

p k (1 p ) n k 1

Variance
n x
E ( X ( X 1)) x( x 1) p (1 p ) n x
x 0
x
n

( n x )!n(!x 2 )! p x (1 p ) n x
x 2

n(n 1) p

x2

n(n 1) p 2

n2

k 0

n(n 1) p 2

( n 2 )!
( n x )!( x 2 )!

p x 2 (1 p ) n x

( n 2 )!
( n 2 k )!( k )!

p k (1 p ) n k 2

Binomial Probabilities Table

Sample size

Probability of success

0,1

Mean

0,5

Variance

0,45

Standard deviation
X

P(X)

0,671
P(<=X)

P(<X)

P(>X)

P(>=X)

0,59049

0,59

0,40951

0,32805

0,919

0,59049

0,08146

0,40951

0,0729

0,991

0,91854

0,00856

0,08146

0,0081

0,99144

0,00046

0,00856

0,00045

0,99954

1E-05

0,00046

0,00001

0,99999

1E-05

Binomial Distribution in
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Example

S uppose that an airplane engine will

fall, when in flight, with prob 1-p
independently from engine to engine;
suppose that the airplane will make a
succesful flight if at least 50 percent of
its engines remain operative. For what
values of p is a four-engine plane
preferable to a two-engine plane ?

Solution

The probaility that a four-engine plane

makes a successful flight is

4 x
4 x
2
2
3
4

p
1

6
p
(
1

p
)

4
p
(
1

p
)

x
x2

Whereas the corresponding probability

for a two-engine plane is
2
2 x
2 x
2

x p 1 p 2 p (1 p ) p
x 1

Solution

Hence the four-engine is safer if

6 p (1 p) 4 p (1 p) p 2 p(1 p) p
2

3p 2 0
p

2
3

Hence, the four-engine plane is safer when the

engine success probability is at least as large
as 2/3 , whereas the two-engine plane is safer
when this probability falls below 2/3

Poisson Distribution

Poisson Process:

Discrete events in an interval e- x

P( X x |

The probability of One Success

in an interval is stable
The probability of More than
One Success in this interval is 0

x!

The probability of success is

independent from interval to
interval
e.g.: number of customers arriving in 15
minutes
e.g.: number of defects per case of light bulbs

Poisson Probability
Distribution Function

e
P X
X!
P X : probability of X "successes" given
X

X : number of "successes" per unit

: expected (average) number of "successes"

e : 2.71828 (base of natural logs)
e.g.: Find the probability of 4
customers arriving in 3 minutes
when the mean is 3.6.

e 3.6 3.64
P X
.1912
4!

Poisson Distribution in
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Poisson Probabilities for Customer Arrivals

Average/Expected number of
successes:
P(<=X)

3,6

P(X)

P(<X)

P(>X)

P(>=X)

0,027324

0,027324

0,000000

0,972

1,0000

0,098365

0,125689

0,027324

0,8743

0,9726

0,177058

0,302747

0,125689

0,6972

0,8743

0,212469

0,515216

0,302747

0,4847

0,6972

0,191222

0,706438

0,515216

0,2935

0,4847

0,137680

0,844119

0,706438

0,155

0,2935

0,082608

0,926727

0,844119

0,0732

0,1558

0,042484

0,969211

0,926727 0,03078 0,07327

0,019118

0,988329

0,969211 0,01167 0,03078

0,007647

0,995976

0,988329 0,00402 0,01167

10

0,002753

0,998729

0,995976 0,00127 0,00402

11

0,000901

0,999630

0,998729 0,00037 0,00127

12

0,000270

0,999900

0,999630 0,00010 0,00037

13

0,000075

0,999975

0,999900 0,00002 0,00010

14

0,000019

0,999994

0,999975 0,00000 0,00002

15

0,000005

0,999999

0,999994 0,00000 0,00000

16

0,000001

1,000000

0,999999 0,00000 0,00000

Poisson Distribution
Characteristics

Mean

E X
N

XiP Xi

.6
.4
.2
0

= 0.5

P(X)

X
0

i 1

Standard Deviation
and Variance

.6
.4
.2
0

= 6

P(X)

X
0

10

Approximate a binomial to
poisson

An important property of the poisson

random variable is that it may be used
to approximate a binomial random
variabel when the binomial parameter n
is large and p is small. To see this,
suppose that X is a binomial r.v. with
parameters (n,p), and let = np. Then

Proof

P( X i)

n!
( n i )!i! n

n ( n 1)...( n i 1) i 1 / n n
i! (1 / n ) i
ni

1 / n

n i
n

i
i!

e ; (1 / n) 1;
i

n ( n 1)...( n i 1)
n

Expectation

E( X )

xe
x!

x 0

x 1

e e

x 1

x1
( x 1)!

e x1
( x 1)!

Variance

E ( X ( X 1))
x 0

1 e

x x

x ( x 1) e
x!

x2

1 e e
1

x 2
( x 2 )!

x 2

e x 2
( x 2 )!

Hypergeometric Distribution

n trials in a sample taken from a finite

population of size N

Sample taken without replacement

Trials are dependent

Concerned with finding the probability of

X successes in the sample where there
are A successes in the population

Hypergeometric Distribution
Function
A N A

X
n

P X
N

n

E.g. 3 Light bulbs were

selected from 10. Of the 10
there were 4 defective. What
is the probability that 2 of the
3 selected are defective?
P X : probability that X successes given n, N , and A
n : sample size
N : population size

4 6

2 1

P 2
.30
10
A : number of "successes" in population

3
X : number of "successes" in sample

X 0,1, 2,L

, n

Hypergeometric Distribution
Characteristics

Mean

A
E X n
N

Variance and Standard Deviation

nA N A N n
2

N2
N 1
nA N A

2
N

N n
N 1

Finite
Populatio
n
Correctio
n
Factor

Hypergeometric Distribution
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Jointly Distributed Random

Variables

The joint probability mass function of X

and Y is p(x,y)=P(X=x,Y=y)
The probability mass function of X

p ( x, y )

p ( x)

f x, y dy

The probability mass function of Y

p ( x, y )

p( y)

f x, y dx

Expectation
E( X Y )

x y f ( x, y)dxdy

f
(
x
,
y
)
dy
dx

xf ( x)dx yf ( y )dy
E ( X ) E (Y )
E ( X 1 ... X n ) E ( X 1 ) ... E ( X n )

dy
f
(
x
,
y
)
dx

Example

As another example of the usefulness of

equation above, let us use it to obtain
the expectation of a binomial r.v.

1, succes
Xi
; E ( X i ) p ; V ( X i ) pq
0, failed
X
X 1 ... X n
E ( X ) E ( X 1 ) ... E ( X n ) np
V ( X ) V ( X 1 ) ... V ( X n ) npq

Example

At a party N men throw their hats into

the center of a room. The hats are
mixed up and each man randomly
selects one. Find the expected number
of men that select their own hats

Solution

Letting X denote the number of men that

select their own hats, we can best
compute E(X) by noting that X = X 1+
+XN ; where Xi is indicator function if the
ith man select his own hat. So P(X i = 1) =
1/N. And so E(Xi) = 1/N. Hence We obtain
that E(X) = 1. So, no matter how many
people are at the party, on the average
exactly one of the men will select his
own hat.

Independent R.V

X and Y are
independent if

E ( XY )

xyf ( x, y)dxdy
xyf ( x) f ( y )dxdy
xf ( x)dx yf ( y )dy

p ( x, y ) p ( x ) p ( y )

f ( x, y ) f ( x ) f ( y )

E ( X ) E (Y )

Covariance and Variance of

Sums of Random Variables

The covariance of any two random

variables X and Y, denoted by Cov(X,Y),
is defined by
Cov(X,Y)
= E[(X-E[X])(Y-E[Y])]
= E(XY)-E(X)E(Y)
If X and Y are independent Cov(X,Y) = 0

Properties of Covariance
Cov(x,X) = Var(X)
Cov(cX,Y) = c Cov(X,Y)
Cov(X,Y+Z)= E[X(Y+Z)]-E[X]E[Y+Z]
= E[XY]-E[X]E[Y] + E[XZ]E[X]E[Z]
= (Cov(X,Y) + Cov(X,Z)
The last property easily generalizes to
give
Cov X , Y
Cov(X , Y )

Variance of Sum Variabel

Var

X
i 1

Cov

X , X
i 1

j 1

Cov ( X i , X j )
i 1 j 1
n

Cov ( X i , X i ) Cov( X i , X j )
i 1
n

i 1 j i

V ( X i ) 2 Cov ( X i , X j )
i 1

i 1 j i

Proposition

Suppose that X1,,Xn are independent

and identically distributed with expected
value and variance 2. Then

Cov( X , X i X ) Cov( X , X i ) Cov ( X , X )

1n Cov ( X i X i , X j ) Var ( X )
j i

1n Cov ( X i , X i ) 1n Cov( X i X j ) Var ( X )

j i

2
n

2
n

Example

Sums of independent Poisson Random

Variables : Let A and Y be independent
Poisson random variables wirh
respective means 1 and 2 . Calculate
the distribution of X + Y.
Solution : Since the event {X+Y = n}
may be written as the union of the
disjoint events {X=k,Y=n-k}, 0kn,
we have

P ( X Y n) P{ X k , Y n k }
k 0
n

P{ X k }P{Y n k}
k 0
n

e
k 0

1 1k
k!

1 2

n!

e 12
n!

n2k

( n k )!

k 0

n!
k !( n k )!

1 2

k
1

nk
2