Probability functions

PROBABILITY
FUNCTION
Binomial
Distribution

Geometric
Distribution

Poisson
Distribution

NATURE

NOMENCLATURE

Consider an experiment in which each

outcome is classified into one of two
categories, one of which will be define as
a success and the other a s a failure.
Given that the probability of success p is
constant from trial to trial, then the
probability of observing a specified
number of successes x in n trial is defined
by the binomial distribution

n = total number of trials

x = number of successes in n
trials
p = probability of observing a
success on any one trial

Consider an experiment in which each

outcome is classified into one of two
categories, one of which will be defined
as a success and the other as a failure.
Given that the probability of success p is
constant from trial to trial, then the
probability of observing the first success
th
on the x trial is defined by the
geometric distribution
In monitoring a moving threadline, one
criterion of quality would be the
frequency of broken filaments. These can

p = probability of observing a
success on any one trial
x = the number of trial to obtain
the first success

p = x/n, the proportion of

success in n trials

x = total number of arrivals in a

total length L or total period T
a = average rate of arrivals for a

EXCEL FUNCTION
=BINOM.DIST
Parameters
x
No. of success
n
No. of Trials
p
Probability of
success
Cum
F - Exactly x successes
T x or fewer successes
For quota problems, use:
=NEGBINOM.DIST
Parameters
Number_f
No. of failures
Number_s
Threshold number
of successes
Probability_s Probability of
success
Cum
F - Exactly x successes
T x or fewer successes

=POISSON.DIST
Parameters
x
No. of events

PROBABILITY
FUNCTION

NATURE
be identified as they occur through the
threadline by a broken filament detector
mounted adjacent to the threadline. In
this context, the random occurrences of
broken filaments can be modeled by the
Poisson distribution. This is called a
poison process and corresponds to a
probabilistic description of the frequency
of defects or, in general, what are called
arrivals at points on a continuous line or
in time. Other examples include:

NOMENCLATURE
unit length or unit time
= aL = expected or average
number of arrivals for the total
length L
= aT = expected or average
number of arrivals for the total
time T

EXCEL FUNCTION
Mean
Cum

Expected value
F - Exactly x events
T x or fewer events
The formula does not ask for the
event probability, but rather the
mean, which, usually needs to be
calculated.

1. The number of cars (arrivals) that pass a

point on a high speed highway between
10:00 and 11:00 AM on Wednesdays
2. The number of customers arriving at a
bank between 10:00 and 10:10 AM
3. The number of telephone calls received
through a switchboard between 09:00
and 10:00 AM
4. The number of insurance claims that are
filed each week
5. The number of spilling machines that
break down during 1 day at a large plant

Hypergeometric
Distribution

In an experiment in which one samples

from a relatively small group of items,
each of which is classified in one of two
categories, A or B, the hypergeometric
distribution can be defined. One example
is the probability of drawing two red and
two black cards from a deck of cards. The
Hypergeometric distribution is the analog
of the binomial distribution when
successive trials are not independent,
i.e., when the total group of items is not
infinite. This happens when the drawn
items are not replaced.

N = total group size

n = sample group size
X = number of items in the total
group with a specified attribute
A
N X = number of items in the
total group with a the other
attribute B
x = number of items in the
sample with a specified
attribute A
n x = number of items in the
sample with the other attribute
B

=HYPGEOM.DIST
Parameters
Sample_s
Number_sample
Population_s

Number_pop
Cum

No. of success
in the sample
Sample Size
No. of
successes in
the population
Population size
F - Exactly x
successes

T x or fewer
successes

PROBABILITY
FUNCTION
Multinomial
distribution

NATURE

NOMENCLATURE

For an experiment in which successive

outcomes can be classified into two or
more categories an dthe probabilities
associated with the respective outcomes
remain constant, then the experiment
can be characterized through the
multinomial distribution

n = total number of trials

k = total number of distinct
categories
pj = probability of observing
category j on any one trial, j = 1,
2, , k

EXCEL FUNCTION