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CHAPTER 5
TYPES OF PROBABILITY DISTRIBUTIONS

Some Discrete Probability Distributions

The observations generated by different statistical experiments have the


same general type of behavior. These experiments encountered in practice can
be described by essentially the same probability distributions and therefore can
be represented by a single formula.

Discrete Uniform Distribution

The random variable assumes each of its values with an equal probability.

Definition : If the random variable X assumes x1, x2, …, xk, with equal
probabilities, then the discrete uniform distribution is given by
f(x; k)= 1/k , x1, x2, …, xk.

Example 1: When a light bulb is selected at random from a box that contains a
40-watt bulb, a 60-watt bulb, a 75-watt bulb, and a 100-watt bulb, each element
of the sample space S = {40, 60, 75, 100} occurs with probability of ¼ .
Therefore, we have u uniform distribution, with

f(x; 4) = ¼ , x = 40, 60, 75, 100.

Theorem: The mean and variance of the discrete uniform distribution f(x; k) are
k k

 xi  i
( x   ) 2

 i 1
2  i 1

k k
Binomial Distribution

An experiment often consists of repeated trials, each with two possible


outcomes that may labeled success or failure. This is called Bernoulli
experiment and each trial is called Bernoulli trial.

Definition : A Bernoulli trial can result in a success with probability p and a failure
q = 1 – p. Then the probability distribution of the binomial random variable X, the
number of successes in n independent trials, is P(X=x) or

n
P( X  x)  bx; n, p     p x q n  x , x = 0,1,2, …,n.
 x
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Binomial Sums

𝐵(𝑥) = ∑𝑟𝑥=0 𝑏(𝑥; 𝑛, 𝑝)

The binomial sums are available at Table A.1 for n=1,2,…,20.

Theorem: The mean and variance of binomial distribution are


  np and  2  npq .
Example 2: The probability that a certain kind of component will survive a given
shock test is ¾. Find the probability that exactly 4 of the next 6 components
tested survive. Also, find the mean and variance of this binomial random variable.
ANS. 0.29

Example 3: The probability that a patient recovers from a rare blood disease is
0.3. If 15 people are known to have contracted this disease, what is the
probability that (a) exactly 7 people survive b) at least 10 survive (c) from 3 to
8 survive, and d) at most 8 survive?
ANS: a) 0.08 b) 0.0037 c) 0.86 d) 0.98

SW (4pts)
Continued:
e) What is the probability that no patient has recovered from the disease?
f) What is the probability that less than 3 patients did not survive?
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Multinomial Distributions

In a multinomial experiment, each trial have more than two possible


outcomes. If a given trial can result in any one of the k possible outcomes E1,
E2, …, Ek with probabilities p1, p2, …, pk, then the multinomial distribution will give
the probability that E1 occurs x1 times, E2 occurs x2 times , …, and Ek occurs in xk
times in independent trials where
x1 + x2 + … + xk = n.
We denote the joint probability distribution by
f(x1, x2, … ,xk; p1, p2, …, pk,n )
with p1+ p2 +…+ pk = 1.

Definition 8.3: The probability distribution of the random variables, X1, X2, …, Xk
in n dependent trials is
 n  x1 x2
f(x1, x2, … ,xk; p1, p2, …, pk,n ) =   p1 p2 ... pk k .
x

 x1 , x2 ..., xk 

Homework: 5.5, 5.7-p150 ; 5.15 – p151

Hypergeometric Distribution
This finds applications in acceptance sampling.
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Definition: The probability distribution of the hypergeometric random variable X,


the number of successes in a random sample size n, selected from N times of
which k are labeled success and N – k labeled failure, is
 k  N  k 
  
 x  n  x 
hx; N , n, k   , x =0, 1,2,…n.
N
 
n

The mean and variance of the hypergeometric distribution are

nk N n k  k
 and  2   n  1   .
N N 1 N N

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