SMS 6014

Advanced Theory of
Probability and Statistics
Assignment 2 : Bernoulli Distribution, Binomial Distribution
and Negative Binomial Distribution

Karthikeyan S/O Sounthara Pandian M20152001062

Muhammad Amanuddin Bin Hai Hom M20152001594
Ilya Irni Binti Mohamad M20152001628
Chok Lay Kuan M20152001370
Owi Wei Ping M20152001604
DISCRETE PROBABILITY DISTRIBUTIONS

Negative
Negative
Bernoulli
Bernoulli Binomial
Binomial Binomial
Binomial
Distribution
Distribution Distribution
Distribution Distribution
Distribution

The definition and aim of the distribution

The characteristics of the distribution
The use/application of the distribution in real life
situation with examples
Probability calculation
Summary of each distribution
Bernoulli Distribution

Definition:
A random variable X has a Bernoulli distribution and it is referred to as a
Bernoulli random variable if and only if its probability distribution is given by

for x = 0,1
Criteria:
1. A theoretical distribution of the number of successes in a trial with a constant
probability of success.
2. Only two possible outcomes, a success or a failure.
3. The probability of success, denoted by
4. The probability of failure, denoted by
5. The number of success, 0 and 1
outcomes failure Success
Probability
distribution
X 0 1

. Aim :to find the number of success with single trial.

The Characteristics of Bernoulli
Distribution
Probability

Function,

Mean,

Variance,
Proof Value of Mean and Variance
Mean,

Variance,
Examples of Bernoulli distribution in daily life:

Tossing a coin and considering heads as success and tails as failure.

Fail or pass in examination.
Losing or win in a race.
Pick up a pen at random from a box which contains red pen and black pen.
Gender for new born baby .
Randomly chosen students in a class who was left-handed.
Example 1
A box contains 2 blue pens and 3 red pens. A pen is picked out at random. Let
X=1 for blue pen is chosen and X=0 for blue pen is not chosen. Find
probability function, mean and variance for X?
Binomial Distribution

Definition:
A random variable X has a binomial distribution and it is referred
to as a binomial random variable if and only if its probability
distribution is given by
for
Criteria:
1. The experiment consists of number, of repeated Bernoulli trials
2. Each trial has only two possible outcomes, a success or
a failure .
3. The outcomes of each trial must be independent of one another.
4. The probability of a success is remain the same for each trial.

. Aim:to find the probability of X successes in n trials.

The Characteristics of Binomial Distribution
Probability Function,

total number of trials

probability of success
or probability of failure
number of success in trials
number of failure in trials
combination
Mean,

Variance,
Proof Value Mean of Binomial Distribution

Mean,

Proof Value Variance of Binomial Distribution

Variance,

So , first calculate

 FACTORIAL

An ordered arrangement of objects.

Represent the product of all the integers
from to 1.
The symbol ! read as n factorial

Note that
 PERMUTATION

The number of arrangements different

objects when objects are taken at a time
where .

 COMBINATION

An unordered arrangement of objects

The number of selections different objects
when objects are taken at a time where .

EXAMPLE
How many different sets of 4 letters can
be selected from 26 alphabet?

Suppose:
David selected A, E, R, T;
Karen selected D, E, N, Q; and
John selected R, E, A, T.
Note: David and John selected the same set
of letters, even though they selected them in
different order. Hence, these 3 people have
selected only 2 different sets of 4 letters (not
3 sets).
 SOLUTION

First By using formula of combination
solution

Second By using formula of permutation
solution

But in this question, the order is not important. Any

set of 4 letters chosen can be arranged in 4! ways.

Hence, the number of different sets of 4 letters is
Examples of Binomial distribution in daily life:
Tossing a coin 7 times, what is the probability of getting 3 heads?
In a test which contain 5 multiple questions with 4 different
choices, what is the probability of randomly guessing exactly 2
questions correctly?
Given 10 rolls of a die, what is the probability that you will roll the
number 1 exactly three times?
A couple has 5 children, what is the probability that exactly 2 will
be boys if the probability of a baby boy was born is 0.48?
In a shooting competition, the chance to hit the target is 0.95.
What is the probability all the shots hit the target if fires 10 shots?
Example 2
The probability of football team winning a match is 0.6. If this team plays 5
matches, what is probability of it winning for
a) Second match only
let say, 1 represent winning
0 represent losing
So, sequence for 5 matches = (0,1,0,0,0)
Then, probability for second match = (0.4 x 0.6 x 0.4 x 0.4 x 0.4)
= 0.0154

b) First and third matches

So, sequence for 5 matches = (1,0,1,0,0)
Then, probability for first and third matches = (0.6 x 0.4 x 0.6 x 0.4 x 0.4)
= 0.424
 EXAMPLE 3

At the express House Delivery Service, providing high-quality service to

customers is the top priority of the management. The company guarantees a
refund of all charges if a package it is delivering does not arrive at its
destination by the specified time. It is known from past data that despite all
efforts, 2% of the packages mailed through this company do not arrive at their
destinations within the specified time. Suppose a corporation mails 10 package
through Express House Delivery Service on a certain day.

a) Find the probability that exactly 1 of these 10 packages will not arrive at its
destination within the specified time

b) Find the probability that at most 1 of these 10 packages will not arrive at its
destination within the specified time

formula

Let success= package does not arrive at its destination within the specified
time
Failure= package does arrive within the specified time
Then,
N = total number of packages mailed= 10
P = P(success) = 0.02
q = P(failure) = 1 0.02 = 0.98

a) Find the probability that exactly 1 of these 10 packages will not arrive at its
destination within the specified time
X = number of successes = 1
n x = number of failures = 10 -1 = 9
Substitute in formula

there is a 0.1667 probability that exactly one of the 10 packages mailed will
not arrive at its destinations within the specified time.


b) Find the probability that at most 1 of these 10 packages will not arrive at its

destination within the specified

the probability that at most one of the 10 packages will not arrive at its destination
within the specified time is 0.9838
 EXAMPL
E 4 in July 2002, 45% said that they often or
In asurvey of adult drivers conducted

sometimes eat or drink while driving. Assume that this result is true for the
current population of all adult drivers. A sample of 40 adult drivers is selected.
Let x be the number of drivers in this sample who often or sometimes eat
or drink while driving. Find the mean and standard deviation of the probability
distribution of x.

formula

Let success= drivers who often or sometimes eat or drink while driving
Failure= drivers who never eats or drinks while driving
Then,
n = 40
p = P(success) = 0.45
q = P(failure) = 1 0.45= 0.55
Let success=
drivers who often or sometimes eat or drink while driving
Failure= drivers who never eats or drinks while driving
Then,
n = 40
p = P(success) = 0.45
q = P(failure) = 1 0.45= 0.55

Using formula for the mean and standard deviation of binomial distribution
mean

Standard deviation
EXAMPLE 5

The probability that a patient recovers from a rare blood disease is 0.4. If 15
people are known to save contracted this disease, what is the probability that :
a) At least 10 survive
b) From 3 to 8 survive
c) Exactly 5 survive

Solution : Let X be the number of people that survive

Refer table n=15, p=0.4, r=9

b)P

c)
P
Negative Binomial Distribution
Definition:

A random variable X has a negative binomial distribution and it is referred to as a
negative binomial random variable if and only if
Criteria:
1. Consists of fixed number, repeated Bernoulli trials.
2. Trials will be repeated until fixed number of success,k occur, where k is specified in
advance.
3. Each trial has only two possible outcomes, a success or
a failure .
4. The outcomes of each trial must be independent of one another.
5. The probability of success is remain the same for each trial.
6. The probability of the success occurs on thetrial.
7. Known as Pascal Distribution
8. for x = k, k+1, k+2, k+3, .

. Aim: interested in the number of the trial,x on which the kth success occurs.
The Characteristics of Negative Binomial
Distribution

Mean,

Variance,
Examples of Negative Binomial Distribution in daily
life:

Find the probability that a man flipping a coin gets the fourth head on the
ninth flip.
This is NBD because
I. Number of successes, k is fixed, in this case k=4.
II. Experiment consist of repeated trials.
III. Each trial can result in just two possible outcomes.
IV. The probability of success,p is constant 0.5 on every trial
V. The trials are independent.
. = 0.1094
 Binomial Distribution
B(n,p)
A coin is flipped 9 times. Find the
probability that the coin will land
as head for four times.
B(9,0.5) = 9C4 (0.5)4(0.5)5 = 0.2461
Negative Binomial
Distribution
NB(k,p)
Find the probability that a man
flipping a coin gets the fourth
head on the ninth flip
NB(4,0.5) = 9-1C4-1 (0.5)4(0.5)5
= 0.1094
Proof Mean of Negative Binomial
Distribution

The following derivation, we will use the Taylor series of a function from
calculus
 The mean and variance based on function can be derived using moment
generating function
The formula for the moment generating function M(t)
Proof Variance of Negative Binomial
Distribution
EXAMPLE 6
60% of
the shots carried out by a hunter hit the target. Let on the third shot, the hunter hits
the target.
a) Find the probability function, mean and variance
Given k = 3,

= average number of trials required to produce 3 successes

b) Calculate the probability that on the third shot out of 10 shots, the hunter hits the target.
Given k = 3, x = 10
SUMMARY
Distribution Bernoulli Binomial Negative Binomial

Function
Function
: number of success. :number of trials.
with single trial. n: number of trials. k:success target

Mean
Mean

Variance
Variance

Flip a coin to obtain Flip a coin 10 times to Flip a coin until the
Example head or tail. obtain exactly 3 heads. 3th head is obtained.
EXERCISE
QUESTION 1
The probability that a newspaper vendor manages to sell all sports
magazines daily is . Let Y = 1 if he manages to sell all sports
magazines and Y = 0 if he does not manage to sell all sports
magazines. Find the probability function, mean and variance.
Calculate the probability that he manages to sell all sports
magazines on the first and fifth days.
ANSWER 1
Probability function, , y = 0, 1
= , y = 0, 1
Mean,

Variance,
QUESTION 2
1% of towns population is exposed to the dengue fever. If 10 people
are chosen randomly, calculate the probability that

a) 5 people are exposed to the dengue fever.

b) At least one people is exposed to the dengue fever.
ANSWER 2
a) 5 people are exposed to the dengue fever
Probability function,
=
= (252)
= 2.3965 x

there is a 2.3965 x probability that 5 people are exposed to the

dengue fever.
b) Probability function,

1 -
= 1 - []
= 1 - 0.9957
= 0.0043
there is a 0.0043 probability that at least one people is exposed to the
dengue fever.
QUESTION 3
An oil company conducts a geological study that indicates that an
exploratory oil well should have a 20% chance of striking oil. What is
the probability that the first strike comes on the third well drilled?
ANSWER 3

p=0.20, x=3, k=1

 References

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Hall.
Stat Trek. (2016). Negative Binomial Distribution. Retrieved from
http://stattrek.com/probability-distributions/negative-binomial.aspx
The Oxford Math Center. (n.d.). The 4 Characteristics of a Binomial Experiment.
Retrieved from http://www.oxfordmathcenter.com/drupal7/node/256
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