Probability Distribution 1. What is a probability distribution?

It is a listing of all the outcomes of a random experiment and the probability associated with each outcome. Example: What is the probability distribution for the number of heads when three coins are tossed?

2. What is a random variable? It is a quantity resulting from an experiment that, by chance can assume different values. 2.a. What is a discrete random variable? It is a variable that can assume only certain clearly separated values of some item of interest. 2.b. What is a continuous random variable? It is a variable that can assume values within a certain interval. 3. What is the mean of a discrete probability distribution? Mean:

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4. What is the variance of a discrete probability distribution? Variance:

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Example: John, a sales executive of Ford, sells new cars. He usually sells the largest number of cars on a Saturday. He has the following probability distribution for the number of cars he expect to sell on a particular Saturday. No. of cars sold (x) P(x) Some Discrete Probability Distribution A. Binomial Distribution If a binomial trial can result in a success with probability p with a failure with probability q = 1 p, then the probability distribution of a binomial random variable X, the number of success in an n-independent trials, is 0 0.1 1 0.2 2 0.3 3 0.3 4 0.1

b(x; n, p) = (nCx)(px)(qn-x)
where: C n x p q Binomial a. b. c. d. denotes the combination number of trials number of successes probability of success probability of failure

experiment The experiment consists of n trials. Each trials results in an outcome that may be classified as a success or failure. The probability of success, denoted by p, remains constant from trial to trial. The repeated trials are independent.

Example: 1. The probability that a certain kind of component will survive a given shock test is 3/4. Find the probability that exactly 2 of the next 4 components tested survive? 2. A traffic control engineer reports that 75% of the vehicles passing through a check point are from within the state. What is the probability that fewer than 4 of the next 9 vehicles are from out of the state? B. Hypergeometric Distribution The probability distribution of the hypergeometric random variable x, the number of successes in a random sample of size n selected from N items of which k are labeled successes and N k are labeled failure is

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where: N denotes the size of the population n size of the sample or the number of trials x number of successes of interest k number of successes in the population x = 0, 1, 2, 3, .., n Example: 1. Lots of 40 components each are acceptable if they contain no more than 3 defectives. The procedure for sampling the lot is to select 5 components at random and to reject the lot if a defective is found. What is the probability that exactly 1 defective will be found in the sample if there are 3 defectives in the entire lot? What is the probability that the lot will be accepted?

C. Poisson Distribution The probability distribution of a Poisson random variable X, representing the number of outcomes occurring in a given time interval of specified region, is

Where: is the average number of outcomes occurring in the given time interval X number of successes in the given time interval Example: 1. The average number of radioactive particle passing through a counter during 1 millisecond in a laboratory experiment is 4. What is the probability that 6 particles enter the counter in a given millisecond?

D. Negative Binomial If a repeated independent trials can result in a success with probability p and a failure q = 1-p, then the probability distribution of the random variable X, the number of the trial on which the kth success occurs, is given by

Example: 1. Find the probability that a person tossing three coins will get either all heads or all tails for the second time on the fifth toss. 2. The probability that a person tossing living in a certain city owns a computer is estimated to 30%. Find the probability that the tenth person randomly interviewed in this city is the fifth one to own a computer. E. Geometric Distribution If a repeated independent trials can result in a success with probability p and a failure with probability q = 1-p, then the probability distribution of the random variable X, the number of the trial on which the first success occurs, is given by

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Example: 1.

In a certain manufacturing process, it is known that, on the average, 1 in every 100 items is defective. What is the probability that the fifth item inspected is the first defective item found/ 2. Find the probability that a person flipping a coin gets the first head on the 10 th toss.