Chapter 5 Probability and Discrete

Probability Distributions 5.1 Basic Definitions

Chapter Goals Experiment: Any process that yields a result or

an observation.
• Learn the basic concepts of probability. Example: (a) throwing a die twice,
• Investigate discrete probability distributions and (b) tossing a coin three times.
study measures of central tendency and
dispersion. Outcome: A particular result of an experiment.
• Study the binomial and Poisson probability Example: (a) (1, 6), (b) HHH.
distributions
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Sample Space: The set of all possible outcomes of an 5.2 Rules of Probability
experiment. The sample space is typically called S and
Equally Likely Events:
may take any number of forms: a list, a tree diagram, a
lattice grid system, etc. The individual outcomes in a 1. In a sample space, suppose all sample points are equally likely to
occur.
sample space are called sample points. n(S) is the number
2. The probability of an event A is the ratio of the number of sample
of sample points in the sample space. points in A to the number of sample points in S. In symbols:
n(A )
P (A ) =
Event: Any subset of the sample space. If A is an event, n( S )
then n(A) is the number of sample points that belong to A. 3. The probability of any event A is between 0 and 1.
0 ≤ P (A ) ≤ 1
Example: (a) A = {Sum = 7}, n(S) = 36 and n(A) = 6. 4. The sum of the probabilities of all outcomes in the sample space is 1.
(b) A ={Exactly two heads}, n(S) = 8, n(A) = 3. ∑ P( A ) = 1
all outcomes
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Example: A fair coin is tossed 5 times, and a head (H) or
a tail (T) is recorded each time. What is the probability of Complement of an Event: The set of all sample points in
A = {exactly two heads in 5 tosses}, and the sample space that do not belong to event A. The
B = {exactly 5 heads}? complement of event A is denoted by A (read “A
Solution: The outcomes consist of a sequence of 5 H’s complement”).
and T’s. A typical outcome: HHTTH.
There are 32 possible outcomes, all equally likely. Example:
A = {HHTTT, HTHTT, HTTHT, HTTTH, THHTT, 1. The complement of the event “success” is “failure.”
THTHT, THTTH, TTHHT, TTHTH, TTTHH } 2. The complement of the event “rain” is “no rain.”
n(A) 10 3. The complement of the event “at least 3 patients
P(A) = =
n(S ) 32 recover” out of 5 patients is “2 or fewer recover.”
B = {HHHHH} P ( B ) = n ( B ) = 1
n( S ) 32
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Example: A fair die is thrown 5 times. What is the probability of

A = {at least one ‘6’},
Note:
B = {at most three ‘6’}?
1. P ( A ) + P ( A ) = 1 for any event A.
2. P ( A ) = 1 − P ( A ) Solution: P(A ) = 1 − P(A )
3. Every event A has a complementary event = 1 − P ( no '6' )
4. Complementary probabilities are very useful when the 5
question asks for the probability of “at least one”. = 1 − ( ) 5 ≈ 0 .6 .
6
P ( B) = 1 − P ( B)
= 1 − P (four or five '6' )
= 1 − ( P (four '6' ) + P ( five '6' ))
 25 1 
= 1 −  5 + 5  ≈ 0.997 .
6 6 
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 Example: In a lucky draw, the prize is hidden in one of 5.3 Random Variables
three boxes. Three participants A, B and C take turns to Random Variable: A variable that assumes a unique
choose the boxes. Who has a higher chance of getting the numerical value for each of the outcomes in the sample space
prize? of a probability experiment.
Solution: Let P(X) be the probability that participant X Note:
gets the prize. 1. Used to denote the outcomes of a probability experiment.
P(A) = 1/3, 2. Each outcome in a probability experiment is assigned to a
unique value.
2 1 1
P(B) = × = , 3. Illustration:
3 2 3 S
2 1 1 Random Variable
P(C) = × ×1 = . Outcomes •
3 2 3 •
• • •
• •
Therefore, they all have equal chance. • • •
•
9
− 2 −1 0 1 2 10

Examples of random variables:

1. Let the number of computers sold per day by a local Continuous Random Variable: A quantitative random
merchant be a random variable. Integer values ranging variable that can assume an uncountable number of values.
from zero to about 50 are possible values. Intuitively, a continuous random variable can assume any
2. Let the number of defective components in a shipment of value along a line interval, including every possible value
1000 be a random variable. Values range from 0 to 1000. between any two values.

Note: Usually associated with a measurement.

Discrete Random Variable: A quantitative random variable
that can assume a countable number of values.
Intuitively, a discrete random variable can assume values
corresponding to isolated points along a line interval. That is,
there is a gap between any two values.

Note: Usually associated with counting.

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 Example: The number of people staying in a randomly
5.4 Probability Distributions of a discrete selected room at a local hotel is a random variable ranging in
Random Variable value from 0 to 4. The probability distribution is known and
is given in various forms below.
Probability Distribution: A distribution of the probabilities
associated with each of the values of a random variable. The x 0 1 2 3 4
probability distribution is a theoretical distribution; it is used P (x ) 2/15 4/15 5/15 3/15 1/15
to represent populations.
Note:
Note:
1. The probability distribution tells you everything you need
to know about the random variable. 1. This chart implies the only values x takes on are 0, 1, 2, 3,
and 4.
2. The probability distribution may be presented in the form
of a table, chart, function, etc. 2. P( the random variable x equals 2)
5
= P ( 2) =
Probability Function: A rule that assigns probabilities to the 15
values of the random variable. 13 14

A line representation of the Hotel Room A histogram may be used to present a probability
probability distribution: distribution.
P( x) 0.4
A histogram for the Hotel Room probability
distribution:
P( x) 0 .4
0.3

0 .3

0.2

0 .2

0.1
0 .1

0.0
0 1 2 3 4 x 0 .0
x
0 1 2 3 4
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 Reminder: Every probability function must satisfy
the two basic properties of probability. 5.3 Mean and Variance of a Discrete
Probability Distribution
1. The probability assigned to each value of the
random variable must be between 0 and 1, inclusive: Describe the center and spread of a population.
0 ≤ P( x) ≤ 1
µ, σ, σ2 : population parameters.
2. The sum of the probabilities assigned to all the
values of the random variable must equal 1:
Population parameters are usually unknown
∑ P( x) = 1 values (we would like to estimate).
all x

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Variance of a Discrete Random Variable:

Mean of a Discrete Random Variable:
Variance, σ2, of a discrete random variable x is found by
The mean, µ, of a discrete random variable x is multiplying each possible value of the squared deviation from
found by multiplying each possible value of x by the mean, (x − µ)2, by its own probability and then adding all
its own probability and then adding all the the products together.
products together.
σ 2 = ∑ [( x − µ ) 2 P( x )]
µ = ∑[ xP( x)] = ∑ [ x 2 P ( x )] − {∑ [ xP( x)]}
2

Note: = ∑ [ x 2 P ( x )] − µ 2

1. The mean is the average value of the random Standard Deviation of a Discrete Random Variable:
variable, what happens on average. The positive square root of the variance.
2. The mean is not necessarily a value of the random
variable. σ = σ2
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Example: The number of standby passengers who get seats on Solution:
a daily commuter flight from Boston to New York is a Using the formulas for mean, variance, and standard
random variable, x, with probability distribution given below deviation:
(in an extensions table). Find the mean, variance, and
standard deviation. µ = ∑ [ xP ( x )] = 155
.
2 2
x P( x) xP ( x ) x x P( x) Note: 1.55 is not a value of the random variable (in this case).
0 0.30 0.00 0 0.00 It is only what happens on average.
1 0.25 0.25 1 0.25
2 0.20 0.40 4 0.80
σ 2 = ∑ [ x 2 P( x )] − {∑ [ xP ( x )]}
2
3 0.15 0.45 9 1.35
4 0.05 0.20 16 0.80 . ) 2 = 4.45 − 2.4025 = 2.0475
= 4.45 − (155
5 0.05 0.25 25 1.25
Totals 1.00 1.55 4.45
σ = σ 2 = 2.0475 ≈ 1.43
∑ P( x) ∑ [ xP( x )] ∑ [ x 2 P( x )]
(check)
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Binomial Probability Function:

5.6 The Binomial Probability Distribution For a binomial experiment, let p represent the probability of a
“success” and q represent the probability of a “failure” on a
Binomial Probability Experiment: single trial; then P(x), the probability that there will be
An experiment that is made up of repeated trials that exactly x successes on n trials is
possess the following properties:  n
P ( x ) =   ( p x )( q n − x ), for x = 0, 1, 2, ... , or n
 x
1. There are n repeated independent trials.
Note:
2. Each trial has two possible outcomes (success, 1. The number of ways that exactly x successes can occur in
failure). n trials:
3. P(success) = p, P(failure) = q, and p + q = 1.  n
 
 x
4. The binomial random variable x is the count of the
number of successful trials that occur; x may take on 2. The probability of exactly x successes: px
any integer value from zero to n. 3. The probability that failure will occur on the remaining
(n - x) trials: qn - x
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 Example: Find the mean and standard deviation of
The mean and standard deviation of a theoretical the binomial distribution when n = 18 and p = .75.
binomial distribution can be found by using the
following two formulas: Solution:
µ = np n = 18, p = .75, q = 1 − .75 = .25
σ = npq µ = np = (18)(.75) = 13.5
Note:
1. Mean is intuitive: number of trials multiplied by the σ = npq = (18)(.75)(.25) = 3375
. ≈ 18371
.
probability of a success.
The probability function is
2. The variance of a binomial probability distribution is:
 18
σ 2 = ( npq ) = npq
2 P( x ) =   (.75) x (.25)18− x for x = 0, 1, 2, ... , 18
 x
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Histogram:
µ
P( x) σ 5.7 The Poisson Probability Distribution
0.22
0.20 Characteristics
0.18
• The experiment consists of counting the number
0.16
0.14
of times a certain event occurs during a given unit
0.12 of time.
0.10
2. The probability that an event occurs in a given
0.08
0.06
unit of time is the same for all the units.
0.04 3. The number of events that occur in one unit of
0.02 time is independent of the number that occur in
0.00
0 1 2 3 4 5 6 7 8 9 10 11 12 13 14 15 16 17 18 x other units.
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 Example: Ecologists often use the number of reported
Probability Distribution, Mean, and Variance sightings of a rare species of animal to estimate the
remaining population size. Suppose the number, x,
of reported sightings per week of blue whales has a
λ x e −λ
p( x) = ( x = 0,1,2,...) Poisson probability distribution and assume that the
x! average number of weekly sightings is 2.6.
µ = λ, σ 2 = λ,
where λ = Mean number of events during given (a) Find the mean and standard deviation of x.
unit of time, (b) Find the probability that fewer than two sightings
are made during a given week.
and e = 2.71828...
(c) Find the probability that exactly five sightings are
made during a given week.
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Example: World War II Bombs

Solution: In analyzing hits by V-1 buzz bombs in World War II, South
(a) The mean and variance of a Poisson distribution London was subdivided into 576 regions, each with an area of
are both equal to λ. 0.25 km2. A total of 535 bombs hit the combined area of 576
regions. If a region is randomly selected, find the probability that
it was hit exactly twice.
(b) p(x<2) = p(0) + p(1)
= e-2.6 +2.6e-2.6 Solution: The mean number of hits per region is
= 26.7%. 535
µ= = 0 .929 .
576
Therefore,
(c) p(x=5) = 2.65e-2.6/5!
(0.929 2 )(2.71828−0.929 ) (0.863)(0.395)
= 7.4%. P(2) = = = 0.170.
2! 2
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