Applied Mathematics

Chapter 5: Some Discrete Probability

Distributions:
DR. Hayder Kadhim Zghair
5.2: Discrete Uniform Distribution:
If the discrete random variable X assumes the values x1, x2, …, xk
with equal probabilities, then X has the discrete uniform
distribution given by:
1
 ; x = x1 , x2 ,, xk
f ( x) = P ( X = x) = f ( x; k ) =  k
0 ; elsewhere
Note:
· f(x)=f(x;k)=P(X=x)
k is called the parameter of the distribution.
Example 5.2:
· Experiment: tossing a balanced die.
· Sample space: S={1,2,3,4,5,6}
· Each sample point of S occurs with the same probability
1/6.
· Let X= the number observed when tossing a balanced die.
The probability distribution of X is:
 1
 ; x = 1, 2,, 6
f ( x) = P ( X = x) = f ( x;6) =  6
0 ; elsewhere

Theorem 5.1:
If the discrete random variable X has a discrete uniform
distribution with parameter k, then the mean and the variance of
k
X are:
x i
E(X) =  = i =1
k k

 i
( x
i =1
−  ) 2

Var(X) = 2 =
k
Example 5.3:
Find E(X) and Var(X) in Example 5.2.

Solution: k
 xi
i =1 1+ 2 + 3 + 4 + 5 + 6
E(X) =  = = = 3 .5
k 6
k k
 ( xi −  )  ( xi − 3.5)
2 2
i =1
Var(X) = 2 = = i =1
k 6
(1 − 3.5) 2 + (2 − 3.5) 2 +  + (6 − 3.5) 2 35
= =
6 12
 5.3 Binomial Distribution:
Bernoulli Trial:
· Bernoulli trial is an experiment with only two possible
outcomes.
· The two possible outcomes are labeled:
success (s) and failure (f)
· The probability of success is P(s)=p and the probability
of failure is P(f)= q = 1−p.
· Examples:
1. Tossing a coin (success=H, failure=T, and p=P(H))
2. Inspecting an item (success=defective, failure=non-
defective, and p=P(defective))
 Bernoulli Process:
Bernoulli process is an experiment that must satisfy the
following properties:
1. The experiment consists of n repeated Bernoulli trials.
2. The probability of success, P(s)=p, remains constant from
trial to trial.
3. The repeated trials are independent; that is the outcome
of one trial has no effect on the outcome of any other trial

Binomial Random Variable:

Consider the random variable :
X = The number of successes in the n trials in a Bernoulli
process
The random variable X has a binomial distribution with
parameters n (number of trials) and p (probability of success),
and we write:
X ~ Binomial(n,p) or X~b(x;n,p)
The probability distribution of X is given by:
 n  x n− x
  p (1 − p) ; x = 0, 1, 2, , n
f ( x) = P( X = x) = b( x; n, p) =  x 
0 ;
 otherwise
We can write the probability distribution of X as a table as
follows.
x f(x)=P(X=x)=b(x;n,p)
n 0
  p (1 − p )n − 0 = (1 − p )n
0
0
n 1
  p (1 − p )n−1
1
1
2 n 2
 p (1 − p )
n −2

 2
 
n−1  n  n −1
  p (1 − p )1
 n − 1
n n
  p (1 − p )0 = p n
n
n
Total 1.00
Example:
Suppose that 25% of the products of a manufacturing process
are defective. Three items are selected at random, inspected,
and classified as defective (D) or non-defective (N). Find the
probability distribution of the number of defective items.

Solution:
· Experiment: selecting 3 items at random, inspected, and
classified as (D) or (N).
· The sample space is
S={DDD,DDN,DND,DNN,NDD,NDN,NND,NNN}
· Let X = the number of defective items in the sample
· We need to find the probability distribution of X.
(1) First Solution: Outcome Probability X
NNN 3 3 3 27 0
  =
4 4 4 64
NND 3 3 1 9 1
  =
4 4 4 64
NDN 3 1 3 9 1
  =
4 4 4 64
NDD 3 1 1 3 2
  =
4 4 4 64
DNN 1 3 3 9 1
  =
4 4 4 64
DND 1 3 1 3 2
  =
4 4 4 64
DDN 1 1 3 3 2
  =
4 4 4 64
DDD 1 1 1 1 3
  =
4 4 4 64
The probability distribution
.of X is
x f(x)=P(X=x)
0 27
64
1 9 9 9 27
+ + =
64 64 64 64
2 3 3 3 9
+ + =
64 64 64 64
3 1
64
(2) Second Solution:
Bernoulli trial is the process of inspecting the item. The results
are success=D or failure=N, with probability of success
P(s)=25/100=1/4=0.25.
The experiments is a Bernoulli process with:
 · number of trials: n=3
· Probability of success: p=1/4=0.25
· X ~ Binomial(n,p)=Binomial(3,1/4)
· The probability distribution of X is given by:
 3  1 x 3 3 − x
1   ( ) ( ) ; x = 0, 1, 2, 3
f ( x) = P( X = x) = b( x;3, ) =  x  4 4
4 
0 ; otherwise
1  3  1 0 3 3 27 The probability
f (0) = P( X = 0) = b(0;3, ) =   ( ) ( ) = distribution of X is
4 0 4 4 64
x f(x)=P(X=x)
1  3 1 2 3 1 9
f (2) = P( X = 2) = b(2;3, ) =   ( ) ( ) = =b(x;3,1/4)
4  2 4 4 64 0 27/64
1  3 1 3 3 0 1 1 27/64
f (3) = P( X = 3) = b(3;3, ) =   ( ) ( ) =
4  3 4 4 64 2 9/64
3 1/64
Theorem 5.2:
The mean and the variance of the binomial distribution b(x;n,p)
are:
=np
2 = n p (1 −p)
Example:
In the previous example, find the expected value (mean) and
the variance of the number of defective items.

Solution:
· X = number of defective items
· We need to find E(X)= and Var(X)=2
· We found that X ~ Binomial(n,p)=Binomial(3,1/4)
· .n=3 and p=1/4
The expected number of defective items is
E(X)= = n p = (3) (1/4) = 3/4 = 0.75
The variance of the number of defective items is
Var(X)=2 = n p (1 −p) = (3) (1/4) (3/4) = 9/16 = 0.5625
Example:
In the previous example, find the following probabilities:
(1) The probability of getting at least two defective items.
(2) The probability of getting at most two defective items.

Solution:
X ~ Binomial(3,1/4)
 3  1 x 3 3− x
1   ( ) ( ) for x = 0, 1, 2, 3
f ( x) = P( X = x) = b( x;3, ) =  x  4 4
4 
0 otherwise

x .f(x)=P(X=x)=b(x;3,1/4)
0 27/64
1 27/64
2 9/64
3 1/64
 (1) The probability of getting at least two defective items:
9 1 10
P(X2)=P(X=2)+P(X=3)= f(2)+f(3)= + =
64 64 64
(2) The probability of getting at most two defective item:
P(X2) = P(X=0)+P(X=1)+P(X=2)
27 27 9 63
= f(0)+f(1)+f(2) = + + =
64 64 64 64

or 1 63
P(X2)= 1−P(X>2) = 1−P(X=3) = 1− f(3) = 1 − =
64 64

Example 5.4: Reading assignment

Example 5.5: Reading assignment
Example 5.6: Reading assignment
5.4 Hypergeometric Distribution :

· Suppose there is a population with 2 types of elements:

1-st Type = success
2-nd Type = failure
· N= population size
· K= number of elements of the 1-st type
· N −K = number of elements of the 2-nd type
· We select a sample of n elements at random from the
population
· Let X = number of elements of 1-st type (number of
successes) in the sample
· We need to find the probability distribution of X.
There are to two methods of selection:
1. selection with replacement
2. selection without replacement
(1) If we select the elements of the sample at random and
with replacement, then K
X ~ Binomial(n,p); where p =
N
(2) Now, suppose we select the elements of the sample at
random and without replacement. When the selection is made
without replacement, the random variable X has a hyper
geometric distribution with parameters N, n, and K. and we write
X~h(x;N,n,K).
 f ( x) = P( X = x) = h( x; N , n, K )
 K   N − K 
     
  x   n − x  ; x = 0, 1, 2,, n
= N
  
  n
0 ; otherwise

Note that the values of X must satisfy:

0xK and 0n−x N−K

0xK and n−N+K x n

Example 5.8: Reading assignment

Example 5.9:
Lots of 40 components each are called acceptable if they
contain no more than 3 defectives. The procedure for sampling
the lot is to select 5 components at random (without
replacement) and to reject the lot if a defective is found. What is
the probability that exactly one defective is found in the sample if
there are 3 defectives in the entire lot.
Solution:
· Let X= number of defectives in the sample
· N=40, K=3, and n=5
· X has a hypergeometric distribution with parameters N=40,
n=5, and K=3.
· X~h(x;N,n,K)=h(x;40,5,3).
· The probability distribution of X is given by:
  3   37 
     
  x   5 − x  ; x = 0, 1, 2,,5
f ( x) = P( X = x) = h( x;40,5,3) =   40 
  
  5
0 ; otherwise

But the values of X must satisfy:

0xK and n−N+K x n  0x3 and −42 x 5
Therefore, the probability distribution of X is given by:
   3   37 
     
  x   5 − x  ; x = 0, 1, 2,3
f ( x) = P( X = x) = h( x;40,5,3) =   40 
  
  5
0 ; otherwise

Now, the probability that exactly one defective is found in the

sample is  3   37   3   37 
         
1   5 − 1 = 1   4  = 0.3011
.f(1)=P(X=1)=h(1;40,5,3)=
 40   40 
   
 5  5
 Poisson Distribution:
• It is discrete distribution.
• The discrete r. v. X is said to have a Poisson
distribution with parameter (average)  if the
probability distribution of X is given by
 e −  x
 ; for x = 0, 1, 2, 3, 
P( X = x ) =  x!

 0 ; otherwise

where e = 2.71828 (the natural number x =e ln x

).
We write:
X ~ Poisson ( λ )
• The mean (average) of Poisson () is : μ =
λ
• The variance is:  2
=
•The Poisson distribution is used to model a discrete r.
v. which is a count of how many times a specified
random event occurred in an interval of time or space.

Example:
•No. of patients in a waiting room in an hours.
•No. of serious injuries in a particular factory in a
month.
•No. of calls received by a telephone operator in a day.
•No. of rates in each house in a particular city.
Note:
is the average (mean) of the distribution.

If X = The number of calls received in a month and

X ~ Poisson ()
then:
(i) Y = The no. calls received in a year.
Y ~ Poisson (*), where *=12
Y ~ Poisson (12)

(ii)W = The no. calls received in a day.

W ~ Poisson (*), where *=/30
W ~ Poisson (/30)
Example:
Suppose that the number of snake bites cases seen at
hospital in a year has a Poisson distribution with
average 6 bite cases.
1- What is the probability that in a year:
(i) The no. of snake bite cases will be 7?
(ii) The no. of snake bite cases will be less than 2?
2- What is the probability that in 2 years there will be 10
bite cases?
3- What is the probability that in a month there will be
no snake bite cases?
Solution:
(1) X = no. of snake bite cases in a year.
X ~ Poisson (6) (=6)
e −6 6 x
P( X = x ) = ; x = 0, 1, 2, 
x!

e −6 6 7
(i) P ( X = 7) ) = = 0.13768
7!
(ii) P( X  2 ) = P( X = 0 ) + P( X = 1)
e −6 6 0 e −6 61
= + = 0.01735
0! 1!
Y = no of snake bite cases in 2 years
Y ~ Poisson(12) (* = 2 = (2)(6) = 12)
e1212 y
P(Y = y ) = : y = 0 , 1 , 2
y!
e −121210
 P(Y = 10) = = 0.1048
10
3- W = no. of snake bite cases in a month.
6
W ~ Poisson (0.5)  = = = 0. 5
**

12 12
e −.5 .5w
P (W = w ) = : w = 0 , 1 , 2
w!

e −0.5 (0.5)
0

P(W = 0 ) = = 0.6065
0!