3 - (M) Discrete Random Variables & Probability Distributions
3 - (M) Discrete Random Variables & Probability Distributions
Discrete Random
Variables and
Probability
Distributions
CHAPTER OUTLINE
3-1 Discrete Random Variables 3-7 Geometric and Negative Binomial
3-2 Probability Distributions and Distributions
Probability Mass Functions 3-7.1 Geometric Distribution
3-3 Cumulative Distribution Functions 3.7.2 Negative Binomial Distribution
3-4 Mean and Variance of a Discrete 3-8 Hypergeometric Distribution
Random Variable 3-9 Poisson Distribution
3-5 Discrete Uniform Distribution
3-6 Binomial Distribution
Chapter 3 Title
1
Learning Objectives of Chapter 3
After careful study of this chapter, you should be able to do the
following:
1. Determine probabilities from probability mass functions (PMF) and
the reverse.
2. Determine probabilities from cumulative distribution functions (CDF),
and cumulative distribution functions from probability mass functions
and the reverse.
3. Determine means and variances for discrete random variables.
4. Understand the assumptions for each of the discrete random
variables presented.
5. Select an appropriate discrete probability distribution to calculate
probabilities in specific applications.
6. Calculate probabilities, and calculate means and variances, for each
of the probability distributions presented.
Chapter 3 Learning Objectives 2
John Wiley & Sons, Inc. Applied Statistics and Probability for Engineers, by Montgomery and Runger.
Example 3-4: Digital Channel
There is a chance that a bit
transmitted through a
digital transmission
channel is received in error.
Let X equal the number of Figure 3-1 Probability
distribution for bits in error.
bits received in error of the
next 4 transmitted. P(X =0) = 0.6561
P(X =1) = 0.2916
The associated probability P(X =2) = 0.0486
distribution of X is shown P(X =3) = 0.0036
P(X =4) = 0.0001
as a graph and as a table. 1.0000
(1) f xi 0
n
(2) f x 1
i 1
i
(3) f xi P X xi
P(X =0) = 0.6561
P(X =1) = 0.2916
P(X =2) = 0.0486
P(X =3) = 0.0036
P(X =4) = 0.0001
1.0000
Sec 3-2 Probability Distributions & Probability Mass Functions 5
John Wiley & Sons, Inc. Applied Statistics and Probability for Engineers, by Montgomery and Runger.
Example 3-5: Wafer Contamination
Let the random variable X denote the number of wafers that need to
be analyzed to detect a large particle. Assume that the probability
that a wafer contains a large particle is 0. 1, and that the wafers are
independent. Determine the probability distribution of X.
Let p denote a wafer for which a large particle is present & let a
denote a wafer in which it is absent.
The sample space is: S = {p, ap, aap, aaap, }
The range of the values of X is: x = 1, 2, 3, 4,
Probability Distribution
P(X =1) = 0.1 0.1
P(X =2) = (0.9)*0.1 0.09
P(X =3) = (0.9)2 *0.1 0.081
P(X =4) = (0.9)3 *0.1 0.0729
0.3439
F x F X x xi P(X 3)
xi x
1st 2nd
P X 1 2 800
850 50
849 0.111 n n
P X 2 850
50
849
49
0.003 d n
Therefore, n d
d d
F 0 P X 0 0.886
F 1 P X 1 0.997 Figure 3-4 CDF. Note that F(x) is defined
F 2 P X 2 1.000 for all x, - <x < , not just 0, 1 and 2.
x x
Figure 3-5 The mean is the balance point. Distributions (a) & (b) have equal
mean, but (a) has a larger variance.
Sec 3-4 Mean & Variance of a Discrete Random Variable 13
John Wiley & Sons, Inc. Applied Statistics and Probability for Engineers, by Montgomery and Runger.
Variance Formula Derivations
V X x f x is the definitional formula
2
x 2 2 x 2 f x
x
x f x 2 xf x
2 2
f x
x x
x 2 f x 2 2 2
x
Figure 3-6 These probability distributions have the same mean and
variance measures, but are very different in shape.
Definitional formula
x f (x ) x *f (x ) (x -0.4)2 (x -0.4)2*f (x ) x 2*f (x )
0 0.6561 0.0000 0.160 0.1050 0.0000
1 0.2916 0.2916 0.360 0.1050 0.2916
2 0.0486 0.0972 2.560 0.1244 0.1944
3 0.0036 0.0108 6.760 0.0243 0.0324
4 0.0001 0.0004 12.960 0.0013 0.0016
Totals = 0.4000 0.3600 0.5200
= Mean = Variance (2) = E(x2)
= 2 = E(x2) - 2 = 0.3600
Computational formula
Sec 3-4 Mean & Variance of a Discrete Random Variable 16
John Wiley & Sons, Inc. Applied Statistics and Probability for Engineers, by Montgomery and Runger.
Exercise 3-11: Messages
The number of messages sent per hour over a
computer network has the following distribution.
Find the mean & standard deviation of the number
of messages sent per hour.
x f (x ) x *f (x ) x 2*f (x ) Mean = 12.5
10 0.08 0.80 8 Variance = 158.10 12.52 = 1.85
11 0.15 1.65 18.15 Standard deviation = 1.36
12 0.30 3.60 43.2 Note that: E(X2) [E(X)]2
13 0.20 2.60 33.8
14 0.20 2.80 39.2
15 0.07 1.05 15.75
1.00 12.50 158.10
= E (X ) = E (X 2)
Sec 3-4 Mean & Variance of a Discrete Random Variable 17
John Wiley & Sons, Inc. Applied Statistics and Probability for Engineers, by Montgomery and Runger.
Example 3-12: Digital Channel
In Example 3-9, X is the number of bits in error
in the next four bits transmitted. What is the
expected value of the square of the number of
bits in error E(x2)?
x f (x ) x 2*f (x )
0 0.6561 0.0000
1 0.2916 0.2916
2 0.0486 0.1944
3 0.0036 0.0324
4 0.0001 0.0016
1.0000 0.5200
= E (x 2)
Uniform Normal
Distribution Distribution
Sec 2-
19
DISCRETE UNIFORM DISTRIBUTION
Sec 2-
20
Discrete Uniform Distribution
Simplest discrete distribution.
The random variable X assumes only a finite
number of values, each with equal probability.
A random variable X has a discrete uniform
distribution if each of the n values in its range,
say x1, x2, , xn, has equal probability.
Uniform Normal
Distribution Distribution
Sec 2-
25
DISCRETE BINOMIAL DISTRIBUTION
Sec 2-
26
Examples of Binomial Random Variables
1. Flip a coin 10 times. X = # heads obtained.
2. A worn tool produces 1% defective parts. X = # defective parts
in the next 25 parts produced.
3. A multiple-choice test contains 10 questions, each with 4
choices, and you guess. X = # of correct answers.
4. Of the next 20 births, let X = # females.
These are binomial experiments having the following
characteristics:
1. Fixed number of trials (n).
2. Each trial is termed a success or failure. X is the # of successes.
3. The probability of success in each trial is constant (p).
4. The outcomes of successive trials are independent.
Figure 3-8 Binomial Distributions for selected values of n and p. Distribution (a) is
symmetrical, while distributions (b) are skewed. The skew is right if p is small.
0.2835 = BINOMDIST(2,18,0.1,FALSE)
1 P X 4
3
1 C18
x 0.1 0.9
x 18 x
x 0
0.098
0.0982 = 1 - BINOMDIST(3,18,0.1,TRUE)
Sec 3=6 Binomial Distribution 34
John Wiley & Sons, Inc. Applied Statistics and Probability for Engineers, by Montgomery and Runger.
Exercise 3-18: Organic Pollution-3
Now determine the probability that 3 X 7.
Answer:
7
P 3 X 7 C 0.1 0.9
18 x
0.265
18 x
x
x 3
P X 7 P X 2
= SD(X) = 1.9
Uniform Normal
Distribution Distribution
Sec 2-
39
Example 3-20: New Idea
The probability that a bit, sent through a digital
transmission channel, is received in error is
0.1. Assume that the transmissions are
independent. Let X denote the number of bits
transmitted until the 1st error.
P(X=5) is the probability that the 1st four bits are
transmitted correctly and the 5th bit is in error.
P(X=5) = P(OOOOE) = 0.940.1 = 0.0656.
x is the total number of bits sent.
This illustrates the geometric distribution.
Sec 3-7 Geometric & Negative Binomial Distributions 40
John Wiley & Sons, Inc. Applied Statistics and Probability for Engineers, by Montgomery and Runger.
DISCRETE GEOMETRIC DISTRIBUTION
Sec 2- 41
Geometric Distribution
Binomial distribution has:
Fixed number of trials.
Random number of successes.
Geometric distribution has reversed roles:
Random number of trials.
Fixed number of successes, in this case 1.
EX
1
and V X
2
1 p
(3-10)
2
p p
Uniform Normal
Distribution Distribution
Sec 2-
47
POISSON DISTRIBUTION
Sec 2- 48
Birth death process
Sec 2- 49
Poisson Distribution
As the number of trials (n) in a binomial experiment
increases to infinity while the binomial mean (np)
remains constant, the binomial distribution becomes
the Poisson distribution.
Example 3-30:
Let np E x , so p n
P X x n
x
p 1 p
x
n x
n
n x
x
1
x n n
e x
x!
Sec 23-9 Poisson Distribution 50
John Wiley & Sons, Inc. Applied Statistics and Probability for Engineers, by Montgomery and Runger.
Poisson Distribution Definition
The random variable X that equals the number
of events in a Poisson process is a Poisson
random variable with parameter > 0, and the
probability mass function is:
e x
f x for x 0,1, 2,3,... (3-16)
x!
In Excel
0.26518 = POISSON(2, 2.3, FALSE)
In Excel
0.1129 = POISSON(10, 11.5, FALSE)
In Excel
0.989948 = 1 - POISSON(0, 4.6, FALSE)
Sec 2- 56
John Wiley & Sons, Inc. Applied Statistics and Probability for Engineers, by Montgomery and Runger.
Sec 2- 57
John Wiley & Sons, Inc. Applied Statistics and Probability for Engineers, by Montgomery and Runger.
Important Terms & Concepts of Chapter 3
Bernoulli trial Mean discrete random variable
Sec 3 Summary 58
John Wiley & Sons, Inc. Applied Statistics and Probability for Engineers, by Montgomery and Runger.