The Binomial, Poisson,

and Normal Distributions

 Probability distributions
 We use probability 100

distributions because 80

they work –they fit lots 60

of data in real world 40

20 Std. Dev = 14.76

Mean = 35.3
0 N = 713.00

Ht (cm) 1996

Height (cm) of Hypericum cumulicola

at Archbold Biological Station
 Random variable
 The mathematical rule (or function) that
assigns a given numerical value to each
possible outcome of an experiment in the
sample space of interest.
 Random variables
 Discrete random variables

 Continuous random variables

 The Binomial Distribution
Bernoulli Random Variables
 Imagine a simple trial with only two possible outcomes
 Success (S)
 Failure (F)

 Examples
 Toss of a coin (heads or tails)
Jacob Bernoulli (1654-
 Sex of a newborn (male or female) 1705)
 Survival of an organism in a region (live or die)
 The Binomial Distribution
Overview

 Suppose that the probability of success is p

 What is the probability of failure?

 q=1–p

 Examples
 Toss of a coin (S = head): p = 0.5  q = 0.5

 Roll of a die (S = 1): p = 0.1667  q = 0.8333

 Fertility of a chicken egg (S = fertile): p = 0.8  q = 0.2
 The Binomial Distribution
Overview

 Imagine that a trial is repeated n times

 Examples
 A coin is tossed 5 times

 A die is rolled 25 times

 50 chicken eggs are examined

 Assume p remains constant from trial to trial and that the trials
are statistically independent of each other
 The Binomial Distribution
Overview

 What is the probability of obtaining x successes in n trials?

 Example
 What is the probability of obtaining 2 heads from a coin
that was tossed 5 times?

P(HHTTT) = (1/2)5 = 1/32

 The Binomial Distribution
Overview

 But there are more possibilities:

HHTTT HTHTT HTTHT HTTTH

THHTT THTHT THTTH
TTHHT TTHTH
TTTHH

P(2 heads) = 10 × 1/32 = 10/32

 The Binomial Distribution
Overview

 In general, if trials result in a series of success and failures,

FFSFFFFSFSFSSFFFFFSF…

Then the probability of x successes in that order is

P(x) = q  q  p  q  
= px  qn – x
 The Binomial Distribution
Overview

 However, if order is not important, then

P(x) = n! px  qn – x
x!(n – x)!

n!
where is the number of ways to obtain x successes
x!(n – x)!
in n trials, and i! = i  (i – 1)  (i – 2)  …  2  1
 The Binomial Distribution
Overview
Bin(0.3, 5)
Bin(0.1, 5)
0.4
0.8
0.3
0.6
0.2
0.4
0.2
0.1
0 0
0 1 2 3 4 5
0 1 2 3 4 5

Bin(0.5, 5)

0.4
0.3
0.2
0.1
0
0 1 2 3 4 5
Bin(0.9, 5)
Bin(0.7, 5)
0.8
0.4
0.6
0.3
0.4
0.2
0.2
0.1
0
0
0 1 2 3 4 5
0 1 2 3 4 5
 The Poisson Distribution
Overview
 When there is a large number of
trials, but a small probability of
success, binomial calculation
becomes impractical
 Example: Number of deaths
from horse kicks in the Army in
different years
Simeon D. Poisson (1781-
1840)
 The mean number of successes
from n trials is µ = np
 Example: 64 deaths in 20 years
from thousands of soldiers
 The Poisson Distribution
Overview

 If we substitute µ/n for p, and let n tend to infinity, the

binomial distribution becomes the Poisson distribution:

e -µµx
P(x) =
x!
 The Poisson Distribution
Overview

 Poisson distribution is applied where random events in space

or time are expected to occur

 Deviation from Poisson distribution may indicate some degree

of non-randomness in the events under study

 Investigation of cause may be of interest

 The Poisson Distribution
Emission of -particles

 Rutherford, Geiger, and Bateman (1910) counted the number

of -particles emitted by a film of polonium in 2608
successive intervals of one-eighth of a minute
 What is n?

 What is p?

 Do their data follow a Poisson distribution?

 The Poisson Distribution
Emission of -particles
No. -particles Observed
 Calculation of µ: 0 57
1 203
2 383
µ = No. of particles per interval 3 525
4 532
= 10097/2608 5 408
= 3.87 6 273
7 139
8 45
 Expected values: 9 27
10 10
11 4
2680  P(x) = 2608  e -3.87
(3.87) x
12 0
13 1
x! 14 1
Over 14 0
Total 2608
The Poisson Distribution
Emission of -particles
No. -particles Observed Expected
0 57 54
1 203 210
2 383 407
3 525 525
4 532 508
5 408 394
6 273 254
7 139 140
8 45 68
9 27 29
10 10 11
11 4 4
12 0 1
13 1 1
14 1 1
Over 14 0 0
Total 2608 2680
The Poisson Distribution
Emission of -particles

Random events

Regular events

Clumped events
 The Poisson Distribution
0.1 0.5

1 1
0.8 0.8
0.6 0.6
0.4 0.4
0.2 0.2
0
6
0

1
0.8
0.6
0.4
0.2
0
1 2

1 1
0.8 0.8
0.6 0.6
0.4 0.4
0.2 0.2
0 0
 The Expected Value of a Discrete
Random Variable

n
E ( X )   ai pi a1 p1  a2 p2  ...  an pn
i 1
The Variance of a Discrete Random
Variable

 ( X )  E  X  E ( X )
2 2

2
n
 n

  pi  ai   ai pi 
i 1  i 1 
 Uniform random variables
 The closed unit interval, which contains all
numbers between 0 and 1, including the two
end points 0 and 1
0.2
1 / 10,0  x  10 
Subinterval [3,4]
Subinterval [5,6]
f ( x)   
0.1
 0, otherwise 
P(X)

The probability
0 density function
0 1 2 3 4 5 6 7 8 9 10
X
The Expected Value of a continuous
Random Variable

E ( X )   xf ( x ) dx
For an uniform random variable
x, where f(x) is defined on the
interval [a,b], and where a<b,

(b  a ) 2
E ( X )  (b  a ) / 2 and  (X ) 
2

12
 The Normal Distribution
Overview
 Discovered in 1733 by de Moivre as an approximation to the
binomial distribution when the number of trails is large
Abraham de
 Derived in 1809 by Gauss
Moivre (1667-
1754)
 Importance lies in the Central Limit Theorem, which states that
the sum of a large number of independent random variables
(binomial, Poisson, etc.) will approximate a normal distribution

 Example: Human height is determined by a large number of

factors, both genetic and environmental, which are additive in
their effects. Thus, it follows a normal distribution.

Karl F. Gauss
(1777-1855)
 The Normal Distribution
Overview

 A continuous random variable is said to be normally

distributed with mean  and variance 2 if its probability
density function is
1 (x  ) /2
2 2

f (x) = e
2

 f(x) is not the same as P(x)

 P(x) would be 0 for every x because the normal distribution
x2
is continuous
 However, P(x1 < X ≤ x2) =
 x1f(x)dx
The Normal Distribution
Overview

0.45

0.40

0.35

0.30

0.25
f (x )

0.20

0.15

0.10

0.05

0.00
-3 -2.5 -2 -1.5 -1 -0.5 0 0.5 1 1.5 2 2.5 3

x
The Normal Distribution
Overview

0.45

0.40

0.35

0.30

0.25
f (x )

0.20

0.15

0.10

0.05

0.00
-3 -2.5 -2 -1.5 -1 -0.5 0 0.5 1 1.5 2 2.5 3

x
The Normal Distribution
Overview

Mean changes Variance changes

 The Normal Distribution
Length of Fish

 A sample of rock cod in Monterey Bay suggests that the mean

length of these fish is  = 30 in. and 2 = 4 in.

 Assume that the length of rock cod is a normal random

variable

 If we catch one of these fish in Monterey Bay,

 What is the probability that it will be at least 31 in. long?
 That it will be no more than 32 in. long?

 That its length will be between 26 and 29 inches?

 The Normal Distribution
Length of Fish
 What is the probability that it will be at least 31 in. long?

0.25

0.20

0.15

0.10

0.05

0.00
25 26 27 28 29 30 31 32 33 34 35

Fish length (in.)

 The Normal Distribution
Length of Fish
 That it will be no more than 32 in. long?

0.25

0.20

0.15

0.10

0.05

0.00
25 26 27 28 29 30 31 32 33 34 35

Fish length (in.)

 The Normal Distribution
Length of Fish
 That its length will be between 26 and 29 inches?

0.25

0.20

0.15

0.10

0.05

0.00
25 26 27 28 29 30 31 32 33 34 35

Fish length (in.)

 Standard Normal Distribution
 μ=0 and σ2=1

5000

4000

3000

2000

1000

0
-6 -4 -2 0 2 4
 Useful properties of the normal
distribution
1. The normal distribution has useful
properties:
 Can be added E(X+Y)= E(X)+E(Y)
and σ2(X+Y)= σ2(X)+ σ2(Y)
 Can be transformed with shift and
change of scale operations
Consider two random variables X and Y
Let X~N(μ,σ) and let Y=aX+b where a and b area
constants
Change of scale is the operation of multiplying X by a
constant “a” because one unit of X becomes “a” units
of Y.
Shift is the operation of adding a constant “b” to X
because we simply move our random variable X “b”
units along the x-axis.
If X is a normal random variable, then the new random
variable Y created by this operations on X is also a
random normal variable
 For X~N(μ,σ) and Y=aX+b

 E(Y) =aμ+b
 σ2(Y)=a2 σ2
 A special case of a change of scale and shift
operation in which a = 1/σ and b =-1(μ/σ)
 Y=(1/σ)X-μ/σ
 Y=(X-μ)/σ gives
 E(Y)=0 and σ2(Y) =1
 The Central Limit Theorem
 That Standardizing any random variable that
itself is a sum or average of a set of
independent random variables results in a new
random variable that is nearly the same as a
standard normal one.
 The only caveats are that the sample size must
be large enough and that the observations
themselves must be independent and all drawn
from a distribution with common expectation
and variance.
Exercise

Location of the
measurement