Binomial and Poisson

Distributions
 Introduction
•In  the previous chapters, we have discussed the probability of particular
events. In many problems the ordinary laws of probability do not help to
compute the probability of an event. For example if a coin is tossed 20 times,
the number of possible outcomes will be and suppose we have to find the
probability of getting heads. Practically it its difficult to write down the
sample space. Hence ordinary law(s) of probability do not help to answer this
question. Thus a special type of method is needed to find the required
probability. In such cases binomial distribution helps to find the probability of
required event. In addition to this there are occasions where the number of
trails is very large and the probability of occurrence of an event is very small.
In such cases binomial distribution takes a new form known as Poisson
distribution. It may be remembered that both binomial and Poisson
distributions are discrete type of distributions.
 Binomial Distribution
When a variable that has outcomes or values that tend to vary from observation
to observation because of chance related factors, it is called a random variable.
Some random variables can take on many values such as:
i) An individual’s test score can be any of the values say from 0 to 100.
ii) An individual can have any of the four martial status: single, married,
widowed and divorced. An individual can be 1 to 4 states.
There are variables which may have one of the two possible values or outcomes.
iii) Manufactured product is either defective or non defective.
iv) Answers in a test may be true or false.
v) Aiming at target that comes in success or failure.
vi) Tossing a coin comes in H or T.
 Binomial Distribution
If variable has only two possible outcomes and if the probability of those
outcomes does not change for each trail then the variable is called a
“Binomial Variable”. For example the result of tossing a coin is a binomial
variable since probability of head and trail remains same for each toss.
The binomial distribution possesses the following properties:
i) The experiment consists of n repeated trails.
ii) Each trial results in an outcome that may be classified as success or
failure.
iii) The probability of success, denoted by p remains constant from trail to
trial.
iv) The repeated trails are independent.
 Binomial Distribution
•To  compute the binomial distribution, it is necessary to specify n; number of
trails x; the number of success, and p; the probability of success on each
trails.
The probability for binomial distribution is given by:
n
Cx
Where, be the probability of an event that fails to occur.

Note: This distribution was developed

n by Bernoulli. Since this distribution
consists of binomial co-efficient C x . Hence it is known as binomial
distribution.
 Bernoulli Trails: Assignment of Probabilities
•Suppose
  that then We want to determine the probability of getting 3 success
in each 4 trails. There are 4 ways of getting exactly 3 successes out of 4 trails.

Arrangements Probability
SSSF (0.6)(0.6)(0.6)(0.4)=0.0864
SSFS (0.6)(0.6)(0.4)(0.6)=0.0864
SFSS (0.6)(0.4)(0.6)(0.6)=0.0864
FSSS (0.4)(0.6)(0.6)(0.6)=0.0864
Total 0.3456
 Bernoulli Trails: Assignment of Probabilities
This
•   is to be generalized by taking two things into consideration.
i) The number of ways the outcome can occur.
ii) The probability of one of these ways.
The number of ways of outcomes of which x are success and are failure in n trials is the
permutation of xn objects of one kind objects of another kind and is given by . The
C
probability of one ofx these ways is

Thus,
Using the binomial distribution, we obtain
P( X  x)  Cx p x q n x
n

With 4
C3

This is the same result as given above.

 Theorem
•Prove
  that Binomial distribution is a probability distribution.
Proof: we have to show that

n
  nC x p x q n  x
x 0
n
  Cx p  1  p 
n x
n x
where q  1  p
x 0

 nC0 p 0  1  p   nC1 p1  1  p   nC 2 p 2  1  p   ...  nCn p n  1  p 

n n 1 n 2 n n

  1  p   C1 p  1  p 
n n 1
n
 ...  p n
  1 p  p
n
by binomial exp ansion.
1
 The Mean and Variance of a Binomial Random
Variable
•We
  know that the mean of a random variable is defined as
n
   x nC x p x q n  x
x 0
n
n
C1 C2

Hence,
 The Mean and Variance of a Binomial Random
Variable
•Similarly,
  the variance of random variable is given by
n
E  X    x 2 nC x p x q n  x
2

Where, x 0
n Replace by , we obtain
E  X 2     x  x( x  1) nC x p x q n  x
x 0
n n
  x Cx p q n x n x
  x  x  1 nC x p x q n  x
x 0 x 0
n n
n! n!
x p q   x  x  1
x n x
p x q n x
x 1 x ! n  x  ! x2 x ! n  x  !

 np  x
n
 n  1 !
p q   n  n  1 p 
x 1 n  x 2
n
 n  2  ! p x2q n x
x 1  x  1 ! n  x  ! x  2  x  2  ! n  x  !

 np  q  p   n  n  1 p 2  q  p 
n 1 n2

E  X 2   np  n 2 p 2  n 2 p 2
 The Mean and Variance of a Binomial Random
Variable
• 
Hence,
 Example 01
•The
  life length X of a certain type of resistor has a probability density
function given by,

With measurement of hundreds of hours. If five such resistors are

operating independently in a system, find the probability that at least one
will fail before 500 hours have elapsed.
 Solution
•Solution:
 

Now,
 Example 02
•   probability of passing soil compaction test is 0.80. If 15 tests were performed at
The
random, find the probability that
i) Exactly 5 compaction tests are passed
ii) From 3 to 5 compaction tests are passed
Solution: Here , and , then by binomial distribution,
n
Cx
15
C5

15
Now, C3
15
C4
15
C5
Hence,
 Example 03
•Large
  consignments of computer components are inspected for defectives by
means of a sampling system. Ten components are examined and the lot is to be
rejected if two or more are found to be defective. If a consignments contains
exactly 5% defectives. What is the probability that the consignments is
(i) Accepted ii) Rejected
Solution: ,
i) Now the consignment is accepted if

Where, n
Cx
10
C0
 Solution
n
•And
  Cx
10
C1

Thus the probability that the consignment is accepted.

ii) The consignment is rejected if

 Poisson Distribution
Experiments yielding numerical values of a random variable X, the number of
outcomes occurring during a given time interval or in a specified region, are
often called as Poisson experiments. The given time interval may be of any
length, such as a minute, a day, a week or a year.

Examples:
i) The number of accidents per year in a particular factory.
ii) The number of faults in a length of cable.
iii) The number of cars crossing a bridge per hour in country side.
 Poisson Distribution
•The
  number X of outcomes occurring in a Poisson experiment is called a
Poisson random variable and its probability distribution is called Poisson
distribution. The Poisson probability distribution depends on , the average
number of outcomes occurring in a given time interval and is given by
for
Where is a positive real number and
This distribution was first developed by French mathematician Simeon D.
Poisson (1781-1840).
Note: A Poisson random variable has a (countably) infinite number of
possible values that are all non negative integars.
 Theorem
•Prove
  that Poisson distribution is a probability distribution.
Proof: we have to show that sum of the probabilities is equal to 1, that is,

Now,

Hence Poisson distribution is a probability distribution.

The Mean and Variance of a Poisson Random Variable
•Suppose
  random variable has a Poisson distribution with parameter . Then
the mean and variance of can be obtained from the formula.

Proof:
 The Mean and Variance of a Poisson Random Variable
•And
 

Thus,
Hence,
 Example 04
•In  a thin copper wire, suppose that the number of flaws follows a Poisson
distribution with a mean of 2.3 flaws per millimeter,
i) Determine the probability of exactly two flaws in 1 millimeter of wire.
ii) Determine the probability of 10 flaws in 5 millimetres of wire.
iii) Determine the probability of at least one flaw in 2 millimeter of wire.
Solution: i) Let denote the number of flaws in one millimeter of wire then,

ii) Average number of flaws per millimeter of wire is 2.3. Then the average
number of flaws in 5 millimetres of wire is 2.3(5)=11.5
Thus,
 Solution
•iii)
  Let denote the number of flaws in two millimeter of wire.
Hence,
 Poisson Approximation to the Binomial Theorem
•When
  n is large, the binomial probability formula can be impractical to use
because of computational difficulties. Therefore, methods have been developed
that permit us to approximate binomial probability using formulas that are easy
to work with. One of those methods employs the Poisson probability formula
and applies when n is large and p is small (as a rule of thumb, we will require
that and ).
In such cases we use Poisson distribution with parameter to approximate the
binomial distribution.
Hence,
 Example 05
•Ten
  percent of tools produced in a certain manufacturing process turn out
to be defective. Find the probability that in a sample of 10 tools chosen at
random
i) Exactly two will be defective.
ii) More than one will be defective.
Solution: Probability of defective tools and given
Using Poisson Probability formula

Where
i)
 Solution
•ii) 
Where,

Hence