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Lecture 03

This document covers the distribution of discrete random variables, focusing on probability distributions such as binomial and Poisson distributions. It explains key concepts like random variables, frequency distributions, and provides formulas and examples for calculating probabilities and expected values. The document also highlights the differences between binomial and Poisson distributions and their applications in real-world scenarios.
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0% found this document useful (0 votes)
5 views33 pages

Lecture 03

This document covers the distribution of discrete random variables, focusing on probability distributions such as binomial and Poisson distributions. It explains key concepts like random variables, frequency distributions, and provides formulas and examples for calculating probabilities and expected values. The document also highlights the differences between binomial and Poisson distributions and their applications in real-world scenarios.
Copyright
© © All Rights Reserved
We take content rights seriously. If you suspect this is your content, claim it here.
Available Formats
Download as PDF, TXT or read online on Scribd
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PLAN 193: STATISTICS I

Lecture Three: Distribution of


Discrete Random Variable

Md Waliullah

Lecturer, URP, BUET


Office: Room-004, Architecture Building, BUET
E-mail: waliullah@urp.buet.ac.bd
1
Today's Lesson

✓ Probability Distribution

✓ Binomial Distribution

2
Key Concepts

✓ Random Variable
o Is a variable that contains the outcomes of a chance experiment

✓ Discrete Random Variable


o Set of all possible values is at most a finite or a countably infinite number of
possible values
o In example, counting the number of people who arrive at a store during a five
minutes period

✓ Continuous Random Variable


o Takes on values at every point over a given interval.
o In example, measuring the time required to complete a task

3
Key Concepts

✓ The outcomes for random variables and their associated probabilities can be
organized into distributions.

o Discrete distribution (i.e. Binomial distribution; Poisson distribution)

o Continuous distribution (i.e. Normal distribution)

4
Key Concepts

✓ A discrete probability can take on only a limited no. of values, which can be listed.
o Example:
o Coin toss experiment.
o The probability that a baby born in a given month (there are only 12
possible values)
✓ In continuous probability distribution, the variable under consideration is allowed
to take on any value within a given range, so we can not list all the possible
values.
o Example: Examining level of effluent in a variety of streams.

5
Frequency Distribution and Probability Distribution

✓ A frequency distribution is a listing of the observed frequencies of all the


outcomes of an experiment that actually occurred when the experiment was
done.

✓ A probability distribution is a listing of the probabilities of all the possible


outcomes that could result if the experiment were done.

6
Frequency Distribution and Probability Distribution
✓ Probability of entering cars in a certain point is shown in the following table:

x P (x) x. P(x) (𝑥 − µ) 2 (𝑥 − µ) 2. P(x)


0 .37 0 (0-1.15) 2 (1.32) . 37
1 .31 .31 (1-1.15) 2 (0.02) .31
2 .18 .36 (2-1.15) 2 Calculate
3 .09 .27 (3-1.15) 2 Calculate
4 .04 .16 (4-1.15) 2 Calculate
5 .01 .05 (5-1.15)2 Calculate

✓ Mean or expected value, µ = ∑[x. P(x)] 1.15


✓ Variance 𝞼2 =∑[(𝑥 − µ)2 . P(x)] 1.41
✓ Standard deviation, 𝞼 = ∑[(𝑥 − µ)2 . P(x)] 1.19
7
CLASS BREAK!!

5 minutes
Binomial Distribution

9
Binomial Distribution
✓ The binomial distribution is a probability distribution that summarizes the likelihood
that a value will take one of two independent values under a given set of parameters
or assumptions.
✓ The trials are independent- the outcome of one trial will not affect the outcome of the
other trials.
✓ For each trial, there are two mutually exclusive outcomes, a binary random variable.
o Example: head or tail in each toss of a coin; defective or not defective light bulb
o Generally called “success” and “failure”
o Probability of success is p, probability of failure is 1 – p
✓ Constant probability for each observation
o Example: Probability of getting a tail is the same each time we toss the coin
10
Binomial Formula
✓ For a new-born baby, there is a 49% chance that it is girl. What are the chances
that 2 out of 3 new-borns are girls?

✓ We can compute this by listing all the possibilities (total enumeration):

P(2 out of 3 are girls) = P(GGB) + P(GBG) + P(BGG) Addition Rule

=P(G)*P(G)*P(B)+ P(G)*P(B) *P(G)+P(B)*P(G)*P(G) Multiplication Rule

= 0.49*0.49*0.51+ 0.49*0.51*0.49+ 0.51*0.49*0.49

= (0.49)2 * (.51)1 + (0.49)2 * (.51)1 + (0.49)2 * (.51)1

= 3 * (0.49)2 * (.51)1

11
Binomial Formula

𝑥 𝑛−𝑥
P (x) =nCx . 𝑝 . 𝑞

Where, n = the number of trials (or the number of being sampled)


x = the number of success desired
p = the probability of getting a success in one trial
q = 1-p = the probability of getting failure in one trial

12
Binomial Distribution: Example 1
✓ Take the example of 5 coin tosses. What’s the probability that you flip
exactly 3 heads in 5 coin tosses?
Outcome Probability
THHHT (1/2)3 x (1/2)2
HHHTT (1/2)3 x (1/2)2
TTHHH (1/2)3 x (1/2)2
HTTHH (1/2)3 x (1/2)2 The probability of
ways to
 
5
arrange 3
HHTTH (1/2)3 x (1/2)2 each unique outcome
  heads in
HTHHT
THTHH
(1/2)3 x (1/2)2
(1/2)3 x (1/2)2
(note: they are all
 3 5 trials HTHTH
HHTHT
(1/2)3 x (1/2)2
(1/2)3 x (1/2)2
equal)

THHTH (1/2)3 x (1/2)2


10 arrangements x (1/2)3 x (1/2)2

5C3 = 5!/3!2! = 10 5


P(3 heads and 2 tails) =   * P(heads)3 * P(tails)2
 3
= 10 * (½) = 31.25%
5
13
Binomial Distribution: Example 2
✓ Imagine there is a polls on Jan. 30, you ask a representative random sample of 6 voters
if they voted for “A”. If the true percentage of voters who vote for “A” is 55.1%, what
is the probability that, in your sample, exactly 2 voted for “A” and 4 did not?
Outcome
IINNNN
ININNN
 
6
  INNINN 15 arrangements
 2 INNNIN
ways to ……..
arrange 2
NNNNII
“A” votes
among 6
voters
P(2 yes votes exactly)

6 (
=    .551)  (.449) = 18.5%
2 4

2
14
Binomial Distribution: Example 3

✓ If I toss a coin 20 times, what’s the probability of getting 2 or fewer heads

 20  20!
  (.5) 0
(. 5) 20
= (.5) 20 = 9.5 x10−7 +
0 20!0!
 20  20!
  (.5)1
(.5 )19
= (.5) 20 = 20 x9.5 x10−7 = 1.9 x10−5 +
1 19!1!
 20  20!
 (.5) (.5) =
2 18
(.5) 20 = 190x9.5 x10−7 = 1.8 x10−4
2 18!2!
= 1.8 x10−4

15
Binomial Distribution: Example Using Binomial Table

✓ According to information resources, which publishes data on market share for


various products, Oreo control about 10% of the market for cookie brands.
Suppose 20 purchasers of cookies are selected randomly from the population.
What is the probability that fewer than 11 purchasers choose Oreos?

✓ n = 20, p=0.10 and x <11

16
Mean and Standard Deviation of A Binomial Distribution

✓ 40% of all graduate students at a university are women. If 15 sample students are
selected randomly many times, what is the expected value or long-run average or
mean of them being women? What is the standard deviation?
o n = 15, p=0.40
o Mean  = np Mean = 15* 0.40 = 6
o Standard dev. =  = np(1 − p) Standard dev. = 15 ∗ 0.40 ∗ 0.60
= 1.897

Interpretation:
If 40% of all graduate students at a university are women and if random samples of
15 students are selected many times, the expectation is that, on average, 6 of 15
students would be women
17
Today's Lesson

✓ Poisson Distribution

✓ Lecture 04

18
Poisson Distribution

19
Poisson Distribution

✓ Instead of the probability of an event, Poisson distribution requires knowing


how often it occurs for a specific period of time or distance.
✓ The Poisson distribution focuses only on the frequency with which an event
occurs in a specific interval.

Example:
o A binomial experiment might be used to determine how many U.S.-made
cars are in a random sample of 20 cars.
o A Poisson experiment might focus on the number of cars randomly arriving
at an automobile repair facility during a 10-minute interval.

20
Poisson Distribution

✓ A Poisson distribution is a discrete probability distribution.


✓ It gives the probability of an event happening a certain number of times (k) within a
given interval of time or space.
✓ The Poisson distribution has only one parameter, λ (lambda), which is the mean
number of events.

Poisson Distribution can be used if:


o Individual events happen at random and independently. That is, the probability
of one event doesn’t affect the probability of another event.
o You know the mean number of events occurring within a given interval of time or
space. This number is called λ (lambda) and is assumed to be constant.
21
Poisson Distribution

✓ In general, Poisson distributions are often appropriate for count data.


✓ Count data is composed of observations that are non-negative integers (i.e., numbers
that are used for counting, such as 0, 1, 2, 3, 4, and so on).

Consider the following examples:


o The no. of cars arriving at a CNG station.
o The number of accidents at any intersection.
o The number of fire incidents at any area.
o The frequency of thunderstorms at any area.

22
Poisson Distribution: Formula

λk e−λ
𝑃(X = k) =
k!
Where:
o X is a random variable following a Poisson distribution
o k is the number of times an event occurs
o P(X = k) is the probability that an event will occur k times
o e is Euler’s constant (approximately 2.718)
o λ is the average number of times an event occurs
o ! is the factorial function

23
Poisson Distribution: Formula

✓ Mean:  =
✓ For the Poisson random variable the mean and variance are the same.

✓ Standard deviation: = 

24
Poisson Distribution: Example 1

Suppose, Dengue Virus in Bangladesh are occurring at a rate of about 2 per month,
then what’s the probability that exactly 4 cases will occur in the next months?

(2)4 𝑒 −(2)
P(X = 4 in next months) = = 9.02%
4!

✓ Exactly 4 cases in the next 3 months?

(2 ∗ 3)4 𝑒 −(2∗3) 64 𝑒 −(6)


P(X = 4 in 3 months) = = = 13.4%
4! 4!

25
Poisson Distribution: Example 2

1a. If calls to your cell phone are a Poisson process with a constant rate =2 calls per
hour, what’s the probability that, if you forget to turn your phone off in a 1.5 hour class,
your phone rings during that time?

P(X≥1)=1 – P(X=0)

(2 * 1.5) 0 e −2(1.5) (3) 0 e −3


P( X = 0) = = e −3 = .05
0! 0!
P(X≥1)=1 – .05 = 95% chance

1b. How many phone calls do you expect to get during the class?

E(X) = t = 2(1.5) = 3

26
Poisson Distribution: Practice
Bank customers arrive randomly on weekday afternoons at an average of 3.2
customers every 4 minutes. What is the probability of having more than 7 customers
in a 4-minute interval on a weekday afternoon?

27
Poisson Distribution: Example 3
✓If hailstorm occur randomly with a mean of 1.23 per year,
o The likelihood of no storm during a given year is 0.2923 (29%). That is, in about 29 years out of
100, no hailstorm will occur.

o The highest probability occurs at a frequency of 1 hailstorm per year (0.3605) or about 36 years
out of 100.
0.40
0.3605
0.35
Poisson probability

0.2923
0.30
0.25 0.221 λk e−λ
0.20
𝑃(X = k) =
k!
0.15
0.0909
0.10
0.05 0.0279
0.0067
0.00
0 1 2 3 4 5+
28
Number of hailstorms per year
Poisson Distribution

✓ We want to know the probability of experiencing any event-


o That are uncertain in nature,
o Varies greatly from year to year,
o Varies greatly from region to region.

✓ Then we can take informed decisions and protect our resources.

29
Poisson Distribution

30
Comparison with Binomial distribution

✓ A special property of the Poisson distribution is that the variance equals the mean.

31
Acknowledgment

Ms. Sadia Afroj


Assistant Professor
Department of Urban and Regional Planning, BUET

32
Thank You!!!

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