discrete prob distribution
DESCRIPTION
Discrete Prob DistributionTRANSCRIPT
Engineering StatisticsDiscrete Probability Distributions
Course outline
� Random Variables
� Discrete Probability Distributions
� Expected Value and Variance
� Binomial Probability Distribution
� Poisson Probability Distribution
� Hypergeometric Probability Distribution
20
0,05
0,1
0,15
0,2
0,25
0,3
0,35
1 2 3 4 5 6
Random Variable
� A random variable is a numerical description of the outcome
of an experiment.
� The particular numerical value of the random variable
depends on the outcome of the experiment.
� A random variable can be classified as being either discrete
or continuous depending on the numerical values it
assumes.
� A discrete random variable may assume either a finite
number of values or an infinite sequence of values, such as
0,1,2,3……
� A continuous random variable may assume any numerical
value in an interval or collection of intervals, for example
0<X<203
Examples of discrete random variables
Experiment Random Variable (X)
Possible Values
for the Random
Variable
Contact five
customers
Inspect
shipment of
50 pumps
Operate a toll
road in a day
Ferry services
in a day
Number of customers
who place an order
Number of defective
pumps
Number of cars arriving
the tollbooth in a day
Number of passengers
using the ferry services in
a day
0,1,2,3,4,5
1,2,3,…,49,50
1,2,3,…..
1,2,3,…..
4
Discrete random variable
with a finite number of
values
Discrete random variable
with an infinite number
Sequence of values
Continuous Random Variables
� A random variable is continuous if it can assume
any numerical value in an interval or collection of
intervals
� Experimental outcomes that can be described by
continuous random variables:
� Heights, weights, temperature, etc
� Waiting times
� Measurement errors
� Length of life of a particular equipment
5
Discrete Probability Distributions
� The probability distribution for a random variable describes
how probabilities are distributed over the values of the
random variable.
� The probability distribution is defined by a probability
function, denoted by f(x), which provides the probability for each value of the random variable.
� The required conditions for f(x):
f(x) > 0
Σf(x) = 1
� We can describe a discrete probability distribution with a
table, graph, or equation.
6
Example
� Probability distribution for the number of
automobiles sold during a day at DicarloMotors
7
Example
� Graphical Representation of the Probability
Distribution
8
Discrete Probability Distribution
� Discrete uniform probability distribution
� Binomial probability distribution
� Poisson probability distribution
9
Discrete Uniform Probability Distribution
� The discrete uniform probability distribution is the simplest
example of a discrete probability distribution given by a
formula.
� The discrete uniform probability function is:
� Note that ALL values of the random variable are equally likely.
10
Expected Value and Variance
� The expected value, or mean, of a random variable is a measure of its central location.
� The variance summarizes the variability in the values of a random variable.
� The standard deviation, σ, which is the positive square root of the variance.
11
Example
� Expected Value of a Discrete Random Variable
Calculation of the expected value for the number of
automobiles sold during a day at Dicarlo Motors
12
Example
� Variance and Standard Deviation of a Discrete
Random Variable
Calculation of the variance for the number of automobiles
sold during a day at DicarloMotors
13
Binomial Probability Distribution
� Binomial Distribution is one of the most important discrete
distributions. It is associated with a multiple-step experiment
called Binomial Experiment.
� Properties of a Binomial Experiment
1. The experiment consists of a sequence of n identical
trials.
2. Two outcomes, success and failure, are possible on
each trial.
3. The probability of a success, denoted by p, does not
change from trial to trial. (p is fixed)
4. The trials are independent.
14
Binomial Probability Function
15
Example: Martin Clothing Store Problem
Let us consider the purchase decisions of the next
three customers who enter the Martin Clothing
Store. On the basis of past experience, the store
manager estimates the probability that any one
customer will make a purchase is 0,30.
What is the probability that two of the next three
customers will make a purchase?
16
Example: Martin Clothing Store Problem
Using Tree� S to denote success (a purchase) and F to denote failure (no
purchase), we are interested in experimental outcomes involving
two successes in the three trials (purchase decisions).
� Checking the four requirements for a binomial experiment, we
note that:
� The experiment can be described as a sequence of three identical trials, one
trial for each of the three customers who will enter the store.
� Two outcomes – the customer makes a purchase (success) or the customer
does not make a purchase (failure) – are possible for each trial.
� The probability that the customer will make a purchase (0,30) or will not
make a purchase (0,70) is assumed to be the same for all customers.
� The purchase decision of each customer is independent of the decisions of
the other customers
17
Example: Martin Clothing Store Problem
Using Tree Diagram
18
Example: Martin Clothing Store Problem
Using Tree Diagram
19
Example: Martin Clothing Store Problem
20
Example: Martin Clothing Store Problem
21
Example: Martin Clothing Store Problem
22
Example: Martin Clothing Store Problem
23
Example: Martin Clothing Store Problem
24
Example
25
Binomial Probability Distribution
� Expected Value
E(x) = µ = np
� Variance
Var(x) = σ 2 = np(1 - p)
� Standard Deviation
26
)1()(SD pnpx −== σ
Example: Martin Clothing Store problem
27
Example
� Sebuah pabrik menemukan bahwa secara rata-
rata 20% dari baut yang diproduksi oleh sebuah
mesin akan mengalami penyimpangan dari
persyaratan yang dispesifikasikan (cacat). Jika 10
baut dipilih secara acak dari produksi harian
mesin ini, maka hitunglah probabilitas:
� Tepat dua baut akan cacat
� Minimal dua baut akan cacat
28
Poisson Probability Distribution
� The Poisson random variable X is used for
determining the number of occurrences of
specified event in a particular time interval or
space.
� Examples:
� Number of arrivals at a car wash in one hour
� Number of machine breakdowns in a day
� Number of repairs needed in 10 miles of highway
� Number of leaks in 100 miles of pipeline.
29
Poisson Probability Distribution
� Properties of a Poisson Experiment
1. The probability of an occurrence is the same for any two
intervals of equal length.
2. The occurrence or non-occurrence in any interval is
independent of the occurrence or non-occurrence in any
other interval.
30
Example
� Using the Poisson Probability Function
The average machine breakdowns during their operation is
three per week. Find the probability of exactly one machine
breakdown during a week.
Other time interval also can be used. For example, what is
exactly one machine breakdown during two weeks?
31
���� =� � � −�
�!=
31� −3
1!
= 3�−3 = 0,1493
Example
� Using the Table of Poisson Probabilities
The average machine breakdowns during their operation is three
per week. Find the probability of exactly one machine breakdown
during a week.
32
Example
33
Unit consistency in probabilities calculation
� Example:
� Average machine breakdown during their
operation is three per week
� Average machine breakdown during their
operation within two weeks is six machines
� Average machine breakdown during their
operation within five weeks is fifteen machines
34
Example
� Using the Poisson Probability Function
The average machine breakdowns during their operation is
three per week. Find the probability of exactly 10 machines
breakdown during five weeks.
� � =�����
�!=
15�����
10!= 0.0486
35
Example
� Karena kurangnya pengawasan saat penggelaran pipa,
diketahui bahwa kejadian kebocoran pipeline diketahui
mengikuti distribusi Poisson dengan rata-rata adalah 0,7
kebocoran setiap 10 km pipa. Dari informasi tersebut
hitunglah:
� Peluang dalam 20 km pipa terjadi kurang dari 2 kebocoran.
� Peluang dalam 20 km pipa terjadi lebih dari 2 kebocoran.
� Peluang dalam 50 km pipa tidak terjadi kebocoran pipa sama
sekali.
36
Hypergeometric Probability Distribution
� The hypergeometric distribution is closely related to the
binomial distribution.
� With the hypergeometric distribution, the trials are not
independent, and the probability of success changes from
trial to trial.
37
Mean and Variance
� Mean
� Variance
38
Example: Ontario Electric
39
Example: Ontario Electric
40
Example: Ontario Electric
41
References
� Anderson, Sweeney, Williams., Statistics for
Business and Economics, 11th Edition., West
Publishing Company, 2011.
� Statistics for Business and Economics., Slides
Prepared by John S. Loucks St. Edward’s
University,South-Western/Thompson Learning
42