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Negative Binomial Distribution

The document defines and provides examples of four probability distributions: 1) Negative binomial distribution describes the number of trials until a specified number of successes occur and is defined by a probability function. 2) Hypergeometric distribution describes the probability of successes in a sample without replacement from a finite population and is defined by a probability function. 3) Exponential distribution describes the time between events in a Poisson process and has a probability density function defined in terms of a parameter λ. 4) Uniform or rectangular distribution describes a random variable that has equal probability across a fixed interval and is defined by a constant probability density function between two bounds.

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46 views

Negative Binomial Distribution

The document defines and provides examples of four probability distributions: 1) Negative binomial distribution describes the number of trials until a specified number of successes occur and is defined by a probability function. 2) Hypergeometric distribution describes the probability of successes in a sample without replacement from a finite population and is defined by a probability function. 3) Exponential distribution describes the time between events in a Poisson process and has a probability density function defined in terms of a parameter λ. 4) Uniform or rectangular distribution describes a random variable that has equal probability across a fixed interval and is defined by a constant probability density function between two bounds.

Uploaded by

meggie123
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© © All Rights Reserved
We take content rights seriously. If you suspect this is your content, claim it here.
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Negative Binomial Distribution

The probability Pk for repeating an event n times before


obtaining success in k is given as:
P(k) =

C(k-1).pk.q(k-1)

(n-1)

Mean = k/p, Variance = kq/p2


Eg: Find the probability of tossing a coin 9 times before
obtaining 3 heads if the probability of getting head in a
single toss is .
Hypergeometric Distribution
A class contains N students. Let M be the number of
boys, therefore (N-M) would be number of girls. Now if
we draw sample of n students(without replacement),
then the probability of getting k boys out of n
students would be given as
P(k) = [MCk X

Cn-k]/[NCn]

(N-M)

Mean = (nM)/N
Variance = n.[(M)(N-M)(N-n)]/[N.N.(N-1)]
#Not useful for situations when the population size is relatively
large. When the population size is infinitely large there is no
difference between the hypergeometric distribution and binomial
distribution.
Eg: In a class there are 20 students out of which 8 are boys. If 5
students are selected at random, find the probability of getting a)
2 boys b) Atleast 2 boys.

Exponential Distribution
Let >0 be a real number of the random variable X is
said to be exponentially if its PDF is:
f(x) = e-x, 0x
0, otherwise
Mean = 1/
Variance = 1/2
Exponential Distribution describes the gap between
occurrence of two events with uniform distribution in
time: if x is the time variable, x is the expected number
of events in the interval [0,x], then e-x is the probability
of no event in [0,x].
If X is an exponentially distributed random variable, its
CDF is: F(x) = 1 - e-x, 0x
= 0, otherwise
Eg: The Average time that a customer spends at Pizza
shop is 20 mins. Find the probability that a customer has
to spend more than 25 mins in a shop.
Uniform or Rectangular Distribution

f(x) = K, if axb
= 0, otherwise

K = 1/b a
Mean = a+b/2
Variance = (b-a)2/12
When equal probability is assigned to random variable for
all outcomes. Uniform distribution is created when a
random variable x has a constant success rate on the
interval axb and 0 success rate anywhere else.

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