Example 3.6 A fair coin is tossed twice. Let X be the number of heads that are observed. a. Construct the probability distribution of X. b. Find the probability that at least one head is observed. Solution: a, The possible values that X can take are 0, 1, and 2. Each Of these numbers corresponds to an event in the sample space $ = {hh, ht, th, tt} of equally likely outcomes for this experiment: X= Oto {tt}, x=1 to {ht, th}, and x= 2 to {hh} . the probability of each of these events, hence of the corresponding value of X, can be found simply by counting, to give 0 P(z)|025 This table is the probability distribution of X. b. “At least one head” is the event X= 1, which is the union of the mutually exclusive events X= 1. and X= 2. Thus) P(X>1) = P(1) + P(2) = 0.50 + 0.25 = 0.75Example 3.7 A pair of fair dice is rolled. Let X denote the sum of the number of dots on the top faces. a. Construct the probability distribution of X. b. Find P(x2 9). . Find the probability that X takes an even value. Solution: The sample space of equally likely outcomes is 11 12 13 14 15 16 21 22 23 24 25026 31 32 33 34 35 36 41 42 48 44 45 46 5152 53 54 55 56 G1 62 63 64 65 66 a. The possible values for Xare the numbers 2 through 12. X= 2 is the event {11}, so P (2) =1/36.X=3 isthe event {12,21}, so P (3) = 2 / 36. Continuing this way we obtain the table P(x=2) means probability that sum of two numbers is 2 2 |23 6 10 11 12 Ol) % mw This table is the probability distribution of x. ela dela dela Solo elo ro] b, The event Xz 9is the union of the mutually exclusive events X= 9, X= 10, X= 11, and X= 12. Thus +342 36” 36 P(X > 9) = P(9) + P(10) + P(11) + P(12) a181 ¢. Before we immediately jump to the conclusion that the probability that X takes an even value must be 0.5, note that X takes six different even values but only five different odd values. We compute P(Xiseven) = P(2) + P(4) + P(6) + P(8) + P(10) + P(12) 3 3 8 =mtutwta tat w= 052 ¥ Fall 78% 11:37 doc (5),pdf Q a Example 3.16 A discrete random variable X has the following probability distribution: ze i|1014 P(z)|0.2 0.5 @ 0.1 Compute each of the following quantities. aa b. P(0). ¢. P(X > 0). d. P(X 2 0). e. P(X <-2). f. The mean p of X. g. The variance a” of X. h. The standard deviation g of X. Solution: a. Since all probabilities must acid up to 1, = 1 — (0.2 +0.5 + 0.1) = 0.2. b, Directly from the table, P (0) 0.5. From the table, P(X > 0) = P(1) + P(4) = 0.2 +0.1 = 0.3. From the table, P(X > 0)= P(0) + P() + P(4) = 0.5 40.2 +0.1= 0.8. Since none of the numbers listed as possible values for X is less than or equal to -2, the event Xs -2 is impossible, so P(X <-2) = 0. Using the formula in the definition of 1, = Be P(x) =(-1)-0.240-0.541-0.2+4-0.1=04 Using the formula in the definition of a? and the value of « that was just computed, o? = B(@— p)? P(x) = (-1~— 0.4)" - 0.2 + (0 — 0.4)? - 0.5 + (1 — 0.4)? - 0.2 + (4— 0.4)? -0.1 = 1.84 Using the result of part (g), 0 = /T.84 = 1.3565, 87Poisson Random Variable A Poisson random variable is a type of discrete probability distribution that models the number of occurrences of a rare event in a fixed interval of time or space. It is named after the French mathematician Siméon Denis Poisson. For example, the number of phone calls received by a customer serVite center in a given hour, the number of cars passing through a highway in a minnte, or the number of typos in a book page can be modelled using a Poisson distribution. The probability mass function (PMF) of a Poisson random variable X with parameter A, where } is the average number of occurretices per interval, is given by: P(X=k)= where k is a non-negative integer representiiig the number of occurrences in the interval. The mean (expected value) and vatiance of a Poisson random variable are both equal to h: E(X) = and Var(X) = 2. Example 3.32 * We introduced the binomial distribution by considering the following scenario. A worn machine is known to produce 10% defective components. If the random vari- able X is the number of defective components produced in a run of 3 components, find the probabilities that X takes the values 0 to 3. Suppose now that a similar machine which is known to produce 1% defective components is used for a production run of 40 components. We wish to calculate the probability that two defective items are produced. Essentially we are assuming that X ~ B(40,0.01) and are asking for P(X = 2). We use both the binomial distribution and its Poisson approximation for comparison. 100Solution Using the binomial distribution we have the solution P(X =2) = c,(0.99)"-2(0.01) = ba x = x 0.99% x 0.01? = 0.0532 Note that the arithmetic involved is unwieldy. Using the Poisson approximation we have the solution 2 P(X =2)= ule = 0.0536 Note that the arithmetic involved is simpler and the approximation is reasonable. Example 3.33 In the manufacture of glassware, bubbles can occur in the glass which reduces the status of the glassware to that of a ‘second’. If, on average, one in every 1000 items produced has a bubble, calculate the probability that exactly six items in a batch of three thousand are seconds. Solution Suppose that X = number of items with bubbles, then _X ~ B(3000, 0.001) Since n = 3000 > 100 and p = 0.001 < 0.005 we can use the Poisson distribution with A = np = 3000 x 0.001 = 3. The calculation is: P(X =6)= = 0.0498 x 1.0125 = 0.05 The result means that we have about a 5% chance of finding exactly six seconds in a batch of three thousand items of glassware. 101Exercise 2 Let x be a Bernoull random variable with parameter p= 12. Find it tenth moment. Solution ‘The moment generating function of xis aao~ $+ feo Te tenth moment of x is equal to the tenth derivative ofits moment generating function, evaluated ate~o: x(10) = E[X°°] = se . aut 28D - Lee “ EMO toa AMM ae 1 Fenn, so that t= EEO 1 1 = yoR)-Laid gold co. Hcg 1 2s 1 Bh) 4 + eft O§ = Od ee — bs PCOS PUY tx oe | a = Pley=eo0-5 + oF Bed) JC”) ctx abee ly per Oper) 5 tS Bas i cod . A Piacl th eden DY aires Corsmubediyes agace case Sane ae Gay Fi. a eb (y) 2-65 40-24 9.4 Oe , £-Y(-2) ein Oda O-8.