0% found this document useful (0 votes)
14 views

PSR MODULE-IIB

Uploaded by

ULtraSwoRDFiSH
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
0% found this document useful (0 votes)
14 views

PSR MODULE-IIB

Uploaded by

ULtraSwoRDFiSH
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
You are on page 1/ 61

Special Distributions: Binomial and Poisson distributions – Normal

distribution, Exponential
distributions, Weibull distribution

q Binomial and Poisson distributions


q Normal distribution
q Exponential distributions
q Weibull distribution
Assumptions of Binomial Distribution

1. Number of trials must be finite (n is finite)


2. The trails are independent
3. There are only two possible outcomes in any event i.e., success and
failure.
4. Probability of success in each trail remains constant.
Examples:
1. Tossing a coin � times.
2. Throwing a die.
3. No. of defective items in the box.
Binomial Distribution:
The binomial distribution formula is for any random variable X,
given by;

n x n x
P ( x : n, p )  c x p q
Where,
n = the number of experiments
x = 0, 1, 2, 3, 4, …,n.
p = Probability of Success in a single experiment
q = Probability of Failure in a single experiment = 1 – p
Binomial Distribution Mean and Variance

For a binomial distribution, the mean, variance and standard


deviation for the given number of successes are represented using
the formulas
Mean, μ = np
Variance, σ2 = npq
Standard Deviation σ= √(npq)
Where p is the probability of success
q is the probability of failure, where q = 1-p
Recursive Relation for Binomial Distribution
nx p
P ( x  1)  P ( x)
x 1 q
1. In tossing a coin 10 times simultaneously. Find the probability of getting
i)at least 7 heads ii) almost 3 heads iii)exactly 6 heads.
2. In 256 sets of 12 tosses of a coin ,in how many cases one can expect 8 Heads and 4 Tails.
3. Find the probability of getting an even number 3 or 4 or 5 times in throwing a die 10 times
4.Out of 800 families with 5 children each, how many could you expect to have?
a)three boys b) five girls c) 2 or 3 boys d)at least 1 boy.
1. If the probability of a defective bolt is 0.2. Find the (i) mean (ii) S.D for the
distribution of bolts in a total of 400.
2. The probability that John hits the target is ½ . He fires 6 times. Find the probability
that he hits the target (a) Exactly 2 times (b) More than 4 times © At least once.
3. Assume that 50% of all engineering students are good in mathematics. Determine
the probability among 18 engineering students
(a) Exactly 10 (b) At least 10 © At most 8 are good in mathematics
4. If 20 % of items produced from a factory are defective. Find the probability that in a
sample of 5 chosen at random
(a) non is defective (b) one is defective © P[1<x<4]
5. The mean and variance of a binomial distribution is 16 and 8. Find P(X≥1) and
P(x>2).
Poisson Distribution Definition
The Poisson distribution is a discrete probability function that means the variable
can only take specific values in a given list of numbers, probably infinite. A Poisson
distribution measures how many times an event is likely to occur within “x” period of
time.
In other words, we can define it as the probability distribution that results from the
Poisson experiment. A Poisson experiment is a statistical experiment that classifies the
experiment into two categories, such as success or failure.

Poisson distribution is a limiting process of the binomial distribution.

A Poisson random variable “x” defines the number of successes in the experiment.
This distribution occurs when there are events that do not occur as the outcomes of a
definite number of outcomes. Poisson distribution is used under certain conditions.
They are:
Poisson Distribution:
Poisson distribution is a limiting case of the B.D under the following conditions
(i) The number trails is indefinitely large.
(ii) The probability of success for each trail is indefinitely small
(iii) np= λ is finite.

Poisson Distribution Formula


The formula for the Poisson distribution function is given by:
P(X=x) =(e– λ λx)/x!
Where,
e is the base of the logarithm
x is a Poisson random variable
λ is an average rate of value
Poisson Distribution Mean and Variance
Assume that, we conduct a Poisson experiment, in which the average number of successes
within a given range is taken as λ. In Poisson distribution, the mean of the distribution is
represented by λ and e is constant, which is approximately equal to 2.71828. Then, the
Poisson probability is:
P(x, λ ) =(e– λ λx)/x!
In Poisson distribution, the mean is represented as E(X) = λ.
For a Poisson Distribution, the mean and the variance are equal.
It means that E(X) = V(X)
where, V(X) is the variance.
1. A random variable X has a Poisson distribution with parameter λ such that
P (X = 1) = (0.2) P (X = 2). Find P (X = 0).
2. Telephone calls arrive at an exchange according to the Poisson process at a rate
λ= 2/min. Calculate the probability that exactly two calls will be received during each
of the first 5 minutes of the hour.
3. 2 % of items in a factory are defective. The items are packed in the boxes what is the
probability that there will be
(i) 2 defective (ii) at least 3 defective items in a box of 100 items.
4. Average number of accidents on any day on a national highway is 1.8 . Determine the
probability that the number of accidents are (i) at least one (ii) at most one
5. If a random variable has a Poisson distribution such that P(1)=P(2), then find (i) mean
(ii) P(4) (iii) P(X≥1)(iv) P(1<X<4)
6. If the variance of a P.D is 3, then find the probability that (i) x=0 (ii) 0<x<3
Continuous Probability Distribution
A continuous distribution describes the probabilities of the possible values of a
continuous random variable. A continuous random variable is a random variable
with a set of possible values (known as the range) that is infinite and uncountable.
Example of Continuous Probability Distributions:

Normal Distribution: The normal distribution, also known as the Gaussian


distribution, is one of the most common continuous probability distributions. It's
characterized by its bell-shaped curve and is used to model a wide range of
natural phenomena.
Central Limit Theorem

Normal distribution follows the central limit theory which states that various
independent factors influence a particular trait. When these all independent
factors contribute to a phenomenon, their normalized sum tends to result in a
Gaussian distribution.

Daily life examples


1. Height

The height of people is an example of normal distribution. Most of the people in a specific population are of
average height. The number of people taller and shorter than the average height people is almost equal, and a
very small number of people are either extremely tall or extremely short. Several genetic and environmental
factors influence height. Therefore, it follows the normal distribution.
2. Rolling dice
A fair rolling of dice is also a good example of normal distribution. In an experiment, it has been found that
when a dice is rolled 100 times, chances to get ‘1’ are 15-18% and if we roll the dice 1000 times, the chances to
get ‘1’ is, again, the same, which averages to 16.7% (1/6). If we roll two dice simultaneously, there are 36
possible combinations. The probability of rolling ‘1’ (with six possible combinations) again averages to around
16.7%, i.e., (6/36). More the number of dice more elaborate will be the normal distribution graph.
3. IQ
In this scenario of increasing competition, most parents, as well as
children, want to analyze the Intelligent Quotient level. Well, the IQ of a
particular population is a normal distribution curve; where the IQ of a
majority of the people in the population lies in the normal range whereas
the IQ of the rest of the population lives in the deviated range.
4. Technical Stock market
Most of us have heard about the rise and fall in the prices of shares in the
stock market. These changes in the log values of Forex rates, price indices,
and stock prices return often form a bell-shaped curve. For stock returns,
the standard deviation is often called volatility. If returns are normally
distributed, more than 99 percent of the returns are expected to fall
within the deviations of the mean value. Such characteristics of the bell-
shaped normal distribution allow analysts and investors to make
statistical inferences about the expected return and risk of stocks.
5. Student’s Average Report
Nowadays, schools are advertising their performances on social media and
TV. They present the average result of their school and allure parents to get
their children enrolled in that school. School authorities find the average
academic performance of all the students, and in most cases, it follows the
normal distribution curve. The number of average intelligent students is
higher than most other students.
6. Blood Pressure
Blood pressure generally follows a Gaussian distribution
(normal) in the general population, and it makes
Gaussian mixture models a suitable candidate for
modelling blood pressure behaviour.
7. Shoe Size
Have you wondered what would have happened if the glass slipper left by Cinderella at the prince’s house
fitted another woman’s feet? He would have ended up marrying another woman. It has been one of the
most amusing assumptions we all have ever come across. As per the data collected in the US, female shoe
sales by size are normally distributed because the physical makeup of most women is almost the same
Normal Distribution Formula
The probability density function of normal or gaussian distribution is given by;

Where,
 x is the variable
 μ is the mean
 σ is the standard deviation
Bell Shape Curve
A bell curve, or a normal distribution or Gaussian distribution, is a normal probability
distribution, which is a reference for various probability problems. The curve of this graph
has a raised center and falls on both sides. This shape shows that data are symmetrical. The
highest point on the graph represents a probable event, selected from a large data set
Normal Distribution Properties
Some of the important properties of the normal distribution are listed below:
Ø In a normal distribution, the mean, median and mode are equal.
( i.e., Mean = Median= Mode).
Ø The total area under the curve should be equal to 1.
Ø The normally distributed curve should be symmetric at the centre.
Ø There should be exactly half of the values are to the right of the centre and exactly half of the
values are to the left of the centre.
Ø The normal distribution should be defined by the mean and standard deviation.
Ø The normal distribution curve must have only one peak. (i.e., Unimodal)
Examples
The normal distributions are closely associated with many things such as:
Ø Marks scored on the test
Ø Heights of different persons
Ø Size of objects produced by the machine
Ø Blood pressure and so on.
a
1. Find the are under the normal curve (a) To the left of Z= -1.78 (b) To the right of Z= -1.48 © Corresponding to -
0.8≤ Z ≤1.53

2. If X is a normal variate with mean 30 and S.D 5, then find the probability that (a) 26 ≤X≤40 (b) X ≥45

3. The mean and S.D of a normal variate are 8 and 4 respectively , then find (a) P[5≤X≤10] (b) P[ x≥5] (c) P [ x≤15]

4. Suppose the weights of 800 male students are normally distributed with mean µ=140 pounds and S.D of 10
pounds . Find the number of students whose weights are (a) Between138 and 148 pounds (b) more than 152 pounds

5. In a sample of 1000 cases, the mean of a certain test is 14 and S.D is 2.5. Assuming the distribution to be normally,
find (a) How many students score between 12 and 15. (b) How many score above 18 © How many score below 8

6. In a N. D , 7 % of the items are under 35 and 89% are under 63. Determine the mean and variance of the
distribution
o The time between arrivals at an
airport or train station.
o Or the amount of time until an
equipment failure.
o Or even the amount of time until
the next earthquake.
Examples:

The Weibull distribution is used to


model life data analysis, which is the
t i m e u nt i l d e v i c e fa i l u re o f m a ny
different physical systems, such as a
bearing or motor’s mechanical wear.
In other words, it can assess product
reliability and model failure times!

The distribution parameters help us


measure whether or not the number of
fa i l u r e s i s i n c r e a s i n g w i t h t i m e ,
decreasing with time, or remaining
constant.
A moment is the product of the distance to a point, raised to a power, and a physical
quantity (such as force or electrical charge) at that point: where. is the physical quantity
such as a force applied at a point, or a point charge, or a point mass, etc.

where Q is the physical quantity such as a force applied at a point, or a point charge, or a point mass, etc.

In Statistics, Moments are popularly used to describe the characteristic of a


distribution.
If the function is a probability distribution,
then the first moment is the expected value,
the second central moment is the variance,
the third standardized moment is the skewness, and
the fourth standardized moment is the kurtosis.
, the value that is most likely the result of the next
repeated trial of a statistical experiment.
The probability of all possible outcomes is factored into the
calculations for expected value in order to determine the
expected outcome in a random trial of an experiment.
refers to a statistical measurement of the spread between
numbers in a data set.
More specifically, variance measures how far each number in the set
is from the mean (average), and thus from every other number in the
set.
Variance is often depicted by this symbol: σ2
is a measurement of the distortion of symmetrical
distribution or asymmetry in a data set.
Skewness is demonstrated on a bell curve when data points are not
distributed symmetrically to the left and right sides of the median on
a bell curve.
is a measure of the tailedness of a
distribution.
Tailedness is how often outliers occur. Excess
kurtosis is the tailedness of a distribution
relative to a normal distribution.
Distributions with medium kurtosis (medium
tails) are mesokurtic. Distributions with low
kurtosis (thin tails) are platykurtic.
q The rth moment about the origin of a random variable is

X = μr′ = E(Xr).

q The mean (μ) is the first moment about the origin.

X = μ1′ = E(X)

q The rth moment about the mean of a random variable X is

μr = E [(X – μ)r ].

q The second moment about the mean of a random variable is the variance
(σ2).
Moments about the origin
Moments about the mean
 32
1  3
2

You might also like