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Special Distributions

The document covers various probability distributions including binomial, negative binomial, Poisson, geometric, and exponential distributions, providing examples and calculations for each. It includes questions on calculating probabilities, means, and variances for different scenarios, such as multiple choice tests and customer arrivals. Additionally, it discusses the gamma and normal distributions with relevant calculations and properties.
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0% found this document useful (0 votes)
145 views30 pages

Special Distributions

The document covers various probability distributions including binomial, negative binomial, Poisson, geometric, and exponential distributions, providing examples and calculations for each. It includes questions on calculating probabilities, means, and variances for different scenarios, such as multiple choice tests and customer arrivals. Additionally, it discusses the gamma and normal distributions with relevant calculations and properties.
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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Binomial distribution

Q. There are 3 multiple choice questions in a MCQ test. Each MCQ consists of 4 possible choices and
only one of them is correct. If an examinee attempts MCQ randomly (without knowing the correct
answers).
Here 𝑋 ~ 𝑏𝑖𝑛𝑜𝑚𝑖𝑎𝑙 (𝑛 = 2, 𝑝 = 0.25)
(i) What is the probability that exactly any two of the answers will be correct?

= 0.141

(ii) What is the probability that at least two of the answers will be correct?

𝑃 (𝑋 ≥ 2) = 𝑃 (𝑋 = 2) + 𝑃 (𝑋 = 3) = 0.157

(iii) What is the probability that at most two of the answers will be correct?

𝑃 (𝑋 ≤ 2) = 𝑃 (𝑋 = 0) + 𝑃 (𝑋 = 1) + 𝑃 (𝑋 = 2) = 0.985

(iv) What will be the average and variance of number of correct answers.
𝐸 (𝑋) = 𝑛𝑝 = 3x0.25 = 0.75, Var(X)=npq= 3 x 0.25 x 0.75 = 0.75
Negative Binomial (Pascal) Distribution

The probability mass function gives us the probability of requiring exactly k failures before achieving r
successes. For the negative binomial distribution, the PMF is:

Ex. In quality control, if we need 3 defective components (r = 3) and each components has a 10%
chance of being defective. The probability of getting exactly 5 non-defective components before
finding the third defective one is:
Sol. : Here k = 5, r = 3, p = 0.1
Poisson distribution
Q1. Rachel has determined that pieces of rubbish along the route she walks to school occur at a rate of 2.5 per 100
metres. Given that a Poisson model is appropriate in this situation, find the probability that there will be:
i) exactly 3 pieces of rubbish in a space of 100 meters
ii) at least 1 piece of rubbish in a space of 50 meters
iii) no more than 10 pieces of rubbish in a space of 400 meters
iv) at least 15 but fewer than 30 pieces of rubbish in a space of 1 kilometer.
[Answer: i) 0.214 ii) 0.713 iii) 0.583 iv) 0.805]
Q2. A student counts the number of pieces of pineapple, x, on each of 50 pineapple pizzas that she ordered for a
school event. The results are summarised as- ΣX=1259, straight ΣX2 =32964
i) Calculate the mean and variance of the number of pieces of pineapple per pizza for the 50 pizzas.
ii) Explain how the results in part (a) suggest that a Poisson distribution may be a suitable model for the number of
pieces of pineapple on a pizza.
[Answer: i) 25.18, 25.2476 ii) We note that mean and variances are approximately equal, therefore Poisson
distribution may be suitable model]
Q3. Pedestrians pass by Jovan's window at an average rate of 5.2 per hour. Cyclists pass by his window
at an average rate of 3.8 every 30 minutes. Assuming that numbers of pedestrians and numbers of
cyclists passing by Jovan's window may each be modelled by a Poisson distribution, find the probability
that: a total of exactly 15 pedestrians and cyclists will pass by Jovan's window in an hour
i) a total of at least 6 pedestrians and cyclists will pass by Jovan's window in fifteen minutes
ii) at least 3 pedestrians and at least 3 cyclists will pass by Jovan's window in fifteen minutes.
iii) Write down one assumption that you have made in your calculations.
[Answer: i) 0.0856 ii) 0.105 iii) 0.0423 iv) No. of pedestrian and no. of cyclists are independent]
Geometric and negative binomial distribution
Q1. Emanuel is playing in a chess tournament, where his probability of winning any one game
is 0.55. Find the probability that:
i) his first win is in the third game he plays
ii) he wins exactly 4 of his first 7 games
iii) he wins for the fourth time in his seventh game
iv) he wins for the fourth time in his seventh game, given that he won his first game
v) his fourth win occurs in or before his seventh game.
[Answer: i) 0.111 ii) 0.292 iii) 0.167 iv) 0.152 v) 0.608]
Q2. A person is tossing a biased coin for which the probability of the coin landing on 'heads'
is p. The random variable represents the number of times he needs to flip the coin until it
has landed on heads four times. Given that the mean of is 10, find-
i) the value of p ii) standard deviation of X iii) the probability that the fourth 'head' will
occur on the seventh. [Answer: i) 0.4 ii) (15)1/2 iii) 0.111 ]
Q1. Compute the probability of obtaining at least two “ Six” in rolling a fair die 4 times.
Sol.

Q2. If the probability of producing a defective screw is p=0.01, what is the probability that a lot of
100 screws will contain more than 2 defectives?.
Sol.

=.9197 , P(A)=0.0803, Using binomial dist. P(A)-0.0794

Q3. Suppose that 4% of all TVs made by A&B Company in 2000 are defective. If eight of these TVs
are randomly selected from across the country and tested, what is the probability that exactly
three of them are defective? Assume that each TV is made independently of the others.
Q4. An allergist claims that 45% of the patients she tests are allergic to some type of weed.
What is the probability that-
I. Exactly 3 of her next 4 patients are allergic to weeds?
II. None of her next 4 patients are allergic to weeds?
Q5. If on the average, 2 cars enter a certain parking lot per minute, what is the probability that during
any given minute 4 or more cars will enter the lot?
Sol. P(Ac ) =

P(A) = 0.143
Q6. Let X∼Binomial(n,p) and Y∼Binomial(m,p) be two independent random variables. Define a new
random variable as Z=X+Y. Find the PMF of Z.
Sol. Let Xi's and Yj's are independent Bernoulli(p) random variables. Then
Z=X+Y=(X1+X2+...+Xn)+(Y1+Y2+...+Ym),
is a binomial random variable with parameters m+n and p , i.e., Binomial (m+n,p)
.
Thus the PMF of Z is
Q7. If 1.6 accidents can be expected an intersection on any given day, what is the
probability that there will be 3 accidents on any given day?
Sol. : Let X =the number of accidents, λ=1.6, x=3

Q8. Find the binomial probability P(X=3) by using the Poisson distribution if p = 0.01 and n = 200 .
Sol.: Here λ= np =2
Q9.The number of emails that I get in a weekday can be modeled by a Poisson distribution with an
average of 0.2 emails per minute.
(i) What is the probability that I get no emails in an interval of length 5 minutes?
(ii) What is the probability that I get more than 3 emails in an interval of length 10
minutes?
Q10. The number of customers arriving at a grocery store is a Poisson random variable. On average 10
customers arrive per hour. Let X be the number of customers arriving from 10am to 11:30am. What is
P(10<X≤15)?
Sol.
Q11. The average number of errors on a page of a certain magazine is 0.2.
What is the probability that the next page (or a randomly selected page) you read contains
i. 0 (zero) error? ii. 2 or more errors?
iii. What is the average error per page? iv. Find standard deviation of the number of errors.
Q12. Let X∼Geometric(p). Find E[1/2X]
Continuous Special Distribution: Uniform Distribution
Q1. The waiting time (in minutes) for train is uniform (10, 50). Find
a. The probability that you have to wait at least 20 minutes.
b. Average waiting time. c. Standard deviation of waiting time.
Sol.
Continuous Special Distribution: Exponential Distribution
Q1. On average lightening kills three people each year in the UK, 𝜆=3. So the rate
is 𝜈=3/year. Probability the time till the next death is less than one year?

1 1 1
3𝑒 −3𝑡
𝑓 𝑡 𝑑𝑡 = 3 𝑒 −3𝑡 𝑑𝑡 =
0 0 −3 0

Q2. Average time required to repair a machine is 0.5 hours. What is the probability that the
next repair will take more than 2 hours?
Sol.
Q3. The time till failure of an electronic component has an Exponential distribution and it
is known that 10% of components have failed by 1000 hours.
(a) What is the probability that a component is still working after 5000 hours?
(b) Find the mean and standard deviation of the time till failure.

Sol. Let Y = time till failure in hours; 𝑓 𝑦 = 𝜈𝑒 −𝜈𝑦 .


1000
(a) First we need to find 𝜈 𝑃 𝑌 ≤ 1000 = 𝜈𝑒 −𝜈𝑦 = −𝑒 −𝜈𝑦 1000
0 = 1 − 𝑒 −1000𝜈
0

𝑃 𝑌 ≤ 1000 = 0.1 ⇒ 1 − 𝑒 −1000𝜈 = 0.1


⇒ 𝑒 −1000𝜈 = 0.9
⇒ −1000𝜈 = ln 0.9 = −0.10536 ⇒ 𝜈 ≈ 1.05 × 10−4
Q4. A system contains a certain type of component whose time (T), in years, is
assumed to follow the exponential distribution with mean time to failure θ = 5. If
5 of these components are installed in different systems, what is the probability
that at least 2 are still functioning at the end of 8 years?
Hint:
Q5. Suppose the number of customers arriving at a store obeys a Poisson distribution with an average
of λ customers per unit time. If Y is the number of customers arriving in an interval of length t, then
Y∼Poisson(λt). Suppose that the store opens at time t=0. Let X be the arrival time of the first customer.
Show that X∼Exponential (λ)

.
The Gamma Distribution
E(X) =  =  V(X) = 2 = 2

Note:
 The exponential distribution results from taking  = 1
and  = 1/.
 The standard gamma distribution has  = 1. For the
standard distribution when   1, f(x; ) , pdf is strictly
decreasing as x increases from 0; when  > 1, f(x; )
increases from 0 at x = 0 to a maximum and then decreases.
 The parameter  is called the scale parameter
 because values other than 1 e either stretch or compress the
pdf in the x direction.
 If the events are occurring according to the Poisson
distribution the time till the occurrence of the first event is
described by the exponential distribution. The time till the
occurrence of the k th event is described by the Gamma
distribution. Standard gamma distribution
Q1. The repair time (in hours) for an industrial machine has a gamma distribution with mean
1.5 and variance 0.75.
(i) Determine the probability that a repair time exceeds 2 hours.
(ii) Determine the probability that a repair time is at least 5 hours given that it already exceeds
2 hours.
. [Answer: i) ii)

Q2. Customers arrive at a shop according to a Poisson process. The waiting time (in minutes) until the
5th customer is modeled by the density function .
(i) Determine the mean and variance of the time until the arrival of the 6th customer after the opening
of the shop on a given day.
(ii) Determine the probability that the wait for the 7th customer is longer than 2 minutes.
. [Answer: i) Mean 1, variance=1/6 ii) 7457.8e-12 = 0.04582]
Normal Distribution
A symmetric distribution defined on the range - to +  whose shape is defined by
two parameters, the mean, denoted , that centers the distribution, and the
standard deviation, , that determines the spread of the distribution.

Area=.68

P(    X     ) = .68
p(-1<z<1)=1 – 2(0.1587) = 0.6826.
68% of total area is between - and +.
P(Z ≤ 1.25) = (1.25),
Q1. : Find the area under the curve that lies
(i) to the right of z = 1.84

The area in Figure to the right of z = 1.84 is equal to 1


minus the area in normal Table to the left of z = 1.84,
namely, 1 − 0.9671 = 0.0329.

(ii) between z = −1.97 and z = 0.86.

The area between z = −1.97 and z = 0.86 is equal


to the area to the left of z = 0.86 minus the area to the left of
z = −1.97.
Using normal Table,
the shadded area = 0.8051 − 0.0244 = 0.7807.
Area Under the Normal Curve using Z-table
Q. 2: a. For what value of ‘a’, P[Z≤a] = 0.95?
b. For what value of ‘a’, P[Z≥a] = 0.05?
c. For what value of ‘a’, P[Z≤a] = 0.975?

Solution:
a. P[Z≤a] = 0.95 or 0.5+ P[0<Z≤a] =0.95,
Or, P[0<Z≤a] =0.95-0.5= 0.45
For a= 1.645, P[0<Z≤a] =0.45

b. P[Z≥a] = 0.05, Or P[Z ≥ 0] - P[0<Z≤a] = 0.05


Or, 0.5- P[0<Z≤a] =0.05
Or, P[0<Z≤a] =0.5-0.05= 0.45
For a= 1.645, P[0<Z≤a] =0.45

c. P[Z≤a] = 0.975 Or, P[Z≤0] + P[0<Z≤a] = 0.975


Or, 0.5+ P[0<Z≤a] =0.975
Or, P[0<Z≤a] =0.975-0.5= 0.475
For a= 1.96, P[0<Z≤a] =0.475
Q. 3: Let X∼N(2,4) and Y=3−2X. Find a. P(X>1) b. P(−2<Y<1) c. P(X>2|Y<1)
Q.4: The number of viewers of a TV show per week has a mean of 29 million with a standard deviation
of 5 million. Assume that, the number of viewers of that show follows a normal distribution. What is
the probability that, next week’s show will (i) have between 30 and 34 million viewers?
(ii) have at least 23 million viewers? (iii) Exceed 40 million viewers?
a. Probability that, next week’s show will have between
30 and 34 million viewers-

b. Probability that, next week’s show will have at least 23 million viewers-

c. Probability that, next week’s show will exceed 40 million viewers-


Q.5: A random variable X has a normal distribution with mean 80 and standard deviation 4.8. What is
the probability that it will take a value (i) Less than 87.2 (ii) Greater than 76.4 (iii) Between 81.2 and
86.0
Sol. X is normal with mean, μ = 80, standard deviation, σ = 4.8.
(ii)
(i)

(iii)
Q. 6: A normal distribution has mean 62.4. Find its standard deviation if 20.0% of the area under the
normal curve lies to the right of 72.9.

Q. 7: A random variable has a normal distribution with  = 5 .Find its mean if the probability that the
random variable will assume a value less than 52.5 is 0.6915.

  = 50
Q. 8: If 22% of all patients with high blood pressure have side effects from a certain medication, and
100 patients are treated, find the probability that at least 30 of them will have side effects.
Hints:  = 100(0.22) = 22 and  = [100(0.22)(0.78)]1/2 = 4.14
z= (29.5-22)/4.14=1.81
The probability that at least 30 of the patients will have side effects
P( z  1.81) =1- P( z≤1.81) = 1-0.9649 = 0.0351
Note: Continuity Correction Continuity Correction is needed because we are approximating a
discrete probability distribution with a continuous distribution.
Continuous Special Distributions: Miscellanous Questions
Q. 1: Let U∼Uniform(0,1) and X=−ln(1−U) . Show that X∼Exponential (1).
Q. 2: Let X∼N(0,σ2), Find E|X|.

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